PortfoliosLab logoPortfoliosLab logo
PCL vs. SKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCL vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Corporate Bond 10+ Year ETF (PCL) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PCL achieves a -0.03% return, which is significantly lower than SKOR's 0.48% return.


PCL

1D
-0.08%
1M
-2.11%
6M
-1.22%
YTD
-0.03%
1Y
3Y*
5Y*
10Y*

SKOR

1D
-0.04%
1M
-0.19%
6M
0.34%
YTD
0.48%
1Y
4.32%
3Y*
5.80%
5Y*
1.68%
10Y*
2.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCL vs. SKOR - Yearly Performance Comparison


Correlation

The correlation between PCL and SKOR 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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

PCL vs. SKOR — Risk / Return Rank

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

PCL

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


SKOR
SKOR Risk / Return Rank: 5757
Overall Rank
SKOR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 6464
Sortino Ratio Rank
SKOR Omega Ratio Rank: 5959
Omega Ratio Rank
SKOR Calmar Ratio Rank: 5151
Calmar Ratio Rank
SKOR Martin Ratio Rank: 5252
Martin Ratio Rank
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.

PCL vs. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Corporate Bond 10+ Year ETF (PCL) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). 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.


PCLSKORDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.08

Martin ratioReturn relative to average drawdown

7.01

PCL vs. SKOR - Sharpe Ratio Comparison


Loading charts...

Drawdowns

PCL vs. SKOR - Drawdown Comparison

The maximum PCL drawdown since its inception was -5.14%, smaller than the maximum SKOR drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for PCL and SKOR.


Loading charts...

Drawdown Indicators


PCLSKORDifference

Max Drawdown

Largest peak-to-trough decline

-5.14%

-15.98%

+10.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.09%

Max Drawdown (3Y)

Largest decline over 3 years

-3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

Max Drawdown (10Y)

Largest decline over 10 years

-15.98%

Current Drawdown

Current decline from peak

-2.97%

-0.63%

-2.34%

Average Drawdown

Average peak-to-trough decline

-1.73%

-2.63%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

Volatility

PCL vs. SKOR - Volatility Comparison


Loading charts...

Volatility by Period


PCLSKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

7.82%

2.72%

+5.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.82%

4.44%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.82%

4.90%

+2.92%

PCL vs. SKOR - Expense Ratio Comparison

PCL has a 0.25% expense ratio, which is higher than SKOR's 0.22% 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. SKOR - Dividend Comparison

PCL's dividend yield for the trailing twelve months is around 5.87%, more than SKOR's 4.69% yield.


PositionTTM20252024202320222021202020192018201720162015
PCL
PGIM Corporate Bond 10+ Year ETF
5.87%2.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.69%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%

Frequently Asked Questions


PCL and SKOR 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, SKOR is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SKOR is cheaper with a 0.22% expense ratio, compared with 0.25% for PCL.

PCL has the higher dividend yield at 5.87%, compared with 4.69% for SKOR.

They also come from different issuers: PGIM and Northern Trust. Their fees differ too: 0.25% for PCL and 0.22% for SKOR.

Portfolio Optimizer

Find the right allocation for PCL and SKOR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer