PCGG vs. PCLG

Last updated Jun 4, 2026

PCGG (Polen Capital Global Growth ETF) and PCLG (Polen Focus Growth ETF) are both exchange-traded funds - PCGG is a Global Equities fund actively managed by Polen, while PCLG is a Large Cap Growth Equities fund actively managed by Polen. Both are actively managed. Their correlation of 0.92 suggests significant overlap in exposure. PCGG charges 0.85%/yr vs 0.49%/yr for PCLG.

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.

Returns By Period

The year-to-date returns for both investments are quite close, with PCGG having a -6.93% return and PCLG slightly higher at -6.70%.

PCGG

• 1D: -1.46%
• 1M: 1.53%
• YTD: -6.93%
• 6M: -6.74%
• 1Y: -5.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PCLG

• 1D: -1.68%
• 1M: 2.51%
• YTD: -6.70%
• 6M: -7.08%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PCGG vs. PCLG - Yearly Performance Comparison

	2026 (YTD)	2025
PCGG Polen Capital Global Growth ETF	-6.93%	-2.61%
PCLG Polen Focus Growth ETF	-6.70%	-1.09%

Correlation

The correlation between PCGG and PCLG is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025	0.92

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: 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

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	-0.38	—	—
Sortino ratio Return per unit of downside risk	-0.43	—	—
Omega ratio Gain probability vs. loss probability	0.95	—	—
Calmar ratio Return relative to maximum drawdown	-0.26	—	—
Martin ratio Return relative to average drawdown	-0.64	—	—
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	-0.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	-0.64	+0.86

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	-11.59%	-10.80%	-0.79%
Average Drawdown Average peak-to-trough decline	-4.95%	-9.68%	+4.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.13%	—	—

Volatility

Volatility by Period

	PCGG	PCLG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.80%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.06%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.27%	17.74%	-2.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	17.74%	-1.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	17.74%	-1.10%

PCGG vs. PCLG - Expense Ratio Comparison

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

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%.

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

Frequently Asked Questions

Can I hold both PCGG and PCLG in my portfolio?

With a correlation of 0.92, PCGG and PCLG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, PCGG or PCLG?

On fees, PCLG is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PCGG or PCLG?

PCLG is cheaper with a 0.49% expense ratio, compared with 0.85% for PCGG.

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

PCLG has the higher dividend yield at 0.04%, compared with 0.00% for PCGG.

What is the main difference between PCGG and PCLG?

PCGG is categorized as Global Equities, while PCLG is Large Cap Growth Equities. Their fees differ too: 0.85% for PCGG and 0.49% for PCLG.