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FTCB vs. PCRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FTCB vs. PCRB - Performance Comparison

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

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Returns By Period


FTCB

1D
-0.34%
1M
-0.66%
6M
-0.36%
YTD
-0.21%
1Y
4.49%
3Y*
5Y*
10Y*

PCRB

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

FTCB vs. PCRB - Yearly Performance Comparison


2026 (YTD)202520242023
FTCB
First Trust Core Investment Grade ETF
-0.21%8.12%2.57%5.69%
PCRB
Putnam ESG Core Bond ETF -
-0.48%7.21%1.91%6.13%

Correlation

The correlation between FTCB and PCRB is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2023

0.88

The correlation between FTCB and PCRB has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

FTCB vs. PCRB — Risk / Return Rank

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

FTCB
FTCB Risk / Return Rank: 3737
Overall Rank
FTCB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FTCB Sortino Ratio Rank: 3838
Sortino Ratio Rank
FTCB Omega Ratio Rank: 3636
Omega Ratio Rank
FTCB Calmar Ratio Rank: 3636
Calmar Ratio Rank
FTCB Martin Ratio Rank: 3535
Martin Ratio Rank

PCRB

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.

FTCB vs. PCRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Core Investment Grade ETF (FTCB) 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.

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.


FTCBPCRBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.48

Martin ratioReturn relative to average drawdown

4.21

FTCB vs. PCRB - Sharpe Ratio Comparison


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Drawdowns

FTCB vs. PCRB - Drawdown Comparison


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Drawdown Indicators


FTCBPCRBDifference

Max Drawdown

Largest peak-to-trough decline

-4.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

Current Drawdown

Current decline from peak

-2.09%

Average Drawdown

Average peak-to-trough decline

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

Volatility

FTCB vs. PCRB - Volatility Comparison


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Volatility by Period


FTCBPCRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

FTCB vs. PCRB - Expense Ratio Comparison

FTCB has a 0.55% expense ratio, which is higher than PCRB's 0.35% expense ratio.


Dividends

FTCB vs. PCRB - Dividend Comparison

FTCB's dividend yield for the trailing twelve months is around 5.39%, while PCRB has not paid dividends to shareholders.


PositionTTM202520242023
FTCB
First Trust Core Investment Grade ETF
5.39%4.99%5.19%0.35%
PCRB
Putnam ESG Core Bond ETF -
9.42%4.30%4.38%3.65%

Frequently Asked Questions


FTCB and PCRB have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PCRB is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PCRB is cheaper with a 0.35% expense ratio, compared with 0.55% for FTCB.

PCRB has the higher dividend yield at 9.42%, compared with 5.39% for FTCB.

They also come from different issuers: First Trust and Putnam. Their fees differ too: 0.55% for FTCB and 0.35% for PCRB.

Portfolio Optimizer

Find the right allocation for FTCB and PCRB

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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