PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PULS vs. MINT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

PULS vs. MINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Ultra Short Bond ETF (PULS) and PIMCO Enhanced Short Maturity Strategy Fund (MINT). The values are adjusted to include any dividend payments, if applicable.

0.00%0.50%1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
2.85%
2.73%
PULS
MINT

Returns By Period

The year-to-date returns for both stocks are quite close, with PULS having a 5.47% return and MINT slightly lower at 5.33%.


PULS

YTD

5.47%

1M

0.39%

6M

2.89%

1Y

6.35%

5Y (annualized)

3.10%

10Y (annualized)

N/A

MINT

YTD

5.33%

1M

0.45%

6M

2.75%

1Y

5.98%

5Y (annualized)

2.45%

10Y (annualized)

2.13%

Key characteristics


PULSMINT
Sharpe Ratio12.2213.58
Sortino Ratio30.2032.53
Omega Ratio7.889.75
Calmar Ratio63.7746.24
Martin Ratio393.30507.79
Ulcer Index0.02%0.01%
Daily Std Dev0.53%0.44%
Max Drawdown-5.85%-4.62%
Current Drawdown0.00%0.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PULS vs. MINT - Expense Ratio Comparison

PULS has a 0.15% expense ratio, which is lower than MINT's 0.36% expense ratio.


MINT
PIMCO Enhanced Short Maturity Strategy Fund
Expense ratio chart for MINT: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for PULS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Correlation

-0.50.00.51.00.3

The correlation between PULS and MINT is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

PULS vs. MINT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Ultra Short Bond ETF (PULS) and PIMCO Enhanced Short Maturity Strategy Fund (MINT). 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.


Sharpe ratio
The chart of Sharpe ratio for PULS, currently valued at 12.22, compared to the broader market0.002.004.0012.2213.58
The chart of Sortino ratio for PULS, currently valued at 30.20, compared to the broader market-2.000.002.004.006.008.0010.0030.2032.53
The chart of Omega ratio for PULS, currently valued at 7.88, compared to the broader market0.501.001.502.002.503.007.889.75
The chart of Calmar ratio for PULS, currently valued at 63.77, compared to the broader market0.005.0010.0015.0063.7746.24
The chart of Martin ratio for PULS, currently valued at 393.30, compared to the broader market0.0020.0040.0060.0080.00100.00393.30507.79
PULS
MINT

The current PULS Sharpe Ratio is 12.22, which is comparable to the MINT Sharpe Ratio of 13.58. The chart below compares the historical Sharpe Ratios of PULS and MINT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio12.0013.0014.0015.0016.0017.0018.00JuneJulyAugustSeptemberOctoberNovember
12.22
13.58
PULS
MINT

Dividends

PULS vs. MINT - Dividend Comparison

PULS's dividend yield for the trailing twelve months is around 5.69%, more than MINT's 5.31% yield.


TTM20232022202120202019201820172016201520142013
PULS
PGIM Ultra Short Bond ETF
5.69%5.48%2.30%1.19%1.85%2.92%1.87%0.00%0.00%0.00%0.00%0.00%
MINT
PIMCO Enhanced Short Maturity Strategy Fund
5.31%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%0.80%0.88%

Drawdowns

PULS vs. MINT - Drawdown Comparison

The maximum PULS drawdown since its inception was -5.85%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for PULS and MINT. For additional features, visit the drawdowns tool.


-0.12%-0.10%-0.08%-0.06%-0.04%-0.02%0.00%JuneJulyAugustSeptemberOctoberNovember00
PULS
MINT

Volatility

PULS vs. MINT - Volatility Comparison

PGIM Ultra Short Bond ETF (PULS) has a higher volatility of 0.12% compared to PIMCO Enhanced Short Maturity Strategy Fund (MINT) at 0.10%. This indicates that PULS's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.15%0.20%0.25%JuneJulyAugustSeptemberOctoberNovember
0.12%
0.10%
PULS
MINT