PCFI vs. PCLG

Last updated Jul 4, 2026

PCFI (Polen Floating Rate Income ETF) and PCLG (Polen Focus Growth ETF) are both exchange-traded funds - PCFI is a Bank Loan fund actively managed by Polen, while PCLG is a Large Cap Growth Equities fund actively managed by Polen. Both are actively managed. At a 0.28 correlation, their price movements are largely independent. Both charge a 0.49% expense ratio.

Performance

PCFI vs. PCLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Floating Rate Income ETF (PCFI) and Polen Focus Growth ETF (PCLG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PCFI achieves a 0.97% return, which is significantly higher than PCLG's -11.59% return.

PCFI

• 1D: 0.07%
• 1M: 1.43%
• 6M: 0.97%
• YTD: 0.97%
• 1Y: 0.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PCLG

• 1D: -0.18%
• 1M: -5.24%
• 6M: -10.49%
• YTD: -11.59%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PCFI vs. PCLG - Yearly Performance Comparison

	2026 (YTD)	2025
PCFI Polen Floating Rate Income ETF	0.97%	-0.76%
PCLG Polen Focus Growth ETF	-11.59%	-0.45%

Correlation

The correlation between PCFI and PCLG is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025	0.28

Return for Risk

PCFI vs. PCLG — Risk / Return Rank

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

PCFI

PCFI Risk / Return Rank: 9
PCFI Sharpe Ratio Rank: 10
PCFI Sortino Ratio Rank: 9
PCFI Omega Ratio Rank: 9
PCFI Calmar Ratio Rank: 10
PCFI Martin Ratio Rank: 10

PCLG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

PCFI vs. PCLG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Floating Rate Income ETF (PCFI) 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.

	PCFI	PCLG	Difference
Sharpe ratio: Return per unit of total volatility	0.05	—	—
Sortino ratio: Return per unit of downside risk	0.10	—	—
Omega ratio: Gain probability vs. loss probability	1.01	—	—
Calmar ratio: Return relative to maximum drawdown	0.07	—	—
Martin ratio: Return relative to average drawdown	0.13	—	—

Drawdowns

PCFI vs. PCLG - Drawdown Comparison

The maximum PCFI drawdown since its inception was -4.01%, smaller than the maximum PCLG drawdown of -23.78%. Use the drawdown chart below to compare losses from any high point for PCFI and PCLG.

Drawdown Indicators

	PCFI	PCLG	Difference
Max Drawdown Largest peak-to-trough decline	-4.01%	-23.78%	+19.77%
Max Drawdown (1Y) Largest decline over 1 year	-4.01%	—	—
Current Drawdown Current decline from peak	-1.53%	-15.47%	+13.94%
Average Drawdown Average peak-to-trough decline	-1.78%	-10.19%	+8.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	—	—

Volatility

Volatility by Period

	PCFI	PCLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.93%	17.96%	-12.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.17%	17.96%	-10.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.17%	17.96%	-10.79%

PCFI vs. PCLG - Expense Ratio Comparison

Both PCFI and PCLG have an expense ratio of 0.49%.

Dividends

PCFI vs. PCLG - Dividend Comparison

PCFI's dividend yield for the trailing twelve months is around 9.59%, more than PCLG's 0.04% yield.

Position	TTM	2025
PCFI Polen Floating Rate Income ETF	9.59%	7.83%
PCLG Polen Focus Growth ETF	0.04%	0.03%

Frequently Asked Questions

Can I hold both PCFI and PCLG in my portfolio?

PCFI and PCLG have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PCFI or PCLG?

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PCFI or PCLG?

PCFI and PCLG have the same expense ratio: 0.49% per year.

Which ETF pays a higher dividend yield, PCFI or PCLG?

PCFI has the higher dividend yield at 9.59%, compared with 0.04% for PCLG.

What is the main difference between PCFI and PCLG?

PCFI is categorized as Bank Loan, while PCLG is Large Cap Growth Equities.