PJFV vs. CGDV

In the year-to-date period, PJFV achieves a -3.03% return, which is significantly lower than CGDV's 0.93% return.

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PJFV has a 0.75% expense ratio, which is higher than CGDV's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Value ETF (PJFV) and Capital Group Dividend Value ETF (CGDV). 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.

The current PJFV Sharpe Ratio is 0.28, which is lower than the CGDV Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of PJFV and CGDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PJFV's dividend yield for the trailing twelve months is around 1.35%, less than CGDV's 1.61% yield.

The maximum PJFV drawdown since its inception was -18.15%, smaller than the maximum CGDV drawdown of -21.81%. Use the drawdown chart below to compare losses from any high point for PJFV and CGDV. For additional features, visit the drawdowns tool.

PGIM Jennison Focused Value ETF (PJFV) has a higher volatility of 6.62% compared to Capital Group Dividend Value ETF (CGDV) at 5.87%. This indicates that PJFV's price experiences larger fluctuations and is considered to be riskier than CGDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.