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ATFV vs. PCLG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATFV vs. PCLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger 35 ETF (ATFV) and Polen Focus Growth ETF (PCLG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATFV achieves a 16.46% return, which is significantly higher than PCLG's -6.70% return.


ATFV

1D
-2.00%
1M
8.35%
YTD
16.46%
6M
16.04%
1Y
48.62%
3Y*
39.26%
5Y*
15.56%
10Y*

PCLG

1D
-1.68%
1M
2.51%
YTD
-6.70%
6M
-7.08%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATFV vs. PCLG - Yearly Performance Comparison


2026 (YTD)2025
ATFV
Alger 35 ETF
16.46%-1.62%
PCLG
Polen Focus Growth ETF
-6.70%-1.09%

Correlation

The correlation between ATFV and PCLG is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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Return for Risk

ATFV vs. PCLG — Risk / Return Rank

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

ATFV
ATFV Risk / Return Rank: 5656
Overall Rank
ATFV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ATFV Sortino Ratio Rank: 5858
Sortino Ratio Rank
ATFV Omega Ratio Rank: 5555
Omega Ratio Rank
ATFV Calmar Ratio Rank: 5353
Calmar Ratio Rank
ATFV Martin Ratio Rank: 5353
Martin Ratio Rank

PCLG
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.

ATFV vs. PCLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger 35 ETF (ATFV) and Polen Focus Growth ETF (PCLG). 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.


ATFVPCLGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.67

Martin ratioReturn relative to average drawdown

9.15

ATFV vs. PCLG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ATFVPCLGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

-0.64

+1.23

Drawdowns

ATFV vs. PCLG - Drawdown Comparison

The maximum ATFV drawdown since its inception was -45.34%, which is greater than PCLG's maximum drawdown of -23.78%. Use the drawdown chart below to compare losses from any high point for ATFV and PCLG.


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Drawdown Indicators


ATFVPCLGDifference

Max Drawdown

Largest peak-to-trough decline

-45.34%

-23.78%

-21.56%

Max Drawdown (1Y)

Largest decline over 1 year

-18.29%

Max Drawdown (3Y)

Largest decline over 3 years

-29.01%

Max Drawdown (5Y)

Largest decline over 5 years

-45.34%

Current Drawdown

Current decline from peak

-2.72%

-10.80%

+8.08%

Average Drawdown

Average peak-to-trough decline

-17.81%

-9.68%

-8.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

Volatility

ATFV vs. PCLG - Volatility Comparison


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Volatility by Period


ATFVPCLGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.00%

17.74%

+5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.62%

17.74%

+8.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.55%

17.74%

+8.81%

ATFV vs. PCLG - Expense Ratio Comparison

ATFV has a 0.55% expense ratio, which is higher than PCLG's 0.49% expense ratio.


Dividends

ATFV vs. PCLG - Dividend Comparison

ATFV's dividend yield for the trailing twelve months is around 0.17%, more than PCLG's 0.04% yield.


PositionTTM2025202420232022
ATFV
Alger 35 ETF
0.17%0.20%0.16%0.01%0.06%
PCLG
Polen Focus Growth ETF
0.04%0.03%0.00%0.00%0.00%

Frequently Asked Questions


ATFV and PCLG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PCLG is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PCLG is cheaper with a 0.49% expense ratio, compared with 0.55% for ATFV.

ATFV has the higher dividend yield at 0.17%, compared with 0.04% for PCLG.

They also come from different issuers: Alger Group Holdings LLC and Polen. Their fees differ too: 0.55% for ATFV and 0.49% for PCLG.

Portfolio Optimizer

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