PUSH vs. PCI
PUSH (PGIM Ultra Short Municipal Bond ETF) and PCI (PGIM Corporate Bond 5-10 Year ETF) are both exchange-traded funds - PUSH is a Municipal Bonds fund actively managed by PGIM, while PCI is a Corporate Bonds fund actively managed by PGIM. Both are actively managed. Over the past year, PUSH returned 3.07% vs 3.04% for PCI. Their 0.25 correlation means their historical movements had little consistent relationship. PUSH charges 0.15%/yr vs 0.25%/yr for PCI.
Performance
PUSH vs. PCI - Performance Comparison
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Returns By Period
In the year-to-date period, PUSH achieves a 1.58% return, which is significantly higher than PCI's 0.08% return.
PUSH
- 1D
- 0.02%
- 1M
- 0.04%
- 6M
- 1.00%
- YTD
- 1.58%
- 1Y
- 3.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.58%
PCI
- 1D
- 0.28%
- 1M
- -1.11%
- 6M
- -0.06%
- YTD
- 0.08%
- 1Y
- 3.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.51K | $15.67K | $197.34K | |
| $1.12M | $1.04M | $958.85K |
PUSH vs. PCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PUSH PGIM Ultra Short Municipal Bond ETF | 1.58% | 1.71% |
PCI PGIM Corporate Bond 5-10 Year ETF | 0.08% | 2.96% |
Correlation
The correlation between PUSH and PCI is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2025 | 0.25 |
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Return for Risk
PUSH vs. PCI — Risk / Return Rank
PUSH
PCI
PUSH vs. PCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PGIM Ultra Short Municipal Bond ETF (PUSH) and PGIM Corporate Bond 5-10 Year ETF (PCI). 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.
| PUSH | PCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.97 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.13 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 6.15 | 1.00 | +5.15 |
| Martin ratioReturn relative to average drawdown | 15.15 | 3.35 | +11.80 |
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Drawdowns
PUSH vs. PCI - Drawdown Comparison
The maximum PUSH drawdown since its inception was -0.85%, smaller than the maximum PCI drawdown of -3.04%. Use the drawdown chart below to compare losses from any high point for PUSH and PCI.
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Drawdown Indicators
| PUSH | PCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.85% | -3.04% | +2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -0.50% | -3.04% | +2.54% |
Current DrawdownCurrent decline from peak | -0.08% | -1.57% | +1.49% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -0.65% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.20% | 0.91% | -0.71% |
Volatility
PUSH vs. PCI - Volatility Comparison
The current volatility for PGIM Ultra Short Municipal Bond ETF (PUSH) is 0.24%, while PGIM Corporate Bond 5-10 Year ETF (PCI) has a volatility of 1.12%. This indicates that PUSH experiences smaller price fluctuations and is considered to be less risky than PCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PUSH | PCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.24% | 1.12% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 0.62% | 3.44% | -2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.51% | 4.15% | -2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.27% | 4.14% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.27% | 4.14% | -2.87% |
PUSH vs. PCI - Expense Ratio Comparison
PUSH has a 0.15% expense ratio, which is lower than PCI's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
PUSH vs. PCI - Dividend Comparison
PUSH's dividend yield for the trailing twelve months is around 3.17%, less than PCI's 5.48% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
PCI PGIM Corporate Bond 5-10 Year ETF | 5.48% | 2.18% | 0.00% |
PUSH PGIM Ultra Short Municipal Bond ETF | 3.17% | 3.45% | 1.86% |
Frequently Asked Questions
PUSH and PCI have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCI has higher volatility (1.12%) compared to PUSH (0.24%). In terms of maximum drawdown, PUSH dropped -0.85% vs PCI's -3.04%.
On 1-year performance, PUSH leads with 3.07% vs 3.04% for PCI. On fees, PUSH is cheaper at 0.15% per year. On volatility, PUSH has been the lower-risk option at 0.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, PUSH has performed better with a 3.07% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PUSH is cheaper with a 0.15% expense ratio, compared with 0.25% for PCI.
PCI has the higher dividend yield at 5.48%, compared with 3.17% for PUSH.
PUSH is categorized as Municipal Bonds, while PCI is Corporate Bonds. Their fees differ too: 0.15% for PUSH and 0.25% for PCI.
PUSH currently has the higher Sharpe Ratio (2.05 vs 0.74), 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.
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