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PSH vs. FSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSH vs. FSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Short Duration High Yield ETF (PSH) and FS Credit Opportunities Corp. (FSCO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PSH achieves a 2.49% return, which is significantly higher than FSCO's -14.85% return.


PSH

1D
0.08%
1M
-0.06%
6M
2.09%
YTD
2.49%
1Y
5.16%
3Y*
5Y*
10Y*
ALL TIME*
6.94%

FSCO

1D
-0.40%
1M
1.20%
6M
-12.54%
YTD
-14.85%
1Y
-24.26%
3Y*
11.66%
5Y*
10Y*
ALL TIME*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.16M$4.36M$5.06M
$1.58M$1.47M$1.29M

PSH vs. FSCO - Yearly Performance Comparison


2026 (YTD)202520242023
PSH
PGIM Short Duration High Yield ETF
2.49%7.34%7.96%0.35%
FSCO
FS Credit Opportunities Corp.
-14.85%3.68%34.88%-1.28%

Correlation

The correlation between PSH and FSCO is 0.16, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2023

0.16

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Return for Risk

PSH vs. FSCO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PSH
PSH Risk / Return Rank: 8484
Overall Rank
PSH Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PSH Sortino Ratio Rank: 8484
Sortino Ratio Rank
PSH Omega Ratio Rank: 8585
Omega Ratio Rank
PSH Calmar Ratio Rank: 8989
Calmar Ratio Rank
PSH Martin Ratio Rank: 8282
Martin Ratio Rank

FSCO
FSCO Risk / Return Rank: 1212
Overall Rank
FSCO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FSCO Sortino Ratio Rank: 1111
Sortino Ratio Rank
FSCO Omega Ratio Rank: 1010
Omega Ratio Rank
FSCO Calmar Ratio Rank: 1818
Calmar Ratio Rank
FSCO Martin Ratio Rank: 1515
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.

PSH vs. FSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Short Duration High Yield ETF (PSH) and FS Credit Opportunities Corp. (FSCO). 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.


PSHFSCODifference
Sharpe ratioReturn per unit of total volatility

+2.66

Sortino ratioReturn per unit of downside risk

+3.90

Omega ratioGain probability vs. loss probability

1.37

0.85

+0.52

Calmar ratioReturn relative to maximum drawdown

3.69

-0.69

+4.38

Martin ratioReturn relative to average drawdown

10.93

-1.20

+12.14

PSH vs. FSCO - Sharpe Ratio Comparison

The current PSH Sharpe Ratio is 1.77, which is higher than the FSCO Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of PSH and FSCO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PSH vs. FSCO - Drawdown Comparison

The maximum PSH drawdown since its inception was -3.06%, smaller than the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for PSH and FSCO.


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Drawdown Indicators


PSHFSCODifference

Max Drawdown

Largest peak-to-trough decline

-3.06%

-35.53%

+32.47%

Max Drawdown (1Y)

Largest decline over 1 year

-1.42%

-35.53%

+34.11%

Max Drawdown (3Y)

Largest decline over 3 years

-35.53%

Current Drawdown

Current decline from peak

-0.16%

-25.65%

+25.49%

Average Drawdown

Average peak-to-trough decline

-0.26%

-8.70%

+8.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

20.18%

-19.70%

Volatility

PSH vs. FSCO - Volatility Comparison

The current volatility for PGIM Short Duration High Yield ETF (PSH) is 0.65%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 3.72%. This indicates that PSH experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSHFSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.65%

3.72%

-3.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

22.49%

-20.32%

Volatility (1Y)

Calculated over the trailing 1-year period

2.95%

27.60%

-24.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.20%

27.86%

-24.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.20%

27.86%

-24.66%

Dividends

PSH vs. FSCO - Dividend Comparison

PSH's dividend yield for the trailing twelve months is around 7.09%, less than FSCO's 15.48% yield.


PositionTTM2025202420232022
FSCO
FS Credit Opportunities Corp.
15.48%12.65%10.47%11.26%1.95%
PSH
PGIM Short Duration High Yield ETF
6.47%6.62%8.35%0.00%0.00%

Frequently Asked Questions


PSH and FSCO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSCO has higher volatility (3.72%) compared to PSH (0.65%). In terms of maximum drawdown, PSH dropped -3.06% vs FSCO's -35.53%.

PSH currently has the higher Sharpe Ratio (1.77 vs -0.88), 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 PSH and FSCO

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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