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GXIG vs. PCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXIG vs. PCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Investment Grade Corporate Bond ETF (GXIG) 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, GXIG achieves a -0.60% return, which is significantly lower than PCL's -0.55% return.


GXIG

1D
-0.38%
1M
-1.22%
6M
-0.62%
YTD
-0.60%
1Y
3.57%
3Y*
5Y*
10Y*

PCL

1D
-0.65%
1M
-2.43%
6M
-1.08%
YTD
-0.55%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXIG vs. PCL - Yearly Performance Comparison


Correlation

The correlation between GXIG and PCL 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 (All Time)
Calculated using the full available price history since Aug 1, 2025

0.88

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Return for Risk

GXIG vs. PCL — Risk / Return Rank

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

GXIG
GXIG Risk / Return Rank: 2323
Overall Rank
GXIG Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
GXIG Sortino Ratio Rank: 2020
Sortino Ratio Rank
GXIG Omega Ratio Rank: 2121
Omega Ratio Rank
GXIG Calmar Ratio Rank: 2828
Calmar Ratio Rank
GXIG Martin Ratio Rank: 2626
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.

GXIG vs. PCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Investment Grade Corporate Bond ETF (GXIG) 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.


GXIGPCLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

1.13

Martin ratioReturn relative to average drawdown

2.70

GXIG vs. PCL - Sharpe Ratio Comparison


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Drawdowns

GXIG vs. PCL - Drawdown Comparison

The maximum GXIG drawdown since its inception was -3.18%, smaller than the maximum PCL drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for GXIG and PCL.


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Drawdown Indicators


GXIGPCLDifference

Max Drawdown

Largest peak-to-trough decline

-3.18%

-5.14%

+1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.18%

Current Drawdown

Current decline from peak

-2.37%

-3.48%

+1.11%

Average Drawdown

Average peak-to-trough decline

-1.08%

-1.71%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

Volatility

GXIG vs. PCL - Volatility Comparison


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Volatility by Period


GXIGPCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

Volatility (6M)

Calculated over the trailing 6-month period

3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

5.74%

7.85%

-2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.71%

7.85%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

7.85%

-2.14%

GXIG vs. PCL - Expense Ratio Comparison

GXIG has a 0.14% expense ratio, which is lower than PCL's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GXIG vs. PCL - Dividend Comparison

GXIG's dividend yield for the trailing twelve months is around 6.40%, more than PCL's 5.90% yield.


Frequently Asked Questions


GXIG and PCL 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, GXIG is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GXIG is cheaper with a 0.14% expense ratio, compared with 0.25% for PCL.

GXIG has the higher dividend yield at 6.40%, compared with 5.90% for PCL.

They also come from different issuers: Global X and PGIM. Their fees differ too: 0.14% for GXIG and 0.25% for PCL.

Portfolio Optimizer

Find the right allocation for GXIG and PCL

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