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XHYT vs. PFRL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XHYT and PFRL is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

XHYT vs. PFRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Telecom Media Technology Sector ETF (XHYT) and PGIM Floating Rate Income ETF (PFRL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XHYT:

1.83

PFRL:

0.66

Sortino Ratio

XHYT:

2.72

PFRL:

0.83

Omega Ratio

XHYT:

1.40

PFRL:

1.37

Calmar Ratio

XHYT:

2.74

PFRL:

0.66

Martin Ratio

XHYT:

13.44

PFRL:

5.37

Ulcer Index

XHYT:

0.89%

PFRL:

1.09%

Daily Std Dev

XHYT:

6.65%

PFRL:

8.57%

Max Drawdown

XHYT:

-13.49%

PFRL:

-8.83%

Current Drawdown

XHYT:

0.00%

PFRL:

-1.16%

Returns By Period

In the year-to-date period, XHYT achieves a 2.03% return, which is significantly higher than PFRL's 0.21% return.


XHYT

YTD

2.03%

1M

3.67%

6M

1.62%

1Y

12.35%

5Y*

N/A

10Y*

N/A

PFRL

YTD

0.21%

1M

3.16%

6M

1.21%

1Y

5.68%

5Y*

N/A

10Y*

N/A

*Annualized

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XHYT vs. PFRL - Expense Ratio Comparison

XHYT has a 0.35% expense ratio, which is lower than PFRL's 0.72% expense ratio.


Risk-Adjusted Performance

XHYT vs. PFRL — Risk-Adjusted Performance Rank

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

XHYT
The Risk-Adjusted Performance Rank of XHYT is 9595
Overall Rank
The Sharpe Ratio Rank of XHYT is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of XHYT is 9494
Sortino Ratio Rank
The Omega Ratio Rank of XHYT is 9595
Omega Ratio Rank
The Calmar Ratio Rank of XHYT is 9595
Calmar Ratio Rank
The Martin Ratio Rank of XHYT is 9696
Martin Ratio Rank

PFRL
The Risk-Adjusted Performance Rank of PFRL is 7676
Overall Rank
The Sharpe Ratio Rank of PFRL is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of PFRL is 5858
Sortino Ratio Rank
The Omega Ratio Rank of PFRL is 9494
Omega Ratio Rank
The Calmar Ratio Rank of PFRL is 7373
Calmar Ratio Rank
The Martin Ratio Rank of PFRL is 8686
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.

XHYT vs. PFRL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Telecom Media Technology Sector ETF (XHYT) and PGIM Floating Rate Income ETF (PFRL). 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 current XHYT Sharpe Ratio is 1.83, which is higher than the PFRL Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of XHYT and PFRL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

XHYT vs. PFRL - Dividend Comparison

XHYT's dividend yield for the trailing twelve months is around 7.88%, less than PFRL's 8.40% yield.


TTM202420232022
XHYT
BondBloxx US High Yield Telecom Media Technology Sector ETF
7.88%8.04%7.54%5.72%
PFRL
PGIM Floating Rate Income ETF
8.40%8.96%9.84%3.55%

Drawdowns

XHYT vs. PFRL - Drawdown Comparison

The maximum XHYT drawdown since its inception was -13.49%, which is greater than PFRL's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for XHYT and PFRL. For additional features, visit the drawdowns tool.


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Volatility

XHYT vs. PFRL - Volatility Comparison

BondBloxx US High Yield Telecom Media Technology Sector ETF (XHYT) has a higher volatility of 2.91% compared to PGIM Floating Rate Income ETF (PFRL) at 0.81%. This indicates that XHYT's price experiences larger fluctuations and is considered to be riskier than PFRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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