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VCIT vs. PFRL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCIT vs. PFRL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and PGIM Floating Rate Income ETF (PFRL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VCIT achieves a -0.26% return, which is significantly lower than PFRL's 1.96% return.


VCIT

1D
-0.01%
1M
-0.79%
YTD
-0.26%
6M
0.06%
1Y
5.98%
3Y*
6.04%
5Y*
1.04%
10Y*
2.85%

PFRL

1D
0.01%
1M
0.48%
YTD
1.96%
6M
2.68%
1Y
6.12%
3Y*
8.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCIT vs. PFRL - Yearly Performance Comparison


2026 (YTD)2025202420232022
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.26%9.34%3.20%8.98%-3.49%
PFRL
PGIM Floating Rate Income ETF
1.96%6.25%9.40%13.75%1.27%

Correlation

The correlation between VCIT and PFRL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.20

Correlation (All Time)
Calculated using the full available price history since May 25, 2022

0.22

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Return for Risk

VCIT vs. PFRL — Risk / Return Rank

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

VCIT
VCIT Risk / Return Rank: 4646
Overall Rank
VCIT Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VCIT Sortino Ratio Rank: 4949
Sortino Ratio Rank
VCIT Omega Ratio Rank: 4646
Omega Ratio Rank
VCIT Calmar Ratio Rank: 4545
Calmar Ratio Rank
VCIT Martin Ratio Rank: 4444
Martin Ratio Rank

PFRL
PFRL Risk / Return Rank: 9292
Overall Rank
PFRL Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PFRL Sortino Ratio Rank: 9494
Sortino Ratio Rank
PFRL Omega Ratio Rank: 9595
Omega Ratio Rank
PFRL Calmar Ratio Rank: 8989
Calmar Ratio Rank
PFRL Martin Ratio Rank: 8787
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.

VCIT vs. PFRL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Corporate Bond ETF (VCIT) and PGIM Floating Rate Income ETF (PFRL). 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.


VCITPFRLDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-2.42

Omega ratioGain probability vs. loss probability

1.26

1.69

-0.43

Calmar ratioReturn relative to maximum drawdown

2.03

4.90

-2.87

Martin ratioReturn relative to average drawdown

6.67

16.66

-10.00

VCIT vs. PFRL - Sharpe Ratio Comparison

The current VCIT Sharpe Ratio is 1.48, which is lower than the PFRL Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of VCIT and PFRL, 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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Sharpe Ratios by Period


VCITPFRLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

3.19

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.66

-0.91

Drawdowns

VCIT vs. PFRL - Drawdown Comparison

The maximum VCIT drawdown since its inception was -20.56%, which is greater than PFRL's maximum drawdown of -8.83%. Use the drawdown chart below to compare losses from any high point for VCIT and PFRL.


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Drawdown Indicators


VCITPFRLDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-8.83%

-11.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-1.25%

-1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-6.11%

-8.83%

+2.72%

Max Drawdown (5Y)

Largest decline over 5 years

-20.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.56%

Current Drawdown

Current decline from peak

-1.79%

-0.05%

-1.74%

Average Drawdown

Average peak-to-trough decline

-3.16%

-0.44%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.37%

+0.53%

Volatility

VCIT vs. PFRL - Volatility Comparison

Vanguard Intermediate-Term Corporate Bond ETF (VCIT) has a higher volatility of 1.39% compared to PGIM Floating Rate Income ETF (PFRL) at 0.42%. This indicates that VCIT's price experiences larger fluctuations and is considered to be riskier than PFRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VCITPFRLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

0.42%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

3.10%

1.58%

+1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

1.93%

+2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

4.85%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.28%

4.85%

+1.43%

VCIT vs. PFRL - Expense Ratio Comparison

VCIT has a 0.03% expense ratio, which is lower than PFRL's 0.72% expense ratio.


Dividends

VCIT vs. PFRL - Dividend Comparison

VCIT's dividend yield for the trailing twelve months is around 4.82%, less than PFRL's 6.83% yield.


PositionTTM20252024202320222021202020192018201720162015
PFRL
PGIM Floating Rate Income ETF
6.83%7.34%8.96%9.84%3.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.82%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%

Frequently Asked Questions


VCIT and PFRL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VCIT has higher volatility (1.39%) compared to PFRL (0.42%). In terms of maximum drawdown, VCIT dropped -20.56% vs PFRL's -8.83%.

On 3-year performance, PFRL leads with 8.62% vs 6.04% for VCIT. On fees, VCIT is cheaper at 0.03% per year. On volatility, PFRL has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PFRL has performed better with a 8.62% return vs 6.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VCIT is cheaper with a 0.03% expense ratio, compared with 0.72% for PFRL.

PFRL has the higher dividend yield at 6.83%, compared with 4.82% for VCIT.

VCIT is categorized as Corporate Bonds, while PFRL is Bank Loan. They also come from different issuers: Vanguard and PGIM. Their fees differ too: 0.03% for VCIT and 0.72% for PFRL.

PFRL currently has the higher Sharpe Ratio (3.19 vs 1.48), 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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