CCOR vs. PCLG

Last updated Aug 4, 2026

CCOR (Core Alternative ETF) and PCLG (Polen Focus Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their -0.02 correlation means they have often moved in opposite directions in the past. CCOR charges 1.09%/yr vs 0.49%/yr for PCLG.

Performance

CCOR vs. PCLG - Performance Comparison

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

Returns By Period

In the year-to-date period, CCOR achieves a 1.03% return, which is significantly higher than PCLG's -8.60% return.

CCOR

• 1D: 0.60%
• 1M: 1.13%
• 6M: -2.83%
• YTD: 1.03%
• 1Y: -0.49%
• 3Y*: -1.09%
• 5Y*: -1.48%
• 10Y*: —
• ALL TIME*: 1.77%

PCLG

• 1D: 2.10%
• 1M: 3.38%
• 6M: -3.17%
• YTD: -8.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CCOR Core Alternative ETF	$60.78K	$57.90K	$78.59K
PCLG Polen Focus Growth ETF	$232.64K	$284.12K	$564.55K

CCOR vs. PCLG - Yearly Performance Comparison

	2026 (YTD)	2025
CCOR Core Alternative ETF	1.03%	0.76%
PCLG Polen Focus Growth ETF	-8.60%	-0.45%

Correlation

The correlation between CCOR and PCLG is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	-0.02

Return for Risk

CCOR vs. PCLG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CCOR

CCOR Risk / Return Rank: 10
CCOR Sharpe Ratio Rank: 10
CCOR Sortino Ratio Rank: 9
CCOR Omega Ratio Rank: 9
CCOR Calmar Ratio Rank: 10
CCOR Martin Ratio Rank: 10

PCLG

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CCOR vs. PCLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) 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.

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.

	CCOR	PCLG	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	—	—
Sortino ratio: Return per unit of downside risk	-0.03	—	—
Omega ratio: Gain probability vs. loss probability	1.00	—	—
Calmar ratio: Return relative to maximum drawdown	-0.06	—	—
Martin ratio: Return relative to average drawdown	-0.12	—	—

Drawdowns

CCOR vs. PCLG - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, roughly equal to the maximum PCLG drawdown of -23.78%. Use the drawdown chart below to compare losses from any high point for CCOR and PCLG.

Drawdown Indicators

	CCOR	PCLG	Difference
Max Drawdown Largest peak-to-trough decline	-22.99%	-23.78%	+0.79%
Max Drawdown (1Y) Largest decline over 1 year	-8.79%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.31%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.99%	—	—
Current Drawdown Current decline from peak	-16.09%	-12.61%	-3.48%
Average Drawdown Average peak-to-trough decline	-7.47%	-10.74%	+3.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.19%	—	—

Volatility

Volatility by Period

	CCOR	PCLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	8.24%	18.04%	-9.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.19%	18.04%	-6.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.78%	18.04%	-7.26%

CCOR vs. PCLG - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than PCLG's 0.49% expense ratio.

Dividends

CCOR vs. PCLG - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 0.99%, more than PCLG's 0.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	0.99%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
PCLG Polen Focus Growth ETF	0.04%	0.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CCOR and PCLG in my portfolio?

CCOR and PCLG have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CCOR or PCLG?

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.

Which ETF is cheaper, CCOR or PCLG?

PCLG is cheaper with a 0.49% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, CCOR or PCLG?

CCOR has the higher dividend yield at 0.99%, compared with 0.04% for PCLG.

What is the main difference between CCOR and PCLG?

They also come from different issuers: Core Alternative and Polen. Their fees differ too: 1.09% for CCOR and 0.49% for PCLG.