PortfoliosLab logoPortfoliosLab logo
JCHI vs. PCGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JCHI vs. PCGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Active China ETF (JCHI) and Polen Capital Global Growth ETF (PCGG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JCHI vs. PCGG - Yearly Performance Comparison


2026 (YTD)202520242023
JCHI
JPMorgan Active China ETF
-5.04%27.66%13.77%-8.97%
PCGG
Polen Capital Global Growth ETF
-16.12%1.62%12.40%4.01%

Returns By Period

In the year-to-date period, JCHI achieves a -5.04% return, which is significantly higher than PCGG's -16.12% return.


JCHI

1D
1.72%
1M
-5.56%
YTD
-5.04%
6M
-11.26%
1Y
8.71%
3Y*
3.00%
5Y*
10Y*

PCGG

1D
2.93%
1M
-7.21%
YTD
-16.12%
6M
-18.32%
1Y
-9.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JCHI vs. PCGG - Expense Ratio Comparison

JCHI has a 0.65% expense ratio, which is lower than PCGG's 0.85% expense ratio.


Return for Risk

JCHI vs. PCGG — Risk / Return Rank

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

JCHI
JCHI Risk / Return Rank: 2424
Overall Rank
JCHI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
JCHI Sortino Ratio Rank: 2424
Sortino Ratio Rank
JCHI Omega Ratio Rank: 2525
Omega Ratio Rank
JCHI Calmar Ratio Rank: 2323
Calmar Ratio Rank
JCHI Martin Ratio Rank: 2222
Martin Ratio Rank

PCGG
PCGG Risk / Return Rank: 33
Overall Rank
PCGG Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PCGG Sortino Ratio Rank: 33
Sortino Ratio Rank
PCGG Omega Ratio Rank: 33
Omega Ratio Rank
PCGG Calmar Ratio Rank: 55
Calmar Ratio Rank
PCGG Martin Ratio Rank: 22
Martin Ratio Rank
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.

JCHI vs. PCGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active China ETF (JCHI) and Polen Capital Global Growth ETF (PCGG). 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.


JCHIPCGGDifference

Sharpe ratio

Return per unit of total volatility

0.42

-0.50

+0.92

Sortino ratio

Return per unit of downside risk

0.69

-0.61

+1.30

Omega ratio

Gain probability vs. loss probability

1.10

0.92

+0.17

Calmar ratio

Return relative to maximum drawdown

0.51

-0.44

+0.94

Martin ratio

Return relative to average drawdown

1.50

-1.37

+2.87

JCHI vs. PCGG - Sharpe Ratio Comparison

The current JCHI Sharpe Ratio is 0.42, which is higher than the PCGG Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of JCHI and PCGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JCHIPCGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

-0.50

+0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

-0.01

+0.19

Correlation

The correlation between JCHI and PCGG is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JCHI vs. PCGG - Dividend Comparison

JCHI's dividend yield for the trailing twelve months is around 1.91%, while PCGG has not paid dividends to shareholders.


TTM202520242023
JCHI
JPMorgan Active China ETF
1.91%1.81%2.12%2.13%
PCGG
Polen Capital Global Growth ETF
0.00%0.00%0.00%0.00%

Drawdowns

JCHI vs. PCGG - Drawdown Comparison

The maximum JCHI drawdown since its inception was -29.57%, which is greater than PCGG's maximum drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for JCHI and PCGG.


Loading graphics...

Drawdown Indicators


JCHIPCGGDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-22.66%

-6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.46%

-22.66%

+6.20%

Current Drawdown

Current decline from peak

-12.51%

-20.32%

+7.81%

Average Drawdown

Average peak-to-trough decline

-13.67%

-4.35%

-9.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

7.21%

-1.62%

Volatility

JCHI vs. PCGG - Volatility Comparison

JPMorgan Active China ETF (JCHI) and Polen Capital Global Growth ETF (PCGG) have volatilities of 6.58% and 6.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JCHIPCGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

6.31%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

11.66%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

20.80%

19.79%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.18%

16.64%

+8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.18%

16.64%

+8.54%