PSH vs MPV

Comparison between PGIM SHORT DURATION HIGH YIELD ETF (PSH, ETF) and Barings Participation Investors (MPV, ETF).

PSH vs MPV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PSH(ETF)	MPV(ETF)
Net Assets	$161M	$161M
Expense Ratio	0.45%	N/A
Max Drawdown	4.75%	58.06%
Sharpe Ratio	0.76	0.10
5Y Beta	0.14	0.17
5Y Dividends CAGR	N/A	18.25%

Net Assets

Winner

PSH

$161M

MPV

$161M

Expense Ratio

PSH

0.45%

MPV

N/A

Max Drawdown

Winner

PSH

4.75%

MPV

58.06%

Sharpe Ratio

Winner

PSH

0.76

MPV

0.10

5Y Beta

Winner

PSH

0.14

MPV

0.17

5Y Dividends CAGR

PSH

N/A

MPV

18.25%

PSH vs MPV - Historical Returns

Returns include dividend reinvestment.

Period	PSH	MPV
1 month	+0.54%	+4.82%
3 months	+2.30%	-5.25%
6 months	+2.64%	-8.05%
1 year	+6.26%	-1.27%
5 years(CAGR)	N/A	+13.90%
10 years(CAGR)	N/A	+9.85%
Max(CAGR)	+7.22%	+10.48%

PSH

+0.54%

Winner

MPV

+4.82%

Winner

PSH

+2.30%

MPV

-5.25%

Winner

PSH

+2.64%

MPV

-8.05%

Winner

PSH

+6.26%

MPV

-1.27%

5Y(CAGR)

PSH

N/A

MPV

+13.90%

10Y(CAGR)

PSH

N/A

MPV

+9.85%

Max(CAGR)

PSH

+7.22%

Winner

MPV

+10.48%

PSH vs MPV - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	PSH	MPV
2026	+2.16%	+6.97%
2025	+7.23%	+0.65%
2024	+8.51%	+23.57%
2023	+0.38%	+38.90%
2022	N/A	-8.74%
2021	N/A	+32.50%
2020	N/A	-20.48%
2019	N/A	+13.29%
2018	N/A	+12.79%
2017	N/A	+7.17%
2016	N/A	+12.36%
2015	N/A	+12.35%
2014	N/A	+11.33%
2013	N/A	-2.17%
2012	N/A	-3.05%
2011	N/A	+22.51%
2010	N/A	+24.55%
2009	N/A	+42.89%
2008	N/A	-22.37%
2007	N/A	-4.22%
2006	N/A	+17.46%
2005	N/A	+13.65%
2004	N/A	+24.17%
2003	N/A	+37.18%
2002	N/A	+10.96%
2001	N/A	-8.20%
2000	N/A	+20.22%
1999	N/A	+1.28%

PSH vs MPV Drawdown Comparison

The maximum drawdown for PSH was -3.06%, occurring on Apr 8, 2025. Recovery took 43 trading sessions.

The maximum drawdown for MPV was -54.02%, occurring on Mar 23, 2020. Recovery took 896 trading sessions.

The current MPV drawdown is -10.32%.

Rank	PSH	MPV
#1	-3.06% Mar 3, 2025 - May 2, 2025	-54.02% Feb 7, 2020 - Aug 30, 2023
#2	-1.42% Sep 18, 2025 - Dec 24, 2025	-49.97% Mar 9, 2007 - May 13, 2010
#3	-1.34% Feb 23, 2026 - Apr 1, 2026	-21.77% Aug 28, 2001 - May 16, 2003
#4	-1.12% Dec 27, 2023 - Jan 25, 2024	-21.21% Nov 19, 1999 - Aug 21, 2000
#5	-0.89% Jul 31, 2024 - Aug 13, 2024	-19.70% Nov 26, 2025 - Dec 31, 2025
#6	-0.79% Mar 27, 2024 - Apr 29, 2024	-16.94% Aug 18, 2005 - Feb 16, 2006
#7	-0.74% Dec 11, 2024 - Jan 3, 2025	-16.94% Sep 20, 2012 - Aug 15, 2014
#8	-0.69% May 6, 2026 - Jun 11, 2026	-15.21% Feb 9, 2005 - May 27, 2005
#9	-0.55% May 21, 2024 - Jun 3, 2024	-13.78% Feb 20, 2025 - May 27, 2025
#10	-0.51% Feb 9, 2024 - Feb 23, 2024	-13.28% Jan 20, 2012 - Sep 19, 2012
#11	-0.49% Jul 3, 2025 - Jul 23, 2025	-12.19% Sep 12, 2016 - Sep 26, 2017
#12	-0.44% May 16, 2025 - May 27, 2025	-12.14% Aug 1, 2011 - Oct 14, 2011
#13	-0.43% Sep 30, 2024 - Nov 6, 2024	-10.76% Mar 9, 2011 - Jul 8, 2011
#14	-0.43% Nov 8, 2024 - Nov 29, 2024	-10.70% Jan 16, 2015 - May 18, 2015
#15	-0.41% Sep 3, 2025 - Sep 15, 2025	-10.32% Jul 10, 2024 - Sep 16, 2024

Correlation

Correlation between PSH and MPV is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (2000 - 2026)

PSH vs MPV dividend yield comparison.

Year	PSH	MPV
2026	2.88%	2.13%
2025	6.62%	9.31%
2024	8.35%	9.19%
2023	0.00%	8.27%
2022	0.00%	6.98%
2021	0.00%	5.41%
2020	0.00%	6.73%
2019	0.00%	6.70%
2018	0.00%	7.18%
2017	0.00%	7.66%
2016	0.00%	7.61%
2015	0.00%	7.86%
2014	0.00%	8.16%
2013	0.00%	8.39%
2012	0.00%	7.76%
2011	0.00%	7.76%
2010	0.00%	7.20%
2009	0.00%	8.20%
2008	0.00%	11.05%
2007	0.00%	9.48%
2006	0.00%	8.10%
2005	0.00%	7.19%
2004	0.00%	8.26%
2003	0.00%	8.24%
2002	0.00%	9.15%
2001	0.00%	10.55%
2000	0.00%	9.41%