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PCGG vs. JGLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCGG vs. JGLO - Performance Comparison

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

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Returns By Period

In the year-to-date period, PCGG achieves a -5.56% return, which is significantly lower than JGLO's 5.88% return.


PCGG

1D
-0.93%
1M
2.68%
YTD
-5.56%
6M
-5.24%
1Y
-4.12%
3Y*
5Y*
10Y*

JGLO

1D
0.08%
1M
2.33%
YTD
5.88%
6M
7.00%
1Y
17.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCGG vs. JGLO - Yearly Performance Comparison


2026 (YTD)202520242023
PCGG
Polen Capital Global Growth ETF
-5.56%1.62%12.40%4.69%
JGLO
Jpmorgan Global Select Equity ETF
5.88%14.07%17.00%8.01%

Correlation

The correlation between PCGG and JGLO is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.80

The correlation between PCGG and JGLO has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

PCGG vs. JGLO - Sectors Allocation Comparison


Sectors
PCGG
JGLO

Technology

40.1%
28.4%

Financial Services

17.5%
19.1%

Communication Services

15.8%
8.4%

Healthcare

13.0%
8.6%

Consumer Cyclical

9.4%
15.1%

Consumer Defensive

2.3%
2.5%

Real Estate

2.0%
1.3%

Basic Materials

-

1.7%

Energy

-

4.3%

Industrials

-

7.7%

Utilities

-

2.8%

Technology

PCGG
40.1%
JGLO
28.4%

Financial Services

PCGG
17.5%
JGLO
19.1%

Communication Services

PCGG
15.8%
JGLO
8.4%

Healthcare

PCGG
13.0%
JGLO
8.6%

Consumer Cyclical

PCGG
9.4%
JGLO
15.1%

Consumer Defensive

PCGG
2.3%
JGLO
2.5%

Real Estate

PCGG
2.0%
JGLO
1.3%

Basic Materials

PCGG

-

JGLO
1.7%

Energy

PCGG

-

JGLO
4.3%

Industrials

PCGG

-

JGLO
7.7%

Utilities

PCGG

-

JGLO
2.8%

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Return for Risk

PCGG vs. JGLO — Risk / Return Rank

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

PCGG
PCGG Risk / Return Rank: 66
Overall Rank
PCGG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PCGG Sortino Ratio Rank: 66
Sortino Ratio Rank
PCGG Omega Ratio Rank: 66
Omega Ratio Rank
PCGG Calmar Ratio Rank: 77
Calmar Ratio Rank
PCGG Martin Ratio Rank: 77
Martin Ratio Rank

JGLO
JGLO Risk / Return Rank: 4242
Overall Rank
JGLO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
JGLO Sortino Ratio Rank: 4141
Sortino Ratio Rank
JGLO Omega Ratio Rank: 4141
Omega Ratio Rank
JGLO Calmar Ratio Rank: 3737
Calmar Ratio Rank
JGLO Martin Ratio Rank: 4646
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.

PCGG vs. JGLO - Risk-Adjusted Trends Comparison

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.


PCGGJGLODifference

Sharpe ratio

Return per unit of total volatility

-0.27

1.49

-1.76

Sortino ratio

Return per unit of downside risk

-0.27

2.12

-2.39

Omega ratio

Gain probability vs. loss probability

0.97

1.27

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.18

1.89

-2.07

Martin ratio

Return relative to average drawdown

-0.44

7.74

-8.19

PCGG vs. JGLO - Sharpe Ratio Comparison

The current PCGG Sharpe Ratio is -0.27, which is lower than the JGLO Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of PCGG and JGLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PCGGJGLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

1.49

-1.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.21

-0.95

Drawdowns

PCGG vs. JGLO - Drawdown Comparison

The maximum PCGG drawdown since its inception was -22.66%, 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.


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Drawdown Indicators


PCGGJGLODifference

Max Drawdown

Largest peak-to-trough decline

-22.66%

-16.12%

-6.54%

Max Drawdown (1Y)

Largest decline over 1 year

-22.66%

-9.47%

-13.19%

Current Drawdown

Current decline from peak

-10.28%

0.00%

-10.28%

Average Drawdown

Average peak-to-trough decline

-4.94%

-1.89%

-3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.10%

2.32%

+6.78%

Volatility

PCGG vs. JGLO - Volatility Comparison

Polen Capital Global Growth ETF (PCGG) has a higher volatility of 3.47% compared to Jpmorgan Global Select Equity ETF (JGLO) at 3.06%. 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.


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Volatility by Period


PCGGJGLODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

3.06%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

8.97%

+3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.20%

11.56%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

14.04%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

14.04%

+2.58%

PCGG vs. JGLO - Expense Ratio Comparison

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


Dividends

PCGG vs. JGLO - Dividend Comparison

PCGG has not paid dividends to shareholders, while JGLO's dividend yield for the trailing twelve months is around 1.13%.


PositionTTM202520242023
JGLO
Jpmorgan Global Select Equity ETF
1.13%1.20%2.00%0.32%
PCGG
Polen Capital Global Growth ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


PCGG and JGLO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCGG has higher volatility (3.47%) compared to JGLO (3.06%). In terms of maximum drawdown, PCGG dropped -22.66% vs JGLO's -16.12%.

On 1-year performance, JGLO leads with 17.11% vs -4.12% for PCGG. On fees, JGLO is cheaper at 0.47% per year. On volatility, JGLO has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JGLO has performed better with a 17.11% return vs -4.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JGLO is cheaper with a 0.47% expense ratio, compared with 0.85% for PCGG.

JGLO has the higher dividend yield at 1.13%, compared with 0.00% for PCGG.

They also come from different issuers: Polen and JPMorgan. Their fees differ too: 0.85% for PCGG and 0.47% for JGLO.

JGLO currently has the higher Sharpe Ratio (1.49 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PCGG and JGLO

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