BSCX vs. PCL
BSCX (Invesco BulletShares 2033 Corporate Bond ETF) and PCL (PGIM Corporate Bond 10+ Year ETF) are both Corporate Bonds funds. BSCX is passively managed, while PCL is actively managed. Their correlation of 0.92 suggests significant overlap in exposure. BSCX charges 0.10%/yr vs 0.25%/yr for PCL.
Performance
BSCX vs. PCL - Performance Comparison
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Returns By Period
In the year-to-date period, BSCX achieves a 0.69% return, which is significantly lower than PCL's 2.77% return.
BSCX
- 1D
- 0.19%
- 1M
- 0.57%
- YTD
- 0.69%
- 6M
- 0.60%
- 1Y
- 5.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PCL
- 1D
- 0.03%
- 1M
- 1.83%
- YTD
- 2.77%
- 6M
- 2.02%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BSCX vs. PCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BSCX Invesco BulletShares 2033 Corporate Bond ETF | 0.69% | 3.64% |
PCL PGIM Corporate Bond 10+ Year ETF | 2.77% | 2.51% |
Correlation
The correlation between BSCX and PCL is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 1, 2025 | 0.92 |
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Return for Risk
BSCX vs. PCL — Risk / Return Rank
BSCX
PCL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BSCX vs. PCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2033 Corporate Bond ETF (BSCX) 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.
| BSCX | PCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.22 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.76 | — | — |
| Martin ratioReturn relative to average drawdown | 5.35 | — | — |
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Drawdowns
BSCX vs. PCL - Drawdown Comparison
The maximum BSCX drawdown since its inception was -5.13%, roughly equal to the maximum PCL drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for BSCX and PCL.
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Drawdown Indicators
| BSCX | PCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.13% | -5.14% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | — | — |
Current DrawdownCurrent decline from peak | -0.89% | -0.22% | -0.67% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -1.71% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | — | — |
Volatility
BSCX vs. PCL - Volatility Comparison
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Volatility by Period
| BSCX | PCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.14% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 3.05% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.07% | 7.83% | -3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.05% | 7.83% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.05% | 7.83% | -1.78% |
BSCX vs. PCL - Expense Ratio Comparison
BSCX has a 0.10% 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
BSCX vs. PCL - Dividend Comparison
BSCX's dividend yield for the trailing twelve months is around 4.87%, less than PCL's 5.24% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BSCX Invesco BulletShares 2033 Corporate Bond ETF | 4.87% | 4.82% | 5.00% | 1.08% |
PCL PGIM Corporate Bond 10+ Year ETF | 5.24% | 2.52% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, BSCX 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 fees, BSCX is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BSCX is cheaper with a 0.10% expense ratio, compared with 0.25% for PCL.
PCL has the higher dividend yield at 5.24%, compared with 4.87% for BSCX.
They also come from different issuers: Invesco and PGIM. Their fees differ too: 0.10% for BSCX and 0.25% for PCL.
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