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PCL vs. FLRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCL vs. FLRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Corporate Bond 10+ Year ETF (PCL) and State Street SPDR Bloomberg Investment Grade Floating Rate ETF (FLRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCL achieves a -1.48% return, which is significantly lower than FLRN's 2.48% return.


PCL

1D
0.63%
1M
-3.27%
6M
-1.88%
YTD
-1.48%
1Y
0.99%
3Y*
5Y*
10Y*
ALL TIME*
0.98%

FLRN

1D
-0.01%
1M
0.29%
6M
2.02%
YTD
2.48%
1Y
4.52%
3Y*
5.47%
5Y*
4.31%
10Y*
3.05%
ALL TIME*
2.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$60.93M$49.76M$40.18M
$983.78K$474.50K$658.91K

PCL vs. FLRN - Yearly Performance Comparison


Correlation

The correlation between PCL and FLRN is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

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

0.17

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Return for Risk

PCL vs. FLRN — Risk / Return Rank

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

PCL
PCL Risk / Return Rank: 1212
Overall Rank
PCL Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
PCL Sortino Ratio Rank: 1212
Sortino Ratio Rank
PCL Omega Ratio Rank: 1111
Omega Ratio Rank
PCL Calmar Ratio Rank: 1313
Calmar Ratio Rank
PCL Martin Ratio Rank: 1313
Martin Ratio Rank

FLRN
FLRN Risk / Return Rank: 9999
Overall Rank
FLRN Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLRN Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLRN Omega Ratio Rank: 9999
Omega Ratio Rank
FLRN Calmar Ratio Rank: 9999
Calmar Ratio Rank
FLRN Martin Ratio Rank: 9999
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.

PCL vs. FLRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Corporate Bond 10+ Year ETF (PCL) and State Street SPDR Bloomberg Investment Grade Floating Rate ETF (FLRN). 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.


PCLFLRNDifference
Sharpe ratioReturn per unit of total volatility

-6.39

Sortino ratioReturn per unit of downside risk

-11.35

Omega ratioGain probability vs. loss probability

1.03

3.05

-2.02

Calmar ratioReturn relative to maximum drawdown

0.19

19.93

-19.73

Martin ratioReturn relative to average drawdown

0.45

116.27

-115.82

PCL vs. FLRN - Sharpe Ratio Comparison

The current PCL Sharpe Ratio is 0.13, which is lower than the FLRN Sharpe Ratio of 6.52. The chart below compares the historical Sharpe Ratios of PCL and FLRN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PCL vs. FLRN - Drawdown Comparison

The maximum PCL drawdown since its inception was -5.14%, smaller than the maximum FLRN drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for PCL and FLRN.


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Drawdown Indicators


PCLFLRNDifference

Max Drawdown

Largest peak-to-trough decline

-5.14%

-14.64%

+9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-5.14%

-0.23%

-4.91%

Max Drawdown (3Y)

Largest decline over 3 years

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-2.16%

Max Drawdown (10Y)

Largest decline over 10 years

-14.64%

Current Drawdown

Current decline from peak

-4.37%

-0.01%

-4.36%

Average Drawdown

Average peak-to-trough decline

-1.84%

-1.81%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

0.04%

+2.18%

Volatility

PCL vs. FLRN - Volatility Comparison

PGIM Corporate Bond 10+ Year ETF (PCL) has a higher volatility of 2.18% compared to State Street SPDR Bloomberg Investment Grade Floating Rate ETF (FLRN) at 0.18%. This indicates that PCL's price experiences larger fluctuations and is considered to be riskier than FLRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCLFLRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

0.18%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

6.16%

0.56%

+5.60%

Volatility (1Y)

Calculated over the trailing 1-year period

7.84%

0.70%

+7.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.83%

1.69%

+6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.83%

4.20%

+3.63%

PCL vs. FLRN - Expense Ratio Comparison

PCL has a 0.25% expense ratio, which is higher than FLRN's 0.15% 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

PCL vs. FLRN - Dividend Comparison

PCL's dividend yield for the trailing twelve months is around 6.47%, more than FLRN's 4.39% yield.


PositionTTM20252024202320222021202020192018201720162015
FLRN
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
4.39%4.89%5.67%5.68%1.95%0.39%1.22%2.76%2.39%1.64%1.06%0.63%
PCL
PGIM Corporate Bond 10+ Year ETF
6.47%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


PCL and FLRN have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCL has higher volatility (2.18%) compared to FLRN (0.18%). In terms of maximum drawdown, PCL dropped -5.14% vs FLRN's -14.64%.

On 1-year performance, FLRN leads with 4.52% vs 0.99% for PCL. On fees, FLRN is cheaper at 0.15% per year. On volatility, FLRN has been the lower-risk option at 0.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FLRN has performed better with a 4.52% return vs 0.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

PCL has the higher dividend yield at 6.47%, compared with 4.39% for FLRN.

PCL is categorized as Corporate Bonds, while FLRN is Ultrashort Bond. They also come from different issuers: PGIM and State Street. Their fees differ too: 0.25% for PCL and 0.15% for FLRN.

FLRN currently has the higher Sharpe Ratio (6.52 vs 0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PCL and FLRN

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