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LQD vs. PCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LQD vs. PCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) 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, LQD achieves a 1.27% return, which is significantly lower than PCL's 2.77% return.


LQD

1D
0.08%
1M
1.04%
YTD
1.27%
6M
0.85%
1Y
5.30%
3Y*
5.07%
5Y*
-0.09%
10Y*
2.49%

PCL

1D
0.03%
1M
1.83%
YTD
2.77%
6M
2.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LQD vs. PCL - Yearly Performance Comparison


Correlation

The correlation between LQD and PCL is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 1, 2025

0.97

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Return for Risk

LQD vs. PCL — Risk / Return Rank

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

LQD
LQD Risk / Return Rank: 3131
Overall Rank
LQD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LQD Sortino Ratio Rank: 3030
Sortino Ratio Rank
LQD Omega Ratio Rank: 2727
Omega Ratio Rank
LQD Calmar Ratio Rank: 3535
Calmar Ratio Rank
LQD Martin Ratio Rank: 3434
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.

LQD vs. PCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) 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.


LQDPCLDifference
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

1.59

Martin ratioReturn relative to average drawdown

4.44

LQD vs. PCL - Sharpe Ratio Comparison


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Drawdowns

LQD vs. PCL - Drawdown Comparison

The maximum LQD drawdown since its inception was -24.95%, which is greater than PCL's maximum drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for LQD and PCL.


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Drawdown Indicators


LQDPCLDifference

Max Drawdown

Largest peak-to-trough decline

-24.95%

-5.14%

-19.81%

Max Drawdown (1Y)

Largest decline over 1 year

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-8.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.95%

Max Drawdown (10Y)

Largest decline over 10 years

-24.95%

Current Drawdown

Current decline from peak

-2.94%

-0.22%

-2.72%

Average Drawdown

Average peak-to-trough decline

-3.99%

-1.71%

-2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

Volatility

LQD vs. PCL - Volatility Comparison


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Volatility by Period


LQDPCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

5.32%

7.83%

-2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

7.83%

+0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.69%

7.83%

+0.86%

LQD vs. PCL - Expense Ratio Comparison

LQD has a 0.15% 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

LQD vs. PCL - Dividend Comparison

LQD's dividend yield for the trailing twelve months is around 4.53%, less than PCL's 5.24% yield.


PositionTTM20252024202320222021202020192018201720162015
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.53%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
PCL
PGIM Corporate Bond 10+ Year ETF
5.24%2.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, LQD and PCL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, LQD is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LQD is cheaper with a 0.15% expense ratio, compared with 0.25% for PCL.

PCL has the higher dividend yield at 5.24%, compared with 4.53% for LQD.

They also come from different issuers: iShares and PGIM. Their fees differ too: 0.15% for LQD and 0.25% for PCL.

Portfolio Optimizer

Find the right allocation for LQD and PCL

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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