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PCS vs. PJFG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCS vs. PJFG - 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 Jennison Focused Growth ETF (PJFG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCS achieves a 1.25% return, which is significantly lower than PJFG's 6.93% return.


PCS

1D
0.09%
1M
0.24%
YTD
1.25%
6M
1.66%
1Y
3Y*
5Y*
10Y*

PJFG

1D
0.27%
1M
6.68%
YTD
6.93%
6M
5.99%
1Y
19.48%
3Y*
24.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCS vs. PJFG - Yearly Performance Comparison


Correlation

The correlation between PCS and PJFG is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 4, 2025

0.29

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Return for Risk

PCS vs. PJFG — Risk / Return Rank

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

PCS

PJFG
PJFG Risk / Return Rank: 2929
Overall Rank
PJFG Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
PJFG Sortino Ratio Rank: 3232
Sortino Ratio Rank
PJFG Omega Ratio Rank: 3232
Omega Ratio Rank
PJFG Calmar Ratio Rank: 2323
Calmar Ratio Rank
PJFG Martin Ratio Rank: 2525
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. PJFG - 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 Jennison Focused Growth ETF (PJFG). 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.


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

PCS vs. PJFG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PCSPJFGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

2.64

1.36

+1.28

Drawdowns

PCS vs. PJFG - Drawdown Comparison

The maximum PCS drawdown since its inception was -1.12%, smaller than the maximum PJFG drawdown of -24.24%. Use the drawdown chart below to compare losses from any high point for PCS and PJFG.


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Drawdown Indicators


PCSPJFGDifference

Max Drawdown

Largest peak-to-trough decline

-1.12%

-24.24%

+23.12%

Max Drawdown (1Y)

Largest decline over 1 year

-19.00%

Max Drawdown (3Y)

Largest decline over 3 years

-24.24%

Current Drawdown

Current decline from peak

-0.04%

-1.90%

+1.86%

Average Drawdown

Average peak-to-trough decline

-0.13%

-3.74%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.04%

Volatility

PCS vs. PJFG - Volatility Comparison


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Volatility by Period


PCSPJFGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

Volatility (1Y)

Calculated over the trailing 1-year period

1.59%

16.82%

-15.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.59%

20.86%

-19.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.59%

20.86%

-19.27%

PCS vs. PJFG - Expense Ratio Comparison

PCS has a 0.20% expense ratio, which is lower than PJFG's 0.75% expense ratio.


Dividends

PCS vs. PJFG - Dividend Comparison

PCS's dividend yield for the trailing twelve months is around 4.01%, while PJFG has not paid dividends to shareholders.


Frequently Asked Questions


PCS and PJFG have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

PCS is cheaper with a 0.20% expense ratio, compared with 0.75% for PJFG.

PCS has the higher dividend yield at 4.01%, compared with 0.00% for PJFG.

PCS is categorized as Corporate Bonds, while PJFG is Large Cap Growth Equities. Their fees differ too: 0.20% for PCS and 0.75% for PJFG.

Portfolio Optimizer

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