PCGG vs. VEGA

Last updated Jun 4, 2026

PCGG (Polen Capital Global Growth ETF) and VEGA (AdvisorShares STAR Global Buy-Write ETF) are both Global Equities funds. Both are actively managed. Over the past year, PCGG returned -5.83% vs 18.86% for VEGA. A 0.74 correlation means they provide meaningful diversification when combined. PCGG charges 0.85%/yr vs 2.02%/yr for VEGA.

Performance

PCGG vs. VEGA - Performance Comparison

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

Returns By Period

In the year-to-date period, PCGG achieves a -6.93% return, which is significantly lower than VEGA's 7.10% return.

PCGG

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

VEGA

• 1D: -0.52%
• 1M: 3.04%
• YTD: 7.10%
• 6M: 6.87%
• 1Y: 18.86%
• 3Y*: 13.94%
• 5Y*: 7.25%
• 10Y*: 7.95%

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

PCGG vs. VEGA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PCGG Polen Capital Global Growth ETF	-6.93%	1.62%	12.40%	4.01%
VEGA AdvisorShares STAR Global Buy-Write ETF	7.10%	15.83%	11.20%	5.32%

Correlation

The correlation between PCGG and VEGA is 0.76, 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	0.76
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023	0.74

The correlation between PCGG and VEGA has been stable across timeframes, ranging from 0.74 to 0.76 - a consistent structural relationship.

PCGG vs. VEGA - Sectors Allocation Comparison

Sectors	PCGG	VEGA
Technology	40.1%	31.7%
Financial Services	17.5%	14.6%
Communication Services	15.8%	9.3%
Healthcare	13.0%	8.4%
Consumer Cyclical	9.4%	10.1%
Consumer Defensive	2.3%	4.6%
Real Estate	2.0%	1.8%
Basic Materials	-	2.6%
Energy	-	3.5%
Industrials	-	10.8%
Utilities	-	2.6%

Return for Risk

PCGG vs. VEGA — 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

VEGA

VEGA Risk / Return Rank: 63
VEGA Sharpe Ratio Rank: 63
VEGA Sortino Ratio Rank: 64
VEGA Omega Ratio Rank: 64
VEGA Calmar Ratio Rank: 56
VEGA Martin Ratio Rank: 68

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. VEGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Capital Global Growth ETF (PCGG) and AdvisorShares STAR Global Buy-Write ETF (VEGA). 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	VEGA	Difference
Sharpe ratio: Return per unit of total volatility	-0.38	2.09	-2.47
Sortino ratio: Return per unit of downside risk	-0.43	2.96	-3.39
Omega ratio: Gain probability vs. loss probability	0.95	1.39	-0.44
Calmar ratio: Return relative to maximum drawdown	-0.26	2.76	-3.02
Martin ratio: Return relative to average drawdown	-0.64	12.41	-13.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PCGG vs. VEGA - Sharpe Ratio Comparison

The current PCGG Sharpe Ratio is -0.38, which is lower than the VEGA Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of PCGG and VEGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PCGG	VEGA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.38	2.09	-2.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.53	-0.30

Drawdowns

PCGG vs. VEGA - Drawdown Comparison

The maximum PCGG drawdown since its inception was -22.66%, smaller than the maximum VEGA drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for PCGG and VEGA.

Drawdown Indicators

	PCGG	VEGA	Difference
Max Drawdown Largest peak-to-trough decline	-22.66%	-28.37%	+5.71%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	-6.86%	-15.80%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.62%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.78%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.37%	—
Current Drawdown Current decline from peak	-11.59%	-0.52%	-11.07%
Average Drawdown Average peak-to-trough decline	-4.95%	-3.79%	-1.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.13%	1.52%	+7.61%

Volatility

PCGG vs. VEGA - Volatility Comparison

Polen Capital Global Growth ETF (PCGG) has a higher volatility of 3.80% compared to AdvisorShares STAR Global Buy-Write ETF (VEGA) at 2.71%. This indicates that PCGG's price experiences larger fluctuations and is considered to be riskier than VEGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PCGG	VEGA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.80%	2.71%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	12.06%	7.45%	+4.61%
Volatility (1Y) Calculated over the trailing 1-year period	15.27%	9.06%	+6.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	12.29%	+4.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	12.70%	+3.94%

PCGG vs. VEGA - Expense Ratio Comparison

PCGG has a 0.85% expense ratio, which is lower than VEGA's 2.02% expense ratio.

Dividends

PCGG vs. VEGA - Dividend Comparison

PCGG has not paid dividends to shareholders, while VEGA's dividend yield for the trailing twelve months is around 1.25%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PCGG Polen Capital Global Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEGA AdvisorShares STAR Global Buy-Write ETF	1.25%	1.34%	1.05%	1.12%	1.89%	0.55%	0.28%	0.44%	0.45%	0.00%	0.81%

Frequently Asked Questions

Can I hold both PCGG and VEGA in my portfolio?

PCGG and VEGA have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PCGG or VEGA?

PCGG has higher volatility (3.80%) compared to VEGA (2.71%). In terms of maximum drawdown, PCGG dropped -22.66% vs VEGA's -28.37%.

Which ETF is better, PCGG or VEGA?

On 1-year performance, VEGA leads with 18.86% vs -5.83% for PCGG. On fees, PCGG is cheaper at 0.85% per year. On volatility, VEGA has been the lower-risk option at 2.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PCGG or VEGA?

Over the 1-year period, VEGA has performed better with a 18.86% return vs -5.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PCGG or VEGA?

PCGG is cheaper with a 0.85% expense ratio, compared with 2.02% for VEGA.

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

VEGA has the higher dividend yield at 1.25%, compared with 0.00% for PCGG.

What is the main difference between PCGG and VEGA?

They also come from different issuers: Polen and AdvisorShares. Their fees differ too: 0.85% for PCGG and 2.02% for VEGA.

Which has better risk-adjusted returns?

VEGA currently has the higher Sharpe Ratio (2.09 vs -0.38), 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.