PortfoliosLab logoPortfoliosLab logo
PDBC vs. FCSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PDBC vs. FCSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) and Federated Hermes Short Duration Corporate ETF (FCSH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PDBC achieves a 36.23% return, which is significantly higher than FCSH's 0.67% return.


PDBC

1D
0.39%
1M
-3.37%
YTD
36.23%
6M
36.27%
1Y
45.46%
3Y*
14.42%
5Y*
12.39%
10Y*
8.79%

FCSH

1D
0.02%
1M
0.33%
YTD
0.67%
6M
0.92%
1Y
4.30%
3Y*
5.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PDBC vs. FCSH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
36.23%5.96%2.09%-6.25%19.23%3.67%
FCSH
Federated Hermes Short Duration Corporate ETF
0.67%6.42%4.66%5.45%-5.87%0.24%

Correlation

The correlation between PDBC and FCSH is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.34

Correlation (3Y)
Calculated over the trailing 3-year period

-0.12

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2021

-0.04

Over the past year, the inverse relationship between PDBC and FCSH has strengthened: their correlation has moved from -0.04 to -0.34, meaning they now move in opposite directions more often than their long-term average.

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

PDBC vs. FCSH — Risk / Return Rank

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

PDBC
PDBC Risk / Return Rank: 7474
Overall Rank
PDBC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PDBC Sortino Ratio Rank: 6767
Sortino Ratio Rank
PDBC Omega Ratio Rank: 7070
Omega Ratio Rank
PDBC Calmar Ratio Rank: 9292
Calmar Ratio Rank
PDBC Martin Ratio Rank: 7070
Martin Ratio Rank

FCSH
FCSH Risk / Return Rank: 7171
Overall Rank
FCSH Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FCSH Sortino Ratio Rank: 7777
Sortino Ratio Rank
FCSH Omega Ratio Rank: 7373
Omega Ratio Rank
FCSH Calmar Ratio Rank: 7171
Calmar Ratio Rank
FCSH Martin Ratio Rank: 6868
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.

PDBC vs. FCSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) and Federated Hermes Short Duration Corporate ETF (FCSH). 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.


PDBCFCSHDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.43

1.44

-0.01

Calmar ratioReturn relative to maximum drawdown

6.35

3.48

+2.87

Martin ratioReturn relative to average drawdown

13.39

12.31

+1.08

PDBC vs. FCSH - Sharpe Ratio Comparison

The current PDBC Sharpe Ratio is 2.46, which is comparable to the FCSH Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of PDBC and FCSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


PDBCFCSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

2.21

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.86

-0.63

Drawdowns

PDBC vs. FCSH - Drawdown Comparison

The maximum PDBC drawdown since its inception was -49.52%, which is greater than FCSH's maximum drawdown of -8.47%. Use the drawdown chart below to compare losses from any high point for PDBC and FCSH.


Loading charts...

Drawdown Indicators


PDBCFCSHDifference

Max Drawdown

Largest peak-to-trough decline

-49.52%

-8.47%

-41.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-1.24%

-5.95%

Max Drawdown (3Y)

Largest decline over 3 years

-13.95%

-1.32%

-12.63%

Max Drawdown (5Y)

Largest decline over 5 years

-27.63%

Max Drawdown (10Y)

Largest decline over 10 years

-40.73%

Current Drawdown

Current decline from peak

-4.55%

-0.47%

-4.08%

Average Drawdown

Average peak-to-trough decline

-23.21%

-2.21%

-21.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

0.35%

+3.06%

Volatility

PDBC vs. FCSH - Volatility Comparison

Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF (PDBC) has a higher volatility of 6.20% compared to Federated Hermes Short Duration Corporate ETF (FCSH) at 0.60%. This indicates that PDBC's price experiences larger fluctuations and is considered to be riskier than FCSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PDBCFCSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

0.60%

+5.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.78%

1.53%

+14.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

1.95%

+16.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

2.89%

+16.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

2.89%

+14.89%

PDBC vs. FCSH - Expense Ratio Comparison

PDBC has a 0.58% expense ratio, which is higher than FCSH's 0.30% expense ratio.


Dividends

PDBC vs. FCSH - Dividend Comparison

PDBC's dividend yield for the trailing twelve months is around 2.82%, less than FCSH's 4.08% yield.


PositionTTM2025202420232022202120202019201820172016
FCSH
Federated Hermes Short Duration Corporate ETF
4.08%4.14%4.44%2.31%1.76%0.04%0.00%0.00%0.00%0.00%0.00%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
2.82%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%

Frequently Asked Questions


PDBC and FCSH have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PDBC has higher volatility (6.20%) compared to FCSH (0.60%). In terms of maximum drawdown, PDBC dropped -49.52% vs FCSH's -8.47%.

On 3-year performance, PDBC leads with 14.42% vs 5.11% for FCSH. On fees, FCSH is cheaper at 0.30% per year. On volatility, FCSH has been the lower-risk option at 0.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PDBC has performed better with a 14.42% return vs 5.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FCSH is cheaper with a 0.30% expense ratio, compared with 0.58% for PDBC.

FCSH has the higher dividend yield at 4.08%, compared with 2.82% for PDBC.

PDBC is categorized as Commodities, while FCSH is Short-Term Bond. They also come from different issuers: Invesco and Federated. Their fees differ too: 0.58% for PDBC and 0.30% for FCSH.

PDBC currently has the higher Sharpe Ratio (2.46 vs 2.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PDBC and FCSH

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