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PSDM vs. RISR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSDM vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Short Duration Multi-Sector Bond ETF (PSDM) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSDM achieves a 1.61% return, which is significantly lower than RISR's 4.75% return.


PSDM

1D
0.13%
1M
0.07%
6M
1.26%
YTD
1.61%
1Y
3.97%
3Y*
5.70%
5Y*
10Y*
ALL TIME*
5.71%

RISR

1D
-0.15%
1M
1.47%
6M
4.83%
YTD
4.75%
1Y
6.29%
3Y*
10.07%
5Y*
10Y*
ALL TIME*
14.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.09M$1.46M$1.32M
$3.20M$3.07M$3.51M

PSDM vs. RISR - Yearly Performance Comparison


2026 (YTD)202520242023
PSDM
PGIM Short Duration Multi-Sector Bond ETF
1.61%6.16%5.48%3.96%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
4.75%4.63%24.20%0.68%

Correlation

The correlation between PSDM and RISR is -0.39, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.39

Correlation (3Y)
Balances recent behavior with more history.

-0.41

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2023

-0.41

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Return for Risk

PSDM vs. RISR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PSDM
PSDM Risk / Return Rank: 9090
Overall Rank
PSDM Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PSDM Sortino Ratio Rank: 9292
Sortino Ratio Rank
PSDM Omega Ratio Rank: 9292
Omega Ratio Rank
PSDM Calmar Ratio Rank: 8585
Calmar Ratio Rank
PSDM Martin Ratio Rank: 9090
Martin Ratio Rank

RISR
RISR Risk / Return Rank: 5151
Overall Rank
RISR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RISR Sortino Ratio Rank: 4747
Sortino Ratio Rank
RISR Omega Ratio Rank: 4646
Omega Ratio Rank
RISR Calmar Ratio Rank: 6767
Calmar Ratio Rank
RISR Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PSDM vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Short Duration Multi-Sector Bond ETF (PSDM) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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.


PSDMRISRDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.47

1.22

+0.25

Calmar ratioReturn relative to maximum drawdown

3.35

2.42

+0.92

Martin ratioReturn relative to average drawdown

14.69

5.79

+8.90

PSDM vs. RISR - Sharpe Ratio Comparison

The current PSDM Sharpe Ratio is 2.27, which is higher than the RISR Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of PSDM and RISR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PSDM vs. RISR - Drawdown Comparison

The maximum PSDM drawdown since its inception was -1.19%, smaller than the maximum RISR drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for PSDM and RISR.


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Drawdown Indicators


PSDMRISRDifference

Max Drawdown

Largest peak-to-trough decline

-1.19%

-14.31%

+13.12%

Max Drawdown (1Y)

Largest decline over 1 year

-1.19%

-2.61%

+1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-1.19%

-8.07%

+6.88%

Current Drawdown

Current decline from peak

-0.05%

-0.15%

+0.10%

Average Drawdown

Average peak-to-trough decline

-0.17%

-2.12%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.27%

1.09%

-0.82%

Volatility

PSDM vs. RISR - Volatility Comparison

The current volatility for PGIM Short Duration Multi-Sector Bond ETF (PSDM) is 0.67%, while FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a volatility of 1.13%. This indicates that PSDM experiences smaller price fluctuations and is considered to be less risky than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSDMRISRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

1.13%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

3.57%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

1.75%

5.25%

-3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.01%

11.67%

-9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.01%

11.67%

-9.66%

PSDM vs. RISR - Expense Ratio Comparison

PSDM has a 0.40% expense ratio, which is lower than RISR's 1.13% expense ratio.


Dividends

PSDM vs. RISR - Dividend Comparison

PSDM's dividend yield for the trailing twelve months is around 4.81%, less than RISR's 5.88% yield.


PositionTTM20252024202320222021
PSDM
PGIM Short Duration Multi-Sector Bond ETF
4.81%4.57%5.17%2.91%0.00%0.00%
RISR
FolioBeyond Alternative Income and Interest Rate Hedge ETF
5.88%5.95%5.67%7.96%4.26%0.30%

Frequently Asked Questions


PSDM and RISR have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RISR has higher volatility (1.13%) compared to PSDM (0.67%). In terms of maximum drawdown, PSDM dropped -1.19% vs RISR's -14.31%.

On 3-year performance, RISR leads with 10.07% vs 5.70% for PSDM. On fees, PSDM is cheaper at 0.40% per year. On volatility, PSDM has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, RISR has performed better with a 10.07% return vs 5.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSDM is cheaper with a 0.40% expense ratio, compared with 1.13% for RISR.

RISR has the higher dividend yield at 5.88%, compared with 4.81% for PSDM.

PSDM is categorized as Multisector Bonds, while RISR is Nontraditional Bonds. They also come from different issuers: PGIM and FolioBeyond. Their fees differ too: 0.40% for PSDM and 1.13% for RISR.

PSDM currently has the higher Sharpe Ratio (2.27 vs 1.20), 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.

Portfolio Optimizer

Find the right allocation for PSDM and RISR

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