GQGU vs. PCLG
GQGU (GQG US Equity ETF) and PCLG (Polen Focus Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their -0.16 correlation means they have often moved in opposite directions in the past. Both charge a 0.49% expense ratio.
Performance
GQGU vs. PCLG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GQGU achieves a 8.07% return, which is significantly higher than PCLG's -8.60% return.
GQGU
- 1D
- 1.18%
- 1M
- 2.37%
- 6M
- 4.37%
- YTD
- 8.07%
- 1Y
- 8.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.49%
PCLG
- 1D
- 2.10%
- 1M
- 3.38%
- 6M
- -3.17%
- YTD
- -8.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.86M | $3.54M | $3.10M | |
| $232.64K | $284.12K | $564.55K |
GQGU vs. PCLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GQGU GQG US Equity ETF | 8.07% | -1.05% |
PCLG Polen Focus Growth ETF | -8.60% | -0.45% |
Correlation
The correlation between GQGU and PCLG is -0.16, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | -0.16 |
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
GQGU vs. PCLG — Risk / Return Rank
GQGU
PCLG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
GQGU vs. PCLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG US Equity ETF (GQGU) 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.
| GQGU | PCLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.14 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | — | — |
| Martin ratioReturn relative to average drawdown | 2.32 | — | — |
Loading charts...
Drawdowns
GQGU vs. PCLG - Drawdown Comparison
The maximum GQGU drawdown since its inception was -8.41%, smaller than the maximum PCLG drawdown of -23.78%. Use the drawdown chart below to compare losses from any high point for GQGU and PCLG.
Loading charts...
Drawdown Indicators
| GQGU | PCLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.41% | -23.78% | +15.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.41% | — | — |
Current DrawdownCurrent decline from peak | -3.34% | -12.61% | +9.27% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -10.74% | +7.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | — | — |
Volatility
GQGU vs. PCLG - Volatility Comparison
Loading charts...
Volatility by Period
| GQGU | PCLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.41% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.75% | 18.04% | -7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.62% | 18.04% | -7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.62% | 18.04% | -7.42% |
GQGU vs. PCLG - Expense Ratio Comparison
Both GQGU and PCLG have an expense ratio of 0.49%.
Dividends
GQGU vs. PCLG - Dividend Comparison
GQGU's dividend yield for the trailing twelve months is around 0.94%, more than PCLG's 0.04% yield.
| Position | TTM | 2025 |
|---|---|---|
GQGU GQG US Equity ETF | 0.94% | 1.02% |
PCLG Polen Focus Growth ETF | 0.04% | 0.03% |
Frequently Asked Questions
GQGU and PCLG have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
GQGU and PCLG have the same expense ratio: 0.49% per year.
GQGU has the higher dividend yield at 0.94%, compared with 0.04% for PCLG.
They also come from different issuers: GQG Partners and Polen.
Find the right allocation for GQGU 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