See what your fund actually adds
PGIM Portfolio Ballast ETF PBL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | PBL | Replication |
|---|---|---|
| Annualized growth | 13.6% | 15.3% |
| Annualized volatility | 9.1% | 9.1% |
| Sharpe ratio | 1.45 | 1.60 |
| Maximum drawdown | 10.2% | 9.9% |
| Replication fit (R²) | 0.94 · Tracking error 2.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model PBL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 40.1% |
| VCIT | FI · IG Credit | 32.9% |
| VUG | Style · Growth | 10.9% |
| WTMF | Alternatives · Mgt Futures | 9.8% |
| ICVT | FI · Convertibles | 6.3% |