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VT vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VT vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and PGIM Jennison Better Future ETF (PJBF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VT

1D
-0.74%
1M
-0.82%
6M
8.37%
YTD
11.34%
1Y
22.85%
3Y*
18.61%
5Y*
10.87%
10Y*
12.39%

PJBF

1D
0.00%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. PJBF - Yearly Performance Comparison


VT vs. PJBF - Sectors Allocation Comparison


Sectors
VT
PJBF

Technology

31.1%
40.0%

Financial Services

15.2%
2.5%

Industrials

11.4%
16.5%

Consumer Cyclical

9.3%
13.8%

Communication Services

8.0%
11.5%

Healthcare

7.9%
11.5%

Consumer Defensive

4.5%
2.3%

Basic Materials

4.1%

-

Energy

3.8%

-

Utilities

2.4%
2.0%

Real Estate

2.3%

-

Technology

VT
31.1%
PJBF
40.0%

Financial Services

VT
15.2%
PJBF
2.5%

Industrials

VT
11.4%
PJBF
16.5%

Consumer Cyclical

VT
9.3%
PJBF
13.8%

Communication Services

VT
8.0%
PJBF
11.5%

Healthcare

VT
7.9%
PJBF
11.5%

Consumer Defensive

VT
4.5%
PJBF
2.3%

Basic Materials

VT
4.1%
PJBF

-

Energy

VT
3.8%
PJBF

-

Utilities

VT
2.4%
PJBF
2.0%

Real Estate

VT
2.3%
PJBF

-

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Return for Risk

VT vs. PJBF — Risk / Return Rank

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

VT
VT Risk / Return Rank: 6363
Overall Rank
VT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6262
Sortino Ratio Rank
VT Omega Ratio Rank: 6262
Omega Ratio Rank
VT Calmar Ratio Rank: 5959
Calmar Ratio Rank
VT Martin Ratio Rank: 7070
Martin Ratio Rank

PJBF

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

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VT vs. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and PGIM Jennison Better Future ETF (PJBF). 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.


VTPJBFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.37

Martin ratioReturn relative to average drawdown

10.09

VT vs. PJBF - Sharpe Ratio Comparison


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Drawdowns

VT vs. PJBF - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VT and PJBF.


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Drawdown Indicators


VTPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

0.00%

-50.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

Current Drawdown

Current decline from peak

-1.67%

0.00%

-1.67%

Average Drawdown

Average peak-to-trough decline

-6.98%

0.00%

-6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

Volatility

VT vs. PJBF - Volatility Comparison


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Volatility by Period


VTPJBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.67%

0.00%

+13.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

0.00%

+16.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

0.00%

+17.16%

VT vs. PJBF - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than PJBF's 0.59% expense ratio.


Dividends

VT vs. PJBF - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.59%, while PJBF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
PJBF
PGIM Jennison Better Future ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.59%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VT is cheaper with a 0.06% expense ratio, compared with 0.59% for PJBF.

VT has the higher dividend yield at 1.59%, compared with 0.00% for PJBF.

They also come from different issuers: Vanguard and PGIM. Their fees differ too: 0.06% for VT and 0.59% for PJBF.

Portfolio Optimizer

Find the right allocation for VT and PJBF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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