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PCS vs. VCLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCS vs. VCLT - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with PCS having a 1.25% return and VCLT slightly higher at 1.27%.


PCS

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

VCLT

1D
0.28%
1M
1.13%
YTD
1.27%
6M
0.48%
1Y
6.83%
3Y*
4.56%
5Y*
-1.73%
10Y*
2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCS vs. VCLT - Yearly Performance Comparison


Correlation

The correlation between PCS and VCLT is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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Return for Risk

PCS vs. VCLT — Risk / Return Rank

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

PCS

VCLT
VCLT Risk / Return Rank: 2525
Overall Rank
VCLT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2525
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2424
Omega Ratio Rank
VCLT Calmar Ratio Rank: 2828
Calmar Ratio Rank
VCLT 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. VCLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Corporate Bond 0-5 Year ETF (PCS) and Vanguard Long-Term Corporate Bond ETF (VCLT). 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. VCLT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PCSVCLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

2.64

0.40

+2.25

Drawdowns

PCS vs. VCLT - Drawdown Comparison

The maximum PCS drawdown since its inception was -1.12%, smaller than the maximum VCLT drawdown of -34.31%. Use the drawdown chart below to compare losses from any high point for PCS and VCLT.


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Drawdown Indicators


PCSVCLTDifference

Max Drawdown

Largest peak-to-trough decline

-1.12%

-34.31%

+33.19%

Max Drawdown (1Y)

Largest decline over 1 year

-5.25%

Max Drawdown (3Y)

Largest decline over 3 years

-13.03%

Max Drawdown (5Y)

Largest decline over 5 years

-34.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

Current Drawdown

Current decline from peak

-0.04%

-14.12%

+14.08%

Average Drawdown

Average peak-to-trough decline

-0.13%

-8.16%

+8.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

PCS vs. VCLT - Volatility Comparison


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Volatility by Period


PCSVCLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

Volatility (6M)

Calculated over the trailing 6-month period

5.75%

Volatility (1Y)

Calculated over the trailing 1-year period

1.59%

7.93%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.59%

12.77%

-11.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.59%

12.84%

-11.25%

PCS vs. VCLT - Expense Ratio Comparison

PCS has a 0.20% expense ratio, which is higher than VCLT'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. VCLT - Dividend Comparison

PCS's dividend yield for the trailing twelve months is around 4.01%, less than VCLT's 5.53% yield.


PositionTTM20252024202320222021202020192018201720162015
PCS
PGIM Corporate Bond 0-5 Year ETF
4.01%1.92%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCLT
Vanguard Long-Term Corporate Bond ETF
5.53%5.51%5.19%4.67%4.44%3.07%3.16%3.81%4.55%4.01%4.33%4.68%

Frequently Asked Questions


PCS and VCLT have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VCLT is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

VCLT has the higher dividend yield at 5.53%, compared with 4.01% for PCS.

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

Portfolio Optimizer

Find the right allocation for PCS and VCLT

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