PCGG vs. JGLO

In the year-to-date period, PCGG achieves a -3.78% return, which is significantly lower than JGLO's -0.75% return.

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PCGG has a 0.85% expense ratio, which is higher than JGLO's 0.47% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Polen Capital Global Growth ETF (PCGG) and Jpmorgan Global Select Equity ETF (JGLO). 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 0.33, which is lower than the JGLO Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of PCGG and JGLO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PCGG has not paid dividends to shareholders, while JGLO's dividend yield for the trailing twelve months is around 2.02%.

The maximum PCGG drawdown since its inception was -20.22%, which is greater than JGLO's maximum drawdown of -16.12%. Use the drawdown chart below to compare losses from any high point for PCGG and JGLO. For additional features, visit the drawdowns tool.

Polen Capital Global Growth ETF (PCGG) has a higher volatility of 13.42% compared to Jpmorgan Global Select Equity ETF (JGLO) at 12.55%. This indicates that PCGG's price experiences larger fluctuations and is considered to be riskier than JGLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.