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FIIG vs. PCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FIIG vs. PCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) 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, FIIG achieves a -0.30% return, which is significantly lower than PCL's 2.06% return.


FIIG

1D
-0.10%
1M
0.78%
YTD
-0.30%
6M
0.05%
1Y
4.29%
3Y*
5Y*
10Y*

PCL

1D
0.18%
1M
1.57%
YTD
2.06%
6M
1.90%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIIG vs. PCL - Yearly Performance Comparison


Correlation

The correlation between FIIG and PCL is 0.84, 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

0.84

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Return for Risk

FIIG vs. PCL — Risk / Return Rank

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

FIIG
FIIG Risk / Return Rank: 2828
Overall Rank
FIIG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FIIG Sortino Ratio Rank: 2626
Sortino Ratio Rank
FIIG Omega Ratio Rank: 2525
Omega Ratio Rank
FIIG Calmar Ratio Rank: 2929
Calmar Ratio Rank
FIIG Martin Ratio Rank: 3131
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.

FIIG vs. PCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Intermediate Duration Investment Grade Corporate ETF (FIIG) 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.


FIIGPCLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.37

Martin ratioReturn relative to average drawdown

4.19

FIIG vs. PCL - Sharpe Ratio Comparison


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Drawdowns

FIIG vs. PCL - Drawdown Comparison

The maximum FIIG drawdown since its inception was -5.50%, which is greater than PCL's maximum drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for FIIG and PCL.


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Drawdown Indicators


FIIGPCLDifference

Max Drawdown

Largest peak-to-trough decline

-5.50%

-5.14%

-0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-3.15%

Current Drawdown

Current decline from peak

-1.25%

-0.91%

-0.34%

Average Drawdown

Average peak-to-trough decline

-1.39%

-1.73%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

Volatility

FIIG vs. PCL - Volatility Comparison


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Volatility by Period


FIIGPCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.62%

7.83%

-3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.89%

7.83%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

7.83%

-1.94%

FIIG vs. PCL - Expense Ratio Comparison

FIIG has a 0.65% expense ratio, which is higher than PCL's 0.25% expense ratio.


Dividends

FIIG vs. PCL - Dividend Comparison

FIIG's dividend yield for the trailing twelve months is around 4.95%, less than PCL's 5.27% yield.


PositionTTM202520242023
FIIG
First Trust Intermediate Duration Investment Grade Corporate ETF
4.95%4.76%4.45%1.72%
PCL
PGIM Corporate Bond 10+ Year ETF
5.27%2.52%0.00%0.00%

Frequently Asked Questions


FIIG and PCL have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PCL is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PCL is cheaper with a 0.25% expense ratio, compared with 0.65% for FIIG.

PCL has the higher dividend yield at 5.27%, compared with 4.95% for FIIG.

They also come from different issuers: First Trust and PGIM. Their fees differ too: 0.65% for FIIG and 0.25% for PCL.

Portfolio Optimizer

Find the right allocation for FIIG 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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