CCOR vs. PCLG
CCOR (Core Alternative ETF) and PCLG (Polen Focus Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a 0.03 correlation, their price movements are largely independent. CCOR charges 1.09%/yr vs 0.49%/yr for PCLG.
Performance
CCOR vs. PCLG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CCOR achieves a -3.71% return, which is significantly higher than PCLG's -6.70% return.
CCOR
- 1D
- 0.30%
- 1M
- -2.55%
- YTD
- -3.71%
- 6M
- -4.87%
- 1Y
- -5.97%
- 3Y*
- -2.34%
- 5Y*
- -2.56%
- 10Y*
- —
PCLG
- 1D
- -1.68%
- 1M
- 2.51%
- YTD
- -6.70%
- 6M
- -7.08%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CCOR vs. PCLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCOR Core Alternative ETF | -3.71% | 0.69% |
PCLG Polen Focus Growth ETF | -6.70% | -1.09% |
Correlation
The correlation between CCOR and PCLG is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | 0.03 |
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
CCOR vs. PCLG — Risk / Return Rank
CCOR
PCLG
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.
| CCOR | PCLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.87 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | — | — |
| Martin ratioReturn relative to average drawdown | -1.59 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CCOR | PCLG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | -0.64 | +0.75 |
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.
Loading charts...
Drawdown Indicators
| CCOR | PCLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.99% | -23.78% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.99% | — | — |
Current DrawdownCurrent decline from peak | -20.03% | -10.80% | -9.23% |
Average DrawdownAverage peak-to-trough decline | -7.29% | -9.68% | +2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | — | — |
Volatility
CCOR vs. PCLG - Volatility Comparison
Loading charts...
Volatility by Period
| CCOR | PCLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.96% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.93% | 17.74% | -10.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.10% | 17.74% | -6.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.75% | 17.74% | -6.99% |
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 1.11%, more than PCLG's 0.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CCOR Core Alternative ETF | 1.11% | 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
CCOR and PCLG have a correlation of 0.03, 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 1.09% for CCOR.
CCOR has the higher dividend yield at 1.11%, compared with 0.04% for PCLG.
They also come from different issuers: Core Alternative Capital and Polen. Their fees differ too: 1.09% for CCOR and 0.49% for PCLG.
Find the right allocation for CCOR and PCLG
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