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

Correlation

The correlation between PULS and VWIUX is 0.08, 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.


-0.50.00.51.0
Correlation: 0.1

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.

14.00%16.00%18.00%20.00%22.00%24.00%NovemberDecember2025FebruaryMarchApril
24.19%
15.74%
PULS
VWIUX

Key characteristics

Sharpe Ratio

PULS:

9.89

VWIUX:

0.35

Sortino Ratio

PULS:

19.56

VWIUX:

0.49

Omega Ratio

PULS:

5.40

VWIUX:

1.08

Calmar Ratio

PULS:

15.93

VWIUX:

0.36

Martin Ratio

PULS:

109.76

VWIUX:

1.33

Ulcer Index

PULS:

0.05%

VWIUX:

1.15%

Daily Std Dev

PULS:

0.55%

VWIUX:

4.31%

Max Drawdown

PULS:

-5.85%

VWIUX:

-11.49%

Current Drawdown

PULS:

0.00%

VWIUX:

-2.66%

Returns By Period

In the year-to-date period, PULS achieves a 1.36% return, which is significantly higher than VWIUX's -1.20% return.


PULS

YTD

1.36%

1M

0.32%

6M

2.35%

1Y

5.44%

5Y*

3.65%

10Y*

N/A

VWIUX

YTD

-1.20%

1M

-0.78%

6M

-0.70%

1Y

1.90%

5Y*

1.33%

10Y*

2.10%

*Annualized

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%.


Expense ratio chart for PULS: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PULS: 0.15%
Expense ratio chart for VWIUX: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWIUX: 0.09%

Risk-Adjusted Performance

PULS vs. VWIUX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PULS
The Risk-Adjusted Performance Rank of PULS is 9999
Overall Rank
The Sharpe Ratio Rank of PULS is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of PULS is 9999
Sortino Ratio Rank
The Omega Ratio Rank of PULS is 9999
Omega Ratio Rank
The Calmar Ratio Rank of PULS is 9999
Calmar Ratio Rank
The Martin Ratio Rank of PULS is 9999
Martin Ratio Rank

VWIUX
The Risk-Adjusted Performance Rank of VWIUX is 4444
Overall Rank
The Sharpe Ratio Rank of VWIUX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VWIUX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of VWIUX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VWIUX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VWIUX is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for PULS, currently valued at 9.89, compared to the broader market-1.000.001.002.003.004.00
PULS: 9.89
VWIUX: 0.35
The chart of Sortino ratio for PULS, currently valued at 19.56, compared to the broader market-2.000.002.004.006.008.00
PULS: 19.56
VWIUX: 0.49
The chart of Omega ratio for PULS, currently valued at 5.40, compared to the broader market0.501.001.502.002.50
PULS: 5.40
VWIUX: 1.08
The chart of Calmar ratio for PULS, currently valued at 15.93, compared to the broader market0.002.004.006.008.0010.0012.00
PULS: 15.93
VWIUX: 0.36
The chart of Martin ratio for PULS, currently valued at 109.76, compared to the broader market0.0020.0040.0060.00
PULS: 109.76
VWIUX: 1.33

The current PULS Sharpe Ratio is 9.89, which is higher than the VWIUX Sharpe Ratio of 0.35. 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 Ratio0.002.004.006.008.0010.0012.00NovemberDecember2025FebruaryMarchApril
9.89
0.35
PULS
VWIUX

Dividends

PULS vs. VWIUX - Dividend Comparison

PULS's dividend yield for the trailing twelve months is around 5.34%, more than VWIUX's 3.22% yield.


TTM20242023202220212020201920182017201620152014
PULS
PGIM Ultra Short Bond ETF
5.34%5.62%5.48%2.30%1.19%1.85%2.92%1.87%0.00%0.00%0.00%0.00%
VWIUX
Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares
3.22%3.10%2.79%2.50%2.16%2.40%2.68%2.89%2.83%2.92%2.97%3.13%

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.


-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril0
-2.66%
PULS
VWIUX

Volatility

PULS vs. VWIUX - Volatility Comparison

The current volatility for PGIM Ultra Short Bond ETF (PULS) is 0.31%, while Vanguard Intermediate-Term Tax-Exempt Fund Admiral Shares (VWIUX) has a volatility of 3.25%. 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%0.50%1.00%1.50%2.00%2.50%3.00%3.50%NovemberDecember2025FebruaryMarchApril
0.31%
3.25%
PULS
VWIUX