PortfoliosLab logo
YLD vs. PHYL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YLD and PHYL is 0.40, 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.


Performance

YLD vs. PHYL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Active High Yield ETF (YLD) and PGIM Active High Yield Bond ETF (PHYL). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

YLD:

6.95%

PHYL:

1.70%

Max Drawdown

YLD:

-28.34%

PHYL:

-0.12%

Current Drawdown

YLD:

-1.85%

PHYL:

-0.03%

Returns By Period


YLD

YTD

0.25%

1M

2.25%

6M

-0.08%

1Y

5.96%

5Y*

7.78%

10Y*

N/A

PHYL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YLD vs. PHYL - Expense Ratio Comparison

YLD has a 0.39% expense ratio, which is lower than PHYL's 0.53% expense ratio.


Risk-Adjusted Performance

YLD vs. PHYL — Risk-Adjusted Performance Rank

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

YLD
The Risk-Adjusted Performance Rank of YLD is 8383
Overall Rank
The Sharpe Ratio Rank of YLD is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of YLD is 8181
Sortino Ratio Rank
The Omega Ratio Rank of YLD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of YLD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of YLD is 8787
Martin Ratio Rank

PHYL
The Risk-Adjusted Performance Rank of PHYL is 9393
Overall Rank
The Sharpe Ratio Rank of PHYL is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of PHYL is 9393
Sortino Ratio Rank
The Omega Ratio Rank of PHYL is 9494
Omega Ratio Rank
The Calmar Ratio Rank of PHYL is 9292
Calmar Ratio Rank
The Martin Ratio Rank of PHYL is 9393
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.

YLD vs. PHYL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Active High Yield ETF (YLD) and PGIM Active High Yield Bond ETF (PHYL). 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.



Loading data...

Dividends

YLD vs. PHYL - Dividend Comparison

YLD's dividend yield for the trailing twelve months is around 7.39%, less than PHYL's 8.08% yield.


TTM2024202320222021202020192018201720162015
YLD
Principal Active High Yield ETF
7.39%7.12%6.46%6.51%4.21%4.40%4.81%5.83%5.86%4.47%2.56%
PHYL
PGIM Active High Yield Bond ETF
8.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

YLD vs. PHYL - Drawdown Comparison

The maximum YLD drawdown since its inception was -28.34%, which is greater than PHYL's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for YLD and PHYL. For additional features, visit the drawdowns tool.


Loading data...

Volatility

YLD vs. PHYL - Volatility Comparison


Loading data...