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GBF vs. PCRB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBF vs. PCRB - Performance Comparison

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

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GBF vs. PCRB - Yearly Performance Comparison


2026 (YTD)202520242023
GBF
iShares Government/Credit Bond ETF
0.09%6.41%0.99%2.49%
PCRB
Putnam ESG Core Bond ETF -
0.33%7.21%1.91%2.41%

Returns By Period

In the year-to-date period, GBF achieves a 0.09% return, which is significantly lower than PCRB's 0.33% return.


GBF

1D
0.22%
1M
-1.72%
YTD
0.09%
6M
0.70%
1Y
3.82%
3Y*
3.20%
5Y*
-0.03%
10Y*
1.58%

PCRB

1D
0.21%
1M
-1.54%
YTD
0.33%
6M
1.27%
1Y
4.65%
3Y*
3.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GBF vs. PCRB - Expense Ratio Comparison

GBF has a 0.20% expense ratio, which is lower than PCRB's 0.35% expense ratio.


Return for Risk

GBF vs. PCRB — Risk / Return Rank

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

GBF
GBF Risk / Return Rank: 5151
Overall Rank
GBF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GBF Sortino Ratio Rank: 4848
Sortino Ratio Rank
GBF Omega Ratio Rank: 4141
Omega Ratio Rank
GBF Calmar Ratio Rank: 6565
Calmar Ratio Rank
GBF Martin Ratio Rank: 4848
Martin Ratio Rank

PCRB
PCRB Risk / Return Rank: 6161
Overall Rank
PCRB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PCRB Sortino Ratio Rank: 6060
Sortino Ratio Rank
PCRB Omega Ratio Rank: 5050
Omega Ratio Rank
PCRB Calmar Ratio Rank: 7676
Calmar Ratio Rank
PCRB Martin Ratio Rank: 5858
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.

GBF vs. PCRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Government/Credit Bond ETF (GBF) 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.


GBFPCRBDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.09

-0.19

Sortino ratio

Return per unit of downside risk

1.29

1.58

-0.28

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

1.63

2.06

-0.43

Martin ratio

Return relative to average drawdown

4.61

5.79

-1.18

GBF vs. PCRB - Sharpe Ratio Comparison

The current GBF Sharpe Ratio is 0.91, which is comparable to the PCRB Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of GBF and PCRB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GBFPCRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.09

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.65

-0.07

Correlation

The correlation between GBF and PCRB is 0.95, 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

GBF vs. PCRB - Dividend Comparison

GBF's dividend yield for the trailing twelve months is around 3.74%, less than PCRB's 9.42% yield.


TTM20252024202320222021202020192018201720162015
GBF
iShares Government/Credit Bond ETF
3.74%3.81%3.94%3.03%2.13%1.22%1.64%2.64%2.59%2.31%2.09%2.04%
PCRB
Putnam ESG Core Bond ETF -
9.42%4.30%4.38%3.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GBF vs. PCRB - Drawdown Comparison

The maximum GBF drawdown since its inception was -19.67%, which is greater than PCRB's maximum drawdown of -7.20%. Use the drawdown chart below to compare losses from any high point for GBF and PCRB.


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Drawdown Indicators


GBFPCRBDifference

Max Drawdown

Largest peak-to-trough decline

-19.67%

-7.20%

-12.47%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.42%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.45%

Max Drawdown (10Y)

Largest decline over 10 years

-19.67%

Current Drawdown

Current decline from peak

-4.96%

-1.54%

-3.42%

Average Drawdown

Average peak-to-trough decline

-3.66%

-1.64%

-2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.86%

+0.02%

Volatility

GBF vs. PCRB - Volatility Comparison

iShares Government/Credit Bond ETF (GBF) has a higher volatility of 1.64% compared to Putnam ESG Core Bond ETF - (PCRB) at 1.56%. This indicates that GBF's price experiences larger fluctuations and is considered to be riskier than PCRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBFPCRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.56%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

2.49%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

4.28%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

5.71%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

5.71%

-0.43%