PortfoliosLab logoPortfoliosLab logo
VCLT vs. PCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VCLT vs. PCL - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VCLT achieves a 1.68% return, which is significantly lower than PCL's 2.29% return.


VCLT

1D
0.31%
1M
2.13%
YTD
1.68%
6M
1.65%
1Y
6.80%
3Y*
4.23%
5Y*
-2.30%
10Y*
2.32%

PCL

1D
0.25%
1M
2.27%
YTD
2.29%
6M
2.37%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VCLT vs. PCL - Yearly Performance Comparison


Correlation

The correlation between VCLT and PCL is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 1, 2025

0.98

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

VCLT vs. PCL — Risk / Return Rank

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

VCLT
VCLT Risk / Return Rank: 2525
Overall Rank
VCLT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
VCLT Sortino Ratio Rank: 2424
Sortino Ratio Rank
VCLT Omega Ratio Rank: 2323
Omega Ratio Rank
VCLT Calmar Ratio Rank: 2828
Calmar Ratio Rank
VCLT Martin Ratio Rank: 2525
Martin Ratio Rank

PCL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

VCLT vs. PCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Corporate Bond ETF (VCLT) and PGIM Corporate Bond 10+ Year ETF (PCL). 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.


VCLTPCLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.31

Martin ratioReturn relative to average drawdown

3.17

VCLT vs. PCL - Sharpe Ratio Comparison


Loading charts...

Drawdowns

VCLT vs. PCL - Drawdown Comparison

The maximum VCLT drawdown since its inception was -34.31%, which is greater than PCL's maximum drawdown of -5.14%. Use the drawdown chart below to compare losses from any high point for VCLT and PCL.


Loading charts...

Drawdown Indicators


VCLTPCLDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-5.14%

-29.17%

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

-13.77%

-0.68%

-13.09%

Average Drawdown

Average peak-to-trough decline

-8.17%

-1.73%

-6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

Volatility

VCLT vs. PCL - Volatility Comparison


Loading charts...

Volatility by Period


VCLTPCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

Volatility (6M)

Calculated over the trailing 6-month period

5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

7.82%

7.85%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.76%

7.85%

+4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.85%

7.85%

+5.00%

VCLT vs. PCL - Expense Ratio Comparison

VCLT has a 0.03% expense ratio, which is lower than PCL'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

VCLT vs. PCL - Dividend Comparison

VCLT's dividend yield for the trailing twelve months is around 5.51%, more than PCL's 5.26% yield.


PositionTTM20252024202320222021202020192018201720162015
PCL
PGIM Corporate Bond 10+ Year ETF
5.26%2.52%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
5.51%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


With a correlation of 0.98, VCLT and PCL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VCLT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VCLT is cheaper with a 0.03% expense ratio, compared with 0.25% for PCL.

VCLT has the higher dividend yield at 5.51%, compared with 5.26% for PCL.

They also come from different issuers: Vanguard and PGIM. Their fees differ too: 0.03% for VCLT and 0.25% for PCL.

Portfolio Optimizer

Find the right allocation for VCLT and PCL

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