BLTD vs. PCL
BLTD (Bluemonte Long Term Bond ETF) and PCL (PGIM Corporate Bond 10+ Year ETF) are both exchange-traded funds - BLTD is a Long-Term Bond fund actively managed by Bluemonte, while PCL is a Corporate Bonds fund actively managed by PGIM. Both are actively managed. Over the past year, BLTD returned -0.23% vs 0.35% for PCL. Their 0.97 correlation means they have historically moved very closely together. BLTD charges 0.23%/yr vs 0.25%/yr for PCL.
Performance
BLTD vs. PCL - Performance Comparison
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Returns By Period
In the year-to-date period, BLTD achieves a -2.29% return, which is significantly lower than PCL's -2.10% return.
BLTD
- 1D
- -0.41%
- 1M
- -3.04%
- 6M
- -2.55%
- YTD
- -2.29%
- 1Y
- -0.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 1.25%
PCL
- 1D
- -0.42%
- 1M
- -3.88%
- 6M
- -2.70%
- YTD
- -2.10%
- 1Y
- 0.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $336.09K | $325.12K | $448.15K | |
| $982.81K | $474.09K | $648.14K |
BLTD vs. PCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BLTD Bluemonte Long Term Bond ETF | -2.29% | 3.21% |
PCL PGIM Corporate Bond 10+ Year ETF | -2.10% | 2.51% |
Correlation
The correlation between BLTD and PCL is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 1, 2025 | 0.97 |
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Return for Risk
BLTD vs. PCL — Risk / Return Rank
BLTD
PCL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BLTD vs. PCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bluemonte Long Term Bond ETF (BLTD) and PGIM Corporate Bond 10+ Year ETF (PCL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BLTD | PCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.03 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | — | — |
| Martin ratioReturn relative to average drawdown | 0.39 | — | — |
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Drawdowns
BLTD vs. PCL - Drawdown Comparison
The maximum BLTD drawdown since its inception was -4.97%, roughly equal to the maximum PCL drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for BLTD and PCL.
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Drawdown Indicators
| BLTD | PCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.97% | -5.14% | +0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -4.97% | -5.14% | +0.17% |
Current DrawdownCurrent decline from peak | -4.97% | -4.98% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -1.83% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | — | — |
Volatility
BLTD vs. PCL - Volatility Comparison
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Volatility by Period
| BLTD | PCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.75% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 5.21% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.74% | 7.82% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.82% | 7.82% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.82% | 7.82% | -1.00% |
BLTD vs. PCL - Expense Ratio Comparison
BLTD has a 0.23% expense ratio, which is lower than PCL's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BLTD vs. PCL - Dividend Comparison
BLTD's dividend yield for the trailing twelve months is around 4.51%, less than PCL's 6.51% yield.
| Position | TTM | 2025 |
|---|---|---|
BLTD Bluemonte Long Term Bond ETF | 4.51% | 2.48% |
PCL PGIM Corporate Bond 10+ Year ETF | 6.51% | 2.52% |
Frequently Asked Questions
With a correlation of 0.97, BLTD and PCL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On 1-year performance, PCL leads with 0.35% vs -0.23% for BLTD. On fees, BLTD is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, PCL has performed better with a 0.35% return vs -0.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BLTD is cheaper with a 0.23% expense ratio, compared with 0.25% for PCL.
PCL has the higher dividend yield at 6.51%, compared with 4.51% for BLTD.
BLTD is categorized as Long-Term Bond, while PCL is Corporate Bonds. They also come from different issuers: Bluemonte and PGIM. Their fees differ too: 0.23% for BLTD and 0.25% for PCL.
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