PortfoliosLab logo
PCGG vs. JCHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PCGG and JCHI 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.


Performance

PCGG vs. JCHI - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

PCGG:

0.34

JCHI:

0.31

Sortino Ratio

PCGG:

0.70

JCHI:

0.69

Omega Ratio

PCGG:

1.09

JCHI:

1.10

Calmar Ratio

PCGG:

0.39

JCHI:

0.37

Martin Ratio

PCGG:

1.39

JCHI:

0.65

Ulcer Index

PCGG:

5.63%

JCHI:

15.83%

Daily Std Dev

PCGG:

19.64%

JCHI:

32.79%

Max Drawdown

PCGG:

-20.22%

JCHI:

-29.57%

Current Drawdown

PCGG:

-5.38%

JCHI:

-13.80%

Returns By Period

In the year-to-date period, PCGG achieves a 0.21% return, which is significantly lower than JCHI's 10.65% return.


PCGG

YTD

0.21%

1M

9.99%

6M

-1.31%

1Y

6.54%

5Y*

N/A

10Y*

N/A

JCHI

YTD

10.65%

1M

8.61%

6M

10.48%

1Y

10.07%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


PCGG vs. JCHI - Expense Ratio Comparison

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


Risk-Adjusted Performance

PCGG vs. JCHI — Risk-Adjusted Performance Rank

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

PCGG
The Risk-Adjusted Performance Rank of PCGG is 4242
Overall Rank
The Sharpe Ratio Rank of PCGG is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of PCGG is 4242
Sortino Ratio Rank
The Omega Ratio Rank of PCGG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of PCGG is 4646
Calmar Ratio Rank
The Martin Ratio Rank of PCGG is 4343
Martin Ratio Rank

JCHI
The Risk-Adjusted Performance Rank of JCHI is 3838
Overall Rank
The Sharpe Ratio Rank of JCHI is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of JCHI is 4141
Sortino Ratio Rank
The Omega Ratio Rank of JCHI is 4242
Omega Ratio Rank
The Calmar Ratio Rank of JCHI is 4545
Calmar Ratio Rank
The Martin Ratio Rank of JCHI is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PCGG vs. JCHI - Risk-Adjusted Performance Comparison

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


The current PCGG Sharpe Ratio is 0.34, which is comparable to the JCHI Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of PCGG and JCHI, 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 data...

Dividends

PCGG vs. JCHI - Dividend Comparison

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


TTM20242023
PCGG
Polen Capital Global Growth ETF
0.00%0.00%0.00%
JCHI
JPMorgan Active China ETF
1.91%2.12%2.13%

Drawdowns

PCGG vs. JCHI - Drawdown Comparison

The maximum PCGG drawdown since its inception was -20.22%, smaller than the maximum JCHI drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for PCGG and JCHI. For additional features, visit the drawdowns tool.


Loading data...

Volatility

PCGG vs. JCHI - Volatility Comparison

Polen Capital Global Growth ETF (PCGG) has a higher volatility of 6.30% compared to JPMorgan Active China ETF (JCHI) at 5.92%. This indicates that PCGG's price experiences larger fluctuations and is considered to be riskier than JCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...