ILCB vs. PCLG
ILCB (iShares Morningstar U.S. Equity ETF) and PCLG (Polen Focus Growth ETF) are both Large Cap Growth Equities funds. ILCB is passively managed, while PCLG is actively managed. Their 0.77 correlation means they have sometimes moved together and sometimes differently. ILCB charges 0.03%/yr vs 0.49%/yr for PCLG.
Performance
ILCB vs. PCLG - Performance Comparison
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Returns By Period
In the year-to-date period, ILCB achieves a 11.73% return, which is significantly higher than PCLG's -8.60% return.
ILCB
- 1D
- 1.54%
- 1M
- 1.56%
- 6M
- 9.71%
- YTD
- 11.73%
- 1Y
- 23.00%
- 3Y*
- 20.96%
- 5Y*
- 12.54%
- 10Y*
- 14.42%
- ALL TIME*
- 11.23%
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) |
|---|---|---|---|
| $1.31M | $1.30M | $1.40M | |
| $232.64K | $284.12K | $564.55K |
ILCB vs. PCLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | 11.73% | 2.72% |
PCLG Polen Focus Growth ETF | -8.60% | -0.45% |
Correlation
The correlation between ILCB and PCLG is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.77 |
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Return for Risk
ILCB vs. PCLG — Risk / Return Rank
ILCB
PCLG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILCB vs. PCLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar U.S. Equity ETF (ILCB) 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.
| ILCB | PCLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | — | — |
| Martin ratioReturn relative to average drawdown | 10.74 | — | — |
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Drawdowns
ILCB vs. PCLG - Drawdown Comparison
The maximum ILCB drawdown since its inception was -51.53%, which is greater than PCLG's maximum drawdown of -23.78%. Use the drawdown chart below to compare losses from any high point for ILCB and PCLG.
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Drawdown Indicators
| ILCB | PCLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.53% | -23.78% | -27.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.47% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.30% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -12.61% | +12.49% |
Average DrawdownAverage peak-to-trough decline | -6.20% | -10.74% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | — | — |
Volatility
ILCB vs. PCLG - Volatility Comparison
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Volatility by Period
| ILCB | PCLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.31% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 18.04% | -5.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 18.04% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 18.04% | +0.16% |
ILCB vs. PCLG - Expense Ratio Comparison
ILCB has a 0.03% expense ratio, which is lower than PCLG's 0.49% expense ratio.
Dividends
ILCB vs. PCLG - Dividend Comparison
ILCB's dividend yield for the trailing twelve months is around 0.97%, more than PCLG's 0.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCB iShares Morningstar U.S. Equity ETF | 0.97% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
ILCB and PCLG have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ILCB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ILCB is cheaper with a 0.03% expense ratio, compared with 0.49% for PCLG.
ILCB has the higher dividend yield at 0.97%, compared with 0.04% for PCLG.
They also come from different issuers: iShares and Polen. Their fees differ too: 0.03% for ILCB and 0.49% for PCLG.
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