FIIG vs. PCL
FIIG (First Trust Intermediate Duration Investment Grade Corporate ETF) and PCL (PGIM Corporate Bond 10+ Year ETF) are both Corporate Bonds funds. Both are actively managed. Their correlation of 0.84 suggests significant overlap in exposure. FIIG charges 0.65%/yr vs 0.25%/yr for PCL.
Performance
FIIG vs. PCL - Performance Comparison
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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*
- —
FIIG vs. PCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FIIG First Trust Intermediate Duration Investment Grade Corporate ETF | -0.30% | 3.76% |
PCL PGIM Corporate Bond 10+ Year ETF | 2.06% | 2.51% |
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
FIIG
PCL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| FIIG | PCL | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| FIIG | PCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.50% | -5.14% | -0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.15% | — | — |
Current DrawdownCurrent decline from peak | -1.25% | -0.91% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -1.39% | -1.73% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | — | — |
Volatility
FIIG vs. PCL - Volatility Comparison
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Volatility by Period
| FIIG | PCL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
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.
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