PCCE vs. PCLC

Last updated Aug 4, 2026

PCCE (Polen Capital China Growth ETF) and PCLC (Polen 5Perspectives Large Growth ETF) are both exchange-traded funds - PCCE is a China Equities fund actively managed by Polen, while PCLC is a Large Cap Growth Equities fund actively managed by Polen. Both are actively managed. Their 0.54 correlation means they have sometimes moved together and sometimes differently. PCCE charges 1.00%/yr vs 0.50%/yr for PCLC.

Performance

PCCE vs. PCLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Capital China Growth ETF (PCCE) and Polen 5Perspectives Large Growth ETF (PCLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PCCE

• 1D: -0.28%
• 1M: 2.90%
• 6M: -5.93%
• YTD: -3.59%
• 1Y: 1.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.15%

PCLC

• 1D: 2.70%
• 1M: -2.08%
• 6M: —
• YTD: —
• 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)
PCCE Polen Capital China Growth ETF	$4.55K	$4.12K	$4.24K
PCLC Polen 5Perspectives Large Growth ETF	$5.53K	$6.71K	$11.47K

PCCE vs. PCLC - Yearly Performance Comparison

	2026 (YTD)
PCCE Polen Capital China Growth ETF	-3.84%
PCLC Polen 5Perspectives Large Growth ETF	-1.02%

Correlation

The correlation between PCCE and PCLC is 0.54, 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 May 18, 2026	0.54

Return for Risk

PCCE vs. PCLC — Risk / Return Rank

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

PCCE

PCCE Risk / Return Rank: 12
PCCE Sharpe Ratio Rank: 12
PCCE Sortino Ratio Rank: 12
PCCE Omega Ratio Rank: 11
PCCE Calmar Ratio Rank: 11
PCCE Martin Ratio Rank: 12

PCLC

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.

PCCE vs. PCLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Capital China Growth ETF (PCCE) and Polen 5Perspectives Large Growth ETF (PCLC). 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.

	PCCE	PCLC	Difference
Sharpe ratio: Return per unit of total volatility	0.07	—	—
Sortino ratio: Return per unit of downside risk	0.23	—	—
Omega ratio: Gain probability vs. loss probability	1.03	—	—
Calmar ratio: Return relative to maximum drawdown	0.08	—	—
Martin ratio: Return relative to average drawdown	0.14	—	—

Drawdowns

PCCE vs. PCLC - Drawdown Comparison

The maximum PCCE drawdown since its inception was -26.38%, which is greater than PCLC's maximum drawdown of -14.96%. Use the drawdown chart below to compare losses from any high point for PCCE and PCLC.

Drawdown Indicators

	PCCE	PCLC	Difference
Max Drawdown Largest peak-to-trough decline	-26.38%	-14.96%	-11.42%
Max Drawdown (1Y) Largest decline over 1 year	-16.59%	—	—
Current Drawdown Current decline from peak	-12.02%	-7.53%	-4.49%
Average Drawdown Average peak-to-trough decline	-10.18%	-4.99%	-5.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.09%	—	—

Volatility

Volatility by Period

	PCCE	PCLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.98%	32.64%	-12.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.88%	32.64%	-6.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.88%	32.64%	-6.76%

PCCE vs. PCLC - Expense Ratio Comparison

PCCE has a 1.00% expense ratio, which is higher than PCLC's 0.50% expense ratio.

Dividends

PCCE vs. PCLC - Dividend Comparison

PCCE's dividend yield for the trailing twelve months is around 2.37%, while PCLC has not paid dividends to shareholders.

Position	TTM	2025	2024
PCCE Polen Capital China Growth ETF	2.37%	2.29%	1.95%
PCLC Polen 5Perspectives Large Growth ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PCCE and PCLC in my portfolio?

PCCE and PCLC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PCCE or PCLC?

On fees, PCLC is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PCCE or PCLC?

PCLC is cheaper with a 0.50% expense ratio, compared with 1.00% for PCCE.

Which ETF pays a higher dividend yield, PCCE or PCLC?

PCCE has the higher dividend yield at 2.37%, compared with 0.00% for PCLC.

What is the main difference between PCCE and PCLC?

PCCE is categorized as China Equities, while PCLC is Large Cap Growth Equities. Their fees differ too: 1.00% for PCCE and 0.50% for PCLC.