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PCI vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCI vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Corporate Bond 5-10 Year ETF (PCI) and Schwab 5-10 Year Corporate Bond ETF (SCHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCI achieves a -0.20% return, which is significantly higher than SCHI's -0.64% return.


PCI

1D
-0.19%
1M
-1.39%
6M
-0.44%
YTD
-0.20%
1Y
2.75%
3Y*
5Y*
10Y*
ALL TIME*

SCHI

1D
-0.18%
1M
-1.31%
6M
-0.85%
YTD
-0.64%
1Y
2.20%
3Y*
5.81%
5Y*
0.68%
10Y*
ALL TIME*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.00K$18.29K$194.16K
$42.16M$42.05M$59.83M

PCI vs. SCHI - Yearly Performance Comparison


Correlation

The correlation between PCI and SCHI is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.


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

0.97

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Return for Risk

PCI vs. SCHI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PCI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCHI
SCHI Risk / Return Rank: 3030
Overall Rank
SCHI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 2929
Sortino Ratio Rank
SCHI Omega Ratio Rank: 2727
Omega Ratio Rank
SCHI Calmar Ratio Rank: 3131
Calmar Ratio Rank
SCHI Martin Ratio Rank: 3232
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PCI vs. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Corporate Bond 5-10 Year ETF (PCI) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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.


PCISCHIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

1.02

Martin ratioReturn relative to average drawdown

2.90

PCI vs. SCHI - Sharpe Ratio Comparison


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Drawdowns

PCI vs. SCHI - Drawdown Comparison

The maximum PCI drawdown since its inception was -3.04%, smaller than the maximum SCHI drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for PCI and SCHI.


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Drawdown Indicators


PCISCHIDifference

Max Drawdown

Largest peak-to-trough decline

-3.04%

-20.67%

+17.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.04%

-3.01%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-5.30%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

Current Drawdown

Current decline from peak

-1.84%

-2.18%

+0.34%

Average Drawdown

Average peak-to-trough decline

-0.65%

-5.61%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

Volatility

PCI vs. SCHI - Volatility Comparison


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Volatility by Period


PCISCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

4.13%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.14%

6.67%

-2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.14%

7.34%

-3.20%

PCI vs. SCHI - Expense Ratio Comparison

PCI has a 0.25% expense ratio, which is higher than SCHI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

PCI vs. SCHI - Dividend Comparison

PCI's dividend yield for the trailing twelve months is around 5.49%, more than SCHI's 5.12% yield.


PositionTTM2025202420232022202120202019
PCI
PGIM Corporate Bond 5-10 Year ETF
5.49%2.18%0.00%0.00%0.00%0.00%0.00%0.00%
SCHI
Schwab 5-10 Year Corporate Bond ETF
4.65%4.99%5.11%4.27%3.10%1.93%2.31%0.53%

Frequently Asked Questions


With a correlation of 0.97, PCI and SCHI 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 1-year performance, PCI leads with 2.75% vs 2.20% for SCHI. On fees, SCHI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PCI has performed better with a 2.75% return vs 2.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHI is cheaper with a 0.03% expense ratio, compared with 0.25% for PCI.

PCI has the higher dividend yield at 5.49%, compared with 4.65% for SCHI.

They also come from different issuers: PGIM and Charles Schwab. Their fees differ too: 0.25% for PCI and 0.03% for SCHI.

Portfolio Optimizer

Find the right allocation for PCI and SCHI

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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