RSDE vs. PMAU

Last updated Aug 1, 2026

RSDE (FT Vest U.S. Equity Equal Weight Buffer ETF - December) and PMAU (PGIM S&P 500 Max Buffer ETF - August) are both Defined Outcome funds. RSDE is passively managed, while PMAU is actively managed. Over the past year, RSDE returned 14.17% vs 7.00% for PMAU. Their 0.70 correlation means they have sometimes moved together and sometimes differently. RSDE charges 0.85%/yr vs 0.50%/yr for PMAU.

Performance

RSDE vs. PMAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) and PGIM S&P 500 Max Buffer ETF - August (PMAU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSDE achieves a 8.72% return, which is significantly higher than PMAU's 3.90% return.

RSDE

• 1D: 0.11%
• 1M: 0.68%
• 6M: 6.69%
• YTD: 8.72%
• 1Y: 14.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.38%

PMAU

• 1D: 0.09%
• 1M: 0.49%
• 6M: 3.48%
• YTD: 3.90%
• 1Y: 7.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PMAU PGIM S&P 500 Max Buffer ETF - August	$48.78K	$23.35K	$8.53K
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	$172.74K	$1.93M	$1.10M

RSDE vs. PMAU - Yearly Performance Comparison

	2026 (YTD)	2025
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December	8.72%	4.22%
PMAU PGIM S&P 500 Max Buffer ETF - August	3.90%	2.94%

Correlation

The correlation between RSDE and PMAU is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 1, 2025	0.70

Return for Risk

RSDE vs. PMAU — Risk / Return Rank

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

RSDE

RSDE Risk / Return Rank: 77
RSDE Sharpe Ratio Rank: 75
RSDE Sortino Ratio Rank: 78
RSDE Omega Ratio Rank: 75
RSDE Calmar Ratio Rank: 77
RSDE Martin Ratio Rank: 79

PMAU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

RSDE vs. PMAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) and PGIM S&P 500 Max Buffer ETF - August (PMAU). 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.

	RSDE	PMAU	Difference
Sharpe ratio: Return per unit of total volatility	1.73	—	—
Sortino ratio: Return per unit of downside risk	2.52	—	—
Omega ratio: Gain probability vs. loss probability	1.32	—	—
Calmar ratio: Return relative to maximum drawdown	2.77	—	—
Martin ratio: Return relative to average drawdown	10.33	—	—

Drawdowns

RSDE vs. PMAU - Drawdown Comparison

The maximum RSDE drawdown since its inception was -10.77%, which is greater than PMAU's maximum drawdown of -1.79%. Use the drawdown chart below to compare losses from any high point for RSDE and PMAU.

Drawdown Indicators

	RSDE	PMAU	Difference
Max Drawdown Largest peak-to-trough decline	-10.77%	-1.79%	-8.98%
Max Drawdown (1Y) Largest decline over 1 year	-4.83%	-1.79%	-3.04%
Current Drawdown Current decline from peak	-0.26%	0.00%	-0.26%
Average Drawdown Average peak-to-trough decline	-1.18%	-0.15%	-1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.29%	—	—

Volatility

Volatility by Period

	RSDE	PMAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.25%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.85%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	7.77%	2.35%	+5.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.60%	2.35%	+8.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.60%	2.35%	+8.25%

RSDE vs. PMAU - Expense Ratio Comparison

RSDE has a 0.85% expense ratio, which is higher than PMAU's 0.50% expense ratio.

Dividends

RSDE vs. PMAU - Dividend Comparison

Neither RSDE nor PMAU has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both RSDE and PMAU in my portfolio?

RSDE and PMAU have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RSDE or PMAU?

On 1-year performance, RSDE leads with 14.17% vs 7.00% for PMAU. On fees, PMAU is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSDE or PMAU?

Over the 1-year period, RSDE has performed better with a 14.17% return vs 7.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSDE or PMAU?

PMAU is cheaper with a 0.50% expense ratio, compared with 0.85% for RSDE.

Which ETF pays a higher dividend yield, RSDE or PMAU?

RSDE and PMAU have nearly identical dividend yields, around 0.00%.

What is the main difference between RSDE and PMAU?

They also come from different issuers: FT Vest and PGIM. Their fees differ too: 0.85% for RSDE and 0.50% for PMAU.