PJFV vs. HIDV

In the year-to-date period, PJFV achieves a -3.03% return, which is significantly higher than HIDV's -5.27% return.

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PJFV has a 0.75% expense ratio, which is higher than HIDV's 0.45% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Focused Value ETF (PJFV) and AB US High Dividend ETF (HIDV). 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 HIDV Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of PJFV and HIDV, 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 HIDV's 2.42% yield.

The maximum PJFV drawdown since its inception was -18.15%, roughly equal to the maximum HIDV drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for PJFV and HIDV. For additional features, visit the drawdowns tool.

PGIM Jennison Focused Value ETF (PJFV) and AB US High Dividend ETF (HIDV) have volatilities of 6.62% and 6.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.