PJFV vs. BAMD

Last updated Jun 24, 2026

PJFV (PGIM Jennison Focused Value ETF) and BAMD (Brookstone Dividend Stock ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, PJFV returned 34.17% vs 11.16% for BAMD. A 0.61 correlation means they provide meaningful diversification when combined. PJFV charges 0.75%/yr vs 0.95%/yr for BAMD.

Performance

PJFV vs. BAMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Focused Value ETF (PJFV) and Brookstone Dividend Stock ETF (BAMD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PJFV achieves a 16.89% return, which is significantly higher than BAMD's 11.12% return.

PJFV

• 1D: -0.95%
• 1M: 3.08%
• YTD: 16.89%
• 6M: 16.25%
• 1Y: 34.17%
• 3Y*: 24.88%
• 5Y*: —
• 10Y*: —

BAMD

• 1D: 0.75%
• 1M: 1.38%
• YTD: 11.12%
• 6M: 11.15%
• 1Y: 11.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PJFV vs. BAMD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PJFV PGIM Jennison Focused Value ETF	16.89%	18.65%	24.13%	10.16%
BAMD Brookstone Dividend Stock ETF	11.12%	-1.33%	19.76%	10.73%

Correlation

The correlation between PJFV and BAMD is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023	0.61

The correlation between PJFV and BAMD has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

PJFV vs. BAMD - Sectors Allocation Comparison

Sectors	PJFV	BAMD
Industrials	19.3%	4.4%
Technology	18.7%	14.6%
Financial Services	16.6%	26.4%
Consumer Cyclical	10.0%	3.7%
Energy	8.2%	14.8%
Healthcare	8.1%	4.2%
Utilities	7.3%	12.3%
Communication Services	7.1%	4.0%
Consumer Defensive	3.9%	12.6%
Basic Materials	0.9%	2.7%
Real Estate	-	0.5%

Return for Risk

PJFV vs. BAMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PJFV

PJFV Risk / Return Rank: 88
PJFV Sharpe Ratio Rank: 88
PJFV Sortino Ratio Rank: 88
PJFV Omega Ratio Rank: 86
PJFV Calmar Ratio Rank: 87
PJFV Martin Ratio Rank: 91

BAMD

BAMD Risk / Return Rank: 31
BAMD Sharpe Ratio Rank: 30
BAMD Sortino Ratio Rank: 30
BAMD Omega Ratio Rank: 28
BAMD Calmar Ratio Rank: 34
BAMD Martin Ratio Rank: 32

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PJFV vs. BAMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Value ETF (PJFV) and Brookstone Dividend Stock ETF (BAMD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PJFV	BAMD	Difference
Sharpe ratio: Return per unit of total volatility	2.69	1.03	+1.66
Sortino ratio: Return per unit of downside risk	3.69	1.55	+2.15
Omega ratio: Gain probability vs. loss probability	1.48	1.18	+0.30
Calmar ratio: Return relative to maximum drawdown	4.69	1.60	+3.09
Martin ratio: Return relative to average drawdown	19.89	4.24	+15.65

PJFV vs. BAMD - Sharpe Ratio Comparison

The current PJFV Sharpe Ratio is 2.69, which is higher than the BAMD Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of PJFV and BAMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PJFV vs. BAMD - Drawdown Comparison

The maximum PJFV drawdown since its inception was -18.15%, which is greater than BAMD's maximum drawdown of -15.91%. Use the drawdown chart below to compare losses from any high point for PJFV and BAMD.

Drawdown Indicators

	PJFV	BAMD	Difference
Max Drawdown Largest peak-to-trough decline	-18.15%	-15.91%	-2.24%
Max Drawdown (1Y) Largest decline over 1 year	-7.31%	-6.99%	-0.32%
Max Drawdown (3Y) Largest decline over 3 years	-18.15%	—	—
Current Drawdown Current decline from peak	-0.95%	-0.29%	-0.66%
Average Drawdown Average peak-to-trough decline	-2.11%	-4.21%	+2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	2.64%	-0.92%

Volatility

PJFV vs. BAMD - Volatility Comparison

PGIM Jennison Focused Value ETF (PJFV) has a higher volatility of 4.31% compared to Brookstone Dividend Stock ETF (BAMD) at 3.34%. This indicates that PJFV's price experiences larger fluctuations and is considered to be riskier than BAMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PJFV	BAMD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	3.34%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	10.53%	7.16%	+3.37%
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	10.90%	+1.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.18%	13.32%	+0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.18%	13.32%	+0.86%

PJFV vs. BAMD - Expense Ratio Comparison

PJFV has a 0.75% expense ratio, which is lower than BAMD's 0.95% expense ratio.

Dividends

PJFV vs. BAMD - Dividend Comparison

PJFV's dividend yield for the trailing twelve months is around 0.59%, less than BAMD's 3.47% yield.

Position	TTM	2025	2024	2023	2022
BAMD Brookstone Dividend Stock ETF	3.47%	3.86%	4.21%	0.70%	0.00%
PJFV PGIM Jennison Focused Value ETF	0.59%	0.68%	1.31%	1.20%	0.12%

Frequently Asked Questions

Can I hold both PJFV and BAMD in my portfolio?

PJFV and BAMD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PJFV or BAMD?

PJFV has higher volatility (4.31%) compared to BAMD (3.34%). In terms of maximum drawdown, PJFV dropped -18.15% vs BAMD's -15.91%.

Which ETF is better, PJFV or BAMD?

On 1-year performance, PJFV leads with 34.17% vs 11.16% for BAMD. On fees, PJFV is cheaper at 0.75% per year. On volatility, BAMD has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PJFV or BAMD?

Over the 1-year period, PJFV has performed better with a 34.17% return vs 11.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PJFV or BAMD?

PJFV is cheaper with a 0.75% expense ratio, compared with 0.95% for BAMD.

Which ETF pays a higher dividend yield, PJFV or BAMD?

BAMD has the higher dividend yield at 3.47%, compared with 0.59% for PJFV.

What is the main difference between PJFV and BAMD?

They also come from different issuers: PGIM and Brookstone. Their fees differ too: 0.75% for PJFV and 0.95% for BAMD.

Which has better risk-adjusted returns?

PJFV currently has the higher Sharpe Ratio (2.69 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.