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PULS vs. VWIUX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PULS and VWIUX is 0.16, 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.


-0.50.00.51.00.2

Performance

PULS vs. VWIUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Ultra Short Bond ETF (PULS) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). The values are adjusted to include any dividend payments, if applicable.

-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%JulyAugustSeptemberOctoberNovemberDecember
2.91%
0.95%
PULS
VWIUX

Key characteristics

Sharpe Ratio

PULS:

12.11

VWIUX:

0.51

Sortino Ratio

PULS:

29.02

VWIUX:

0.72

Omega Ratio

PULS:

7.73

VWIUX:

1.10

Calmar Ratio

PULS:

60.92

VWIUX:

0.42

Martin Ratio

PULS:

375.52

VWIUX:

1.76

Ulcer Index

PULS:

0.02%

VWIUX:

0.81%

Daily Std Dev

PULS:

0.51%

VWIUX:

2.81%

Max Drawdown

PULS:

-5.85%

VWIUX:

-11.49%

Current Drawdown

PULS:

0.00%

VWIUX:

-1.91%

Returns By Period

In the year-to-date period, PULS achieves a 5.98% return, which is significantly higher than VWIUX's 1.03% return.


PULS

YTD

5.98%

1M

0.42%

6M

2.91%

1Y

6.13%

5Y*

3.14%

10Y*

N/A

VWIUX

YTD

1.03%

1M

-0.81%

6M

0.94%

1Y

1.42%

5Y*

1.24%

10Y*

2.24%

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. VWIUX - Expense Ratio Comparison

PULS has a 0.15% expense ratio, which is higher than VWIUX's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


PULS
PGIM Ultra Short Bond ETF
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%
Expense ratio chart for VWIUX: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

PULS vs. VWIUX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Ultra Short Bond ETF (PULS) and Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX). 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 12.11, compared to the broader market0.002.004.0012.110.51
The chart of Sortino ratio for PULS, currently valued at 29.02, compared to the broader market-2.000.002.004.006.008.0010.0029.020.72
The chart of Omega ratio for PULS, currently valued at 7.73, compared to the broader market0.501.001.502.002.503.007.731.10
The chart of Calmar ratio for PULS, currently valued at 60.92, compared to the broader market0.005.0010.0015.0060.920.42
The chart of Martin ratio for PULS, currently valued at 375.52, compared to the broader market0.0020.0040.0060.0080.00100.00375.521.76
PULS
VWIUX

The current PULS Sharpe Ratio is 12.11, which is higher than the VWIUX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of PULS and VWIUX, 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 Ratio0.002.004.006.008.0010.0012.00JulyAugustSeptemberOctoberNovemberDecember
12.11
0.51
PULS
VWIUX

Dividends

PULS vs. VWIUX - Dividend Comparison

PULS's dividend yield for the trailing twelve months is around 5.62%, more than VWIUX's 2.82% yield.


TTM20232022202120202019201820172016201520142013
PULS
PGIM Ultra Short Bond ETF
5.62%5.48%2.30%1.19%1.85%2.92%1.87%0.00%0.00%0.00%0.00%0.00%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
2.82%2.79%2.50%2.16%2.40%2.68%2.89%2.83%2.92%2.97%3.13%3.27%

Drawdowns

PULS vs. VWIUX - Drawdown Comparison

The maximum PULS drawdown since its inception was -5.85%, smaller than the maximum VWIUX drawdown of -11.49%. Use the drawdown chart below to compare losses from any high point for PULS and VWIUX. For additional features, visit the drawdowns tool.


-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-1.91%
PULS
VWIUX

Volatility

PULS vs. VWIUX - Volatility Comparison

The current volatility for PGIM Ultra Short Bond ETF (PULS) is 0.12%, while Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) has a volatility of 1.06%. This indicates that PULS experiences smaller price fluctuations and is considered to be less risky than VWIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%1.40%JulyAugustSeptemberOctoberNovemberDecember
0.12%
1.06%
PULS
VWIUX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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