PortfoliosLab logoPortfoliosLab logo
PCS vs. IGSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCS vs. IGSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Corporate Bond 0-5 Year ETF (PCS) and iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PCS achieves a 1.39% return, which is significantly higher than IGSB's 0.85% return.


PCS

1D
-0.07%
1M
0.03%
6M
1.37%
YTD
1.39%
1Y
3Y*
5Y*
10Y*

IGSB

1D
-0.08%
1M
-0.04%
6M
0.80%
YTD
0.85%
1Y
4.01%
3Y*
5.76%
5Y*
2.44%
10Y*
2.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCS vs. IGSB - Yearly Performance Comparison


Correlation

The correlation between PCS and IGSB is 0.92, 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

0.92

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

PCS vs. IGSB — Risk / Return Rank

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

PCS

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


IGSB
IGSB Risk / Return Rank: 7878
Overall Rank
IGSB Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IGSB Sortino Ratio Rank: 8686
Sortino Ratio Rank
IGSB Omega Ratio Rank: 8484
Omega Ratio Rank
IGSB Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGSB Martin Ratio Rank: 7474
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.

PCS vs. IGSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Corporate Bond 0-5 Year ETF (PCS) and iShares 1-5 Year Investment Grade Corporate Bond ETF (IGSB). 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.


PCSIGSBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.72

Martin ratioReturn relative to average drawdown

10.93

PCS vs. IGSB - Sharpe Ratio Comparison


Loading charts...

Drawdowns

PCS vs. IGSB - Drawdown Comparison

The maximum PCS drawdown since its inception was -1.12%, smaller than the maximum IGSB drawdown of -13.38%. Use the drawdown chart below to compare losses from any high point for PCS and IGSB.


Loading charts...

Drawdown Indicators


PCSIGSBDifference

Max Drawdown

Largest peak-to-trough decline

-1.12%

-13.38%

+12.26%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

Max Drawdown (3Y)

Largest decline over 3 years

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-9.46%

Max Drawdown (10Y)

Largest decline over 10 years

-13.38%

Current Drawdown

Current decline from peak

-0.24%

-0.29%

+0.05%

Average Drawdown

Average peak-to-trough decline

-0.13%

-0.85%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

PCS vs. IGSB - Volatility Comparison


Loading charts...

Volatility by Period


PCSIGSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

Volatility (6M)

Calculated over the trailing 6-month period

1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

1.59%

1.95%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.59%

2.94%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.59%

3.47%

-1.88%

PCS vs. IGSB - Expense Ratio Comparison

PCS has a 0.20% expense ratio, which is higher than IGSB's 0.04% 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

PCS vs. IGSB - Dividend Comparison

PCS's dividend yield for the trailing twelve months is around 4.38%, less than IGSB's 4.60% yield.


PositionTTM20252024202320222021202020192018201720162015
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
4.60%4.44%4.02%3.26%2.07%1.82%2.36%3.06%2.46%1.65%1.45%1.18%
PCS
PGIM Corporate Bond 0-5 Year ETF
4.38%1.92%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 0.92, PCS and IGSB 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, IGSB is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGSB is cheaper with a 0.04% expense ratio, compared with 0.20% for PCS.

IGSB has the higher dividend yield at 4.60%, compared with 4.38% for PCS.

They also come from different issuers: PGIM and iShares. Their fees differ too: 0.20% for PCS and 0.04% for IGSB.

Portfolio Optimizer

Find the right allocation for PCS and IGSB

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