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PCS vs. PHYL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCS vs. PHYL - Performance Comparison

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

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with PCS at 1.43% and PHYL at 1.43%.


PCS

1D
-0.04%
1M
-0.20%
6M
1.06%
YTD
1.43%
1Y
3.68%
3Y*
5Y*
10Y*
ALL TIME*

PHYL

1D
-0.06%
1M
-0.59%
6M
0.81%
YTD
1.43%
1Y
4.95%
3Y*
8.48%
5Y*
3.85%
10Y*
ALL TIME*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$33.09K$30.68K$31.15K
$11.83M$9.14M$6.26M

PCS vs. PHYL - Yearly Performance Comparison


Correlation

The correlation between PCS and PHYL is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.68

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Return for Risk

PCS vs. PHYL — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


PHYL
PHYL Risk / Return Rank: 6464
Overall Rank
PHYL Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PHYL Sortino Ratio Rank: 6767
Sortino Ratio Rank
PHYL Omega Ratio Rank: 6767
Omega Ratio Rank
PHYL Calmar Ratio Rank: 5252
Calmar Ratio Rank
PHYL Martin Ratio Rank: 6868
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.

PCS vs. PHYL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Corporate Bond 0-5 Year ETF (PCS) and PGIM Active High Yield Bond ETF (PHYL). 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.


PCSPHYLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

1.86

Martin ratioReturn relative to average drawdown

8.21

PCS vs. PHYL - Sharpe Ratio Comparison


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Drawdowns

PCS vs. PHYL - Drawdown Comparison

The maximum PCS drawdown since its inception was -1.12%, smaller than the maximum PHYL drawdown of -22.07%. Use the drawdown chart below to compare losses from any high point for PCS and PHYL.


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Drawdown Indicators


PCSPHYLDifference

Max Drawdown

Largest peak-to-trough decline

-1.12%

-22.07%

+20.95%

Max Drawdown (1Y)

Largest decline over 1 year

-1.12%

-2.68%

+1.56%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

Max Drawdown (5Y)

Largest decline over 5 years

-16.11%

Current Drawdown

Current decline from peak

-0.20%

-0.74%

+0.54%

Average Drawdown

Average peak-to-trough decline

-0.14%

-3.01%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

Volatility

PCS vs. PHYL - Volatility Comparison


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Volatility by Period


PCSPHYLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

1.58%

3.38%

-1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.58%

5.70%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

7.59%

-6.01%

PCS vs. PHYL - Expense Ratio Comparison

PCS has a 0.20% expense ratio, which is lower than PHYL's 0.53% expense ratio.


Dividends

PCS vs. PHYL - Dividend Comparison

PCS's dividend yield for the trailing twelve months is around 4.78%, less than PHYL's 7.63% yield.


PositionTTM20252024202320222021202020192018
PCS
PGIM Corporate Bond 0-5 Year ETF
4.78%1.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PHYL
PGIM Active High Yield Bond ETF
7.01%7.05%8.28%7.62%6.55%6.13%7.51%7.31%1.79%

Frequently Asked Questions


PCS and PHYL have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, PHYL leads with 4.95% vs 3.68% for PCS. On fees, PCS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PHYL has performed better with a 4.95% return vs 3.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PCS is cheaper with a 0.20% expense ratio, compared with 0.53% for PHYL.

PHYL has the higher dividend yield at 7.01%, compared with 4.78% for PCS.

PCS is categorized as Corporate Bonds, while PHYL is High Yield Bonds. Their fees differ too: 0.20% for PCS and 0.53% for PHYL.

Portfolio Optimizer

Find the right allocation for PCS and PHYL

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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