See what your fund actually adds

PGIM Floating Rate Income ETF PFRL

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

PFRL compared with its replication portfolio
MeasurePFRLReplication
Annualized growth7.8%6.8%
Annualized volatility2.7%2.8%
Sharpe ratio2.752.35
Maximum drawdown3.1%3.8%
Replication fit (R²)0.80 · Tracking error 1.2%

Replication portfolio

The published portfolio below is the investable basket used to model PFRL’s historical return behavior.

PFRL replication basket weights
TickerBuilding blockWeight
BKLNFI · Senior Bank Loans89.0%
WTMFAlternatives · Mgt Futures4.7%
MUBFI · Municipal4.1%
SCHPFI · TIPS2.2%