PCGG vs. PCLG

Last updated Apr 1, 2026

Compare and contrast key facts about Polen Capital Global Growth ETF (PCGG) and Polen Focus Growth ETF (PCLG).

PCGG and PCLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PCGG is an actively managed fund by Polen. It was launched on Aug 29, 2023. PCLG is an actively managed fund by Polen. It was launched on Sep 29, 2025.

Performance

PCGG vs. PCLG - Performance Comparison

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

PCGG vs. PCLG - Yearly Performance Comparison

	2026 (YTD)	2025
PCGG Polen Capital Global Growth ETF	-16.12%	-2.61%
PCLG Polen Focus Growth ETF	-17.33%	-1.09%

Returns By Period

In the year-to-date period, PCGG achieves a -16.12% return, which is significantly higher than PCLG's -17.33% return.

PCGG

• 1D: 2.93%
• 1M: -7.21%
• YTD: -16.12%
• 6M: -18.32%
• 1Y: -9.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PCLG

• 1D: 2.82%
• 1M: -5.61%
• YTD: -17.33%
• 6M: -18.23%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PCGG vs. PCLG - Expense Ratio Comparison

PCGG has a 0.85% expense ratio, which is higher than PCLG's 0.49% expense ratio.

PCGG

Polen Capital Global Growth ETF

PCLG

Polen Focus Growth ETF

Return for Risk

PCGG vs. PCLG — Risk / Return Rank

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

PCGG

PCGG Risk / Return Rank: 3
PCGG Sharpe Ratio Rank: 4
PCGG Sortino Ratio Rank: 3
PCGG Omega Ratio Rank: 3
PCGG Calmar Ratio Rank: 5
PCGG Martin Ratio Rank: 2

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. PCLG - Risk-Adjusted Trends Comparison

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

	PCGG	PCLG	Difference
Sharpe ratio Return per unit of total volatility	-0.50	—	—
Sortino ratio Return per unit of downside risk	-0.61	—	—
Omega ratio Gain probability vs. loss probability	0.92	—	—
Calmar ratio Return relative to maximum drawdown	-0.44	—	—
Martin ratio Return relative to average drawdown	-1.37	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PCGG	PCLG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	-1.93	+1.92

Correlation

The correlation between PCGG and PCLG is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

PCGG vs. PCLG - Dividend Comparison

PCGG has not paid dividends to shareholders, while PCLG's dividend yield for the trailing twelve months is around 0.04%.

	TTM	2025
PCGG Polen Capital Global Growth ETF	0.00%	0.00%
PCLG Polen Focus Growth ETF	0.04%	0.03%

Drawdowns

PCGG vs. PCLG - Drawdown Comparison

The maximum PCGG drawdown since its inception was -22.66%, roughly equal to the maximum PCLG drawdown of -23.78%. Use the drawdown chart below to compare losses from any high point for PCGG and PCLG.

Drawdown Indicators

	PCGG	PCLG	Difference
Max Drawdown Largest peak-to-trough decline	-22.66%	-23.78%	+1.12%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	—	—
Current Drawdown Current decline from peak	-20.32%	-20.96%	+0.64%
Average Drawdown Average peak-to-trough decline	-4.35%	-8.08%	+3.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.21%	—	—

Volatility

Volatility by Period

	PCGG	PCLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.79%	17.38%	+2.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	17.38%	-0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	17.38%	-0.74%