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GBF vs. PCRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period


GBF

1D
-0.05%
1M
-0.51%
6M
-0.32%
YTD
0.12%
1Y
3.58%
3Y*
3.50%
5Y*
-0.55%
10Y*
1.32%

PCRB

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

GBF vs. PCRB - Yearly Performance Comparison


2026 (YTD)202520242023
GBF
iShares Government/Credit Bond ETF
0.12%6.41%0.99%1.98%
PCRB
Putnam ESG Core Bond ETF -
-0.48%7.21%1.91%2.40%

Correlation

The correlation between GBF and PCRB is 0.88, 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

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2023

0.94

The correlation between GBF and PCRB has been stable across timeframes, ranging from 0.88 to 0.94 - a consistent structural relationship.

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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: 3131
Overall Rank
GBF Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GBF Sortino Ratio Rank: 3232
Sortino Ratio Rank
GBF Omega Ratio Rank: 2929
Omega Ratio Rank
GBF Calmar Ratio Rank: 3232
Calmar Ratio Rank
GBF Martin Ratio Rank: 3131
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.

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.

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.


GBFPCRBDifference
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

1.32

Martin ratioReturn relative to average drawdown

3.49

GBF vs. PCRB - Sharpe Ratio Comparison


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Drawdowns

GBF vs. PCRB - Drawdown Comparison


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Drawdown Indicators


GBFPCRBDifference

Max Drawdown

Largest peak-to-trough decline

-19.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-5.78%

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

-4.93%

Average Drawdown

Average peak-to-trough decline

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.03%

Volatility

GBF vs. PCRB - Volatility Comparison


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Volatility by Period


GBFPCRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.27%

GBF vs. PCRB - Expense Ratio Comparison

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


Dividends

GBF vs. PCRB - Dividend Comparison

GBF's dividend yield for the trailing twelve months is around 3.79%, while PCRB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GBF
iShares Government/Credit Bond ETF
3.79%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%

Frequently Asked Questions


GBF and PCRB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GBF is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBF is cheaper with a 0.20% expense ratio, compared with 0.35% for PCRB.

PCRB has the higher dividend yield at 9.42%, compared with 3.79% for GBF.

They also come from different issuers: iShares and Putnam. Their fees differ too: 0.20% for GBF and 0.35% for PCRB.

Portfolio Optimizer

Find the right allocation for GBF and PCRB

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