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FEIG vs. PCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEIG vs. PCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) and PGIM Corporate Bond 10+ Year ETF (PCL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEIG achieves a 0.78% return, which is significantly lower than PCL's 2.29% return.


FEIG

1D
0.27%
1M
1.04%
YTD
0.78%
6M
0.95%
1Y
5.19%
3Y*
4.99%
5Y*
10Y*

PCL

1D
0.25%
1M
2.27%
YTD
2.29%
6M
2.37%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEIG vs. PCL - Yearly Performance Comparison


Correlation

The correlation between FEIG and PCL is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 1, 2025

0.95

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Return for Risk

FEIG vs. PCL — Risk / Return Rank

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

FEIG
FEIG Risk / Return Rank: 3636
Overall Rank
FEIG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FEIG Sortino Ratio Rank: 3535
Sortino Ratio Rank
FEIG Omega Ratio Rank: 3232
Omega Ratio Rank
FEIG Calmar Ratio Rank: 3939
Calmar Ratio Rank
FEIG Martin Ratio Rank: 3838
Martin Ratio Rank

PCL

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

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.

FEIG vs. PCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Investment Grade Corporate Core Index Fund (FEIG) 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.


FEIGPCLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.88

Martin ratioReturn relative to average drawdown

5.61

FEIG vs. PCL - Sharpe Ratio Comparison


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Drawdowns

FEIG vs. PCL - Drawdown Comparison

The maximum FEIG drawdown since its inception was -22.26%, which is greater than PCL's maximum drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for FEIG and PCL.


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Drawdown Indicators


FEIGPCLDifference

Max Drawdown

Largest peak-to-trough decline

-22.26%

-5.14%

-17.12%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-6.67%

Current Drawdown

Current decline from peak

-1.26%

-0.68%

-0.58%

Average Drawdown

Average peak-to-trough decline

-9.43%

-1.73%

-7.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

Volatility

FEIG vs. PCL - Volatility Comparison


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Volatility by Period


FEIGPCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

7.85%

-3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.37%

7.85%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.37%

7.85%

-0.48%

FEIG vs. PCL - Expense Ratio Comparison

FEIG has a 0.12% 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

FEIG vs. PCL - Dividend Comparison

FEIG's dividend yield for the trailing twelve months is around 4.74%, less than PCL's 5.26% yield.


PositionTTM20252024202320222021
FEIG
FlexShares ESG & Climate Investment Grade Corporate Core Index Fund
4.74%4.84%4.65%4.21%2.99%0.55%
PCL
PGIM Corporate Bond 10+ Year ETF
5.26%2.52%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, FEIG 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, FEIG is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEIG is cheaper with a 0.12% expense ratio, compared with 0.25% for PCL.

PCL has the higher dividend yield at 5.26%, compared with 4.74% for FEIG.

They also come from different issuers: FlexShares and PGIM. Their fees differ too: 0.12% for FEIG and 0.25% for PCL.

Portfolio Optimizer

Find the right allocation for FEIG and PCL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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