Polen Floating Rate Income ETF (PCFI) Sharpe Ratio: 0.05

PCFI's Sharpe Ratio of 0.05 indicates that for each unit of volatility, it generates 0.05 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

PCFI Sharpe Ratio Rank

Concerning

PCFI ranks above 9.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

PCFI Sharpe Ratio Market Positioning

The chart shows PCFI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.80 or lower
Yellow zone (middle 50%): 0.80 to 1.95
Green zone (top 25%): 1.95 or higher
Top 1%: 6.63+
Median: 1.44 — half of all investments score higher

How it compares to other similar ETFs

The table compares Polen Floating Rate Income ETF's Sharpe Ratio with other ETFs in the Bank Loan category across multiple time periods, showing how PCFI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 4, 2026.

Symbol	Name	1Y Sharpe Ratio
SEIX	Virtus Seix Senior Loan ETF	3.31
PFRL	PGIM Floating Rate Income ETF	3.07
TFLR	T. Rowe Price Floating Rate ETF	2.38
EVLN	Eaton Vance Floating-Rate ETF	2.16
LONZ	PIMCO Senior Loan Active Exchange-Traded Fund	2.12
MBSF	Regan Floating Rate MBS ETF	1.86
SRLN	State Street Blackstone Senior Loan ETF	1.49
BKLN	Invesco Senior Loan ETF	1.31
BRLN	BlackRock Floating Rate Loan ETF	1.22
SLNZ	TCW Senior Loan ETF	0.88
PCFI	Polen Floating Rate Income ETF	0.05

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows PCFI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when PCFI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does PCFI fit in your portfolio?

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