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CRUX vs. PCRB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRUX vs. PCRB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Core Bond ETF (CRUX) and Putnam ESG Core Bond ETF - (PCRB). The values are adjusted to include any dividend payments, if applicable.

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CRUX vs. PCRB - Yearly Performance Comparison


Returns By Period


CRUX

1D
0.01%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

PCRB

1D
-0.09%
1M
-1.33%
YTD
0.24%
6M
0.94%
1Y
4.30%
3Y*
3.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CRUX vs. PCRB - Expense Ratio Comparison

CRUX has a 0.32% expense ratio, which is lower than PCRB's 0.35% expense ratio.


Return for Risk

CRUX vs. PCRB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CRUX

PCRB
PCRB Risk / Return Rank: 5252
Overall Rank
PCRB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
PCRB Sortino Ratio Rank: 5252
Sortino Ratio Rank
PCRB Omega Ratio Rank: 4343
Omega Ratio Rank
PCRB Calmar Ratio Rank: 6565
Calmar Ratio Rank
PCRB Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRUX vs. PCRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Core Bond ETF (CRUX) and Putnam ESG Core Bond ETF - (PCRB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CRUX vs. PCRB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRUXPCRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.90

0.64

-1.54

Correlation

The correlation between CRUX and PCRB is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CRUX vs. PCRB - Dividend Comparison

CRUX's dividend yield for the trailing twelve months is around 0.17%, less than PCRB's 9.90% yield.


TTM202520242023
CRUX
Columbia Core Bond ETF
0.17%0.00%0.00%0.00%
PCRB
Putnam ESG Core Bond ETF -
9.90%4.30%4.38%3.65%

Drawdowns

CRUX vs. PCRB - Drawdown Comparison

The maximum CRUX drawdown since its inception was -1.30%, smaller than the maximum PCRB drawdown of -7.20%. Use the drawdown chart below to compare losses from any high point for CRUX and PCRB.


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Drawdown Indicators


CRUXPCRBDifference

Max Drawdown

Largest peak-to-trough decline

-1.30%

-7.20%

+5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

Current Drawdown

Current decline from peak

-0.38%

-1.63%

+1.25%

Average Drawdown

Average peak-to-trough decline

-0.70%

-1.64%

+0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

Volatility

CRUX vs. PCRB - Volatility Comparison


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Volatility by Period


CRUXPCRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

6.91%

4.27%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.91%

5.70%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.91%

5.70%

+1.21%