PCGG vs. PCLC

Last updated Jul 14, 2026

PCGG (Polen Capital Global Growth ETF) and PCLC (Polen 5Perspectives Large Growth ETF) are both exchange-traded funds - PCGG is a Global Equities fund actively managed by Polen, while PCLC is a Large Cap Growth Equities fund actively managed by Polen. Both are actively managed. A 0.70 correlation means they provide meaningful diversification when combined. PCGG charges 0.85%/yr vs 0.50%/yr for PCLC.

Performance

PCGG vs. PCLC - Performance Comparison

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

Returns By Period

PCGG

• 1D: -0.54%
• 1M: 2.17%
• 6M: -8.93%
• YTD: -7.56%
• 1Y: -6.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PCLC

• 1D: -2.40%
• 1M: -1.13%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PCGG vs. PCLC - Yearly Performance Comparison

	2026 (YTD)
PCGG Polen Capital Global Growth ETF	1.79%
PCLC Polen 5Perspectives Large Growth ETF	0.08%

Correlation

The correlation between PCGG and PCLC is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 18, 2026	0.70

Return for Risk

PCGG vs. PCLC — Risk / Return Rank

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

PCGG

PCGG Risk / Return Rank: 6
PCGG Sharpe Ratio Rank: 5
PCGG Sortino Ratio Rank: 5
PCGG Omega Ratio Rank: 5
PCGG Calmar Ratio Rank: 6
PCGG Martin Ratio Rank: 6

PCLC

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.

PCGG vs. PCLC - Risk-Adjusted Trends Comparison

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

	PCGG	PCLC	Difference
Sharpe ratio: Return per unit of total volatility	-0.44	—	—
Sortino ratio: Return per unit of downside risk	-0.50	—	—
Omega ratio: Gain probability vs. loss probability	0.94	—	—
Calmar ratio: Return relative to maximum drawdown	-0.31	—	—
Martin ratio: Return relative to average drawdown	-0.69	—	—

Drawdowns

PCGG vs. PCLC - Drawdown Comparison

The maximum PCGG drawdown since its inception was -22.66%, which is greater than PCLC's maximum drawdown of -9.52%. Use the drawdown chart below to compare losses from any high point for PCGG and PCLC.

Drawdown Indicators

	PCGG	PCLC	Difference
Max Drawdown Largest peak-to-trough decline	-22.66%	-9.52%	-13.14%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	—	—
Current Drawdown Current decline from peak	-12.18%	-6.50%	-5.68%
Average Drawdown Average peak-to-trough decline	-5.24%	-3.39%	-1.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.08%	—	—

Volatility

Volatility by Period

	PCGG	PCLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.91%	31.90%	-15.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	31.90%	-15.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.73%	31.90%	-15.17%

PCGG vs. PCLC - Expense Ratio Comparison

PCGG has a 0.85% expense ratio, which is higher than PCLC's 0.50% expense ratio.

Dividends

PCGG vs. PCLC - Dividend Comparison

Neither PCGG nor PCLC has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PCGG and PCLC in my portfolio?

PCGG and PCLC have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PCGG 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, PCGG or PCLC?

PCLC is cheaper with a 0.50% expense ratio, compared with 0.85% for PCGG.

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

PCGG and PCLC have nearly identical dividend yields, around 0.00%.

What is the main difference between PCGG and PCLC?

PCGG is categorized as Global Equities, while PCLC is Large Cap Growth Equities. Their fees differ too: 0.85% for PCGG and 0.50% for PCLC.