PCHI vs. IDVZ

Last updated Aug 2, 2026

PCHI (Polen High Income ETF) and IDVZ (Polen International Dividend Income ETF) are both exchange-traded funds - PCHI is a High Yield Bonds fund actively managed by Polen, while IDVZ is a Foreign Large Cap Equities fund actively managed by Polen. Both are actively managed. Over the past year, PCHI returned 3.16% vs 26.35% for IDVZ. Their 0.34 correlation means their historical movements had little consistent relationship. PCHI charges 0.56%/yr vs 0.75%/yr for IDVZ.

Performance

PCHI vs. IDVZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen High Income ETF (PCHI) and Polen International Dividend Income ETF (IDVZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PCHI achieves a 0.68% return, which is significantly lower than IDVZ's 11.94% return.

PCHI

• 1D: 0.12%
• 1M: -0.70%
• 6M: -0.16%
• YTD: 0.68%
• 1Y: 3.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.34%

IDVZ

• 1D: -0.85%
• 1M: 1.95%
• 6M: 5.16%
• YTD: 11.94%
• 1Y: 26.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 27.08%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IDVZ Polen International Dividend Income ETF	$667.67K	$1.41M	$1.02M
PCHI Polen High Income ETF	$47.45K	$156.37K	$145.02K

PCHI vs. IDVZ - Yearly Performance Comparison

	2026 (YTD)	2025
PCHI Polen High Income ETF	0.68%	5.19%
IDVZ Polen International Dividend Income ETF	11.94%	18.96%

Correlation

The correlation between PCHI and IDVZ is 0.38, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.38
Correlation (All Time) Calculated using the full available price history since Mar 25, 2025	0.34

Return for Risk

PCHI vs. IDVZ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PCHI

PCHI Risk / Return Rank: 21
PCHI Sharpe Ratio Rank: 18
PCHI Sortino Ratio Rank: 17
PCHI Omega Ratio Rank: 24
PCHI Calmar Ratio Rank: 20
PCHI Martin Ratio Rank: 29

IDVZ

IDVZ Risk / Return Rank: 85
IDVZ Sharpe Ratio Rank: 88
IDVZ Sortino Ratio Rank: 87
IDVZ Omega Ratio Rank: 88
IDVZ Calmar Ratio Rank: 78
IDVZ Martin Ratio Rank: 82

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PCHI vs. IDVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen High Income ETF (PCHI) and Polen International Dividend Income ETF (IDVZ). 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.

	PCHI	IDVZ	Difference
Sharpe ratio: Return per unit of total volatility	0.31	2.16	-1.85
Sortino ratio: Return per unit of downside risk	0.51	2.98	-2.47
Omega ratio: Gain probability vs. loss probability	1.11	1.39	-0.29
Calmar ratio: Return relative to maximum drawdown	0.48	2.82	-2.34
Martin ratio: Return relative to average drawdown	2.54	11.00	-8.46

PCHI vs. IDVZ - Sharpe Ratio Comparison

The current PCHI Sharpe Ratio is 0.31, which is lower than the IDVZ Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of PCHI and IDVZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PCHI vs. IDVZ - Drawdown Comparison

The maximum PCHI drawdown since its inception was -6.41%, smaller than the maximum IDVZ drawdown of -10.99%. Use the drawdown chart below to compare losses from any high point for PCHI and IDVZ.

Drawdown Indicators

	PCHI	IDVZ	Difference
Max Drawdown Largest peak-to-trough decline	-6.41%	-10.99%	+4.58%
Max Drawdown (1Y) Largest decline over 1 year	-6.41%	-9.35%	+2.94%
Current Drawdown Current decline from peak	-2.74%	-0.85%	-1.89%
Average Drawdown Average peak-to-trough decline	-0.89%	-1.44%	+0.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.22%	2.40%	-1.18%

Volatility

PCHI vs. IDVZ - Volatility Comparison

Polen High Income ETF (PCHI) has a higher volatility of 3.96% compared to Polen International Dividend Income ETF (IDVZ) at 2.90%. This indicates that PCHI's price experiences larger fluctuations and is considered to be riskier than IDVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PCHI	IDVZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	2.90%	+1.06%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	10.13%	-0.38%
Volatility (1Y) Calculated over the trailing 1-year period	10.10%	12.28%	-2.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.39%	14.26%	-4.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.39%	14.26%	-4.87%

PCHI vs. IDVZ - Expense Ratio Comparison

PCHI has a 0.56% expense ratio, which is lower than IDVZ's 0.75% expense ratio.

Dividends

PCHI vs. IDVZ - Dividend Comparison

PCHI's dividend yield for the trailing twelve months is around 7.95%, more than IDVZ's 2.86% yield.

Position	TTM	2025
IDVZ Polen International Dividend Income ETF	2.86%	2.88%
PCHI Polen High Income ETF	7.95%	5.62%

Frequently Asked Questions

Can I hold both PCHI and IDVZ in my portfolio?

PCHI and IDVZ have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PCHI or IDVZ?

PCHI has higher volatility (3.96%) compared to IDVZ (2.90%). In terms of maximum drawdown, PCHI dropped -6.41% vs IDVZ's -10.99%.

Which ETF is better, PCHI or IDVZ?

On 1-year performance, IDVZ leads with 26.35% vs 3.16% for PCHI. On fees, PCHI is cheaper at 0.56% per year. On volatility, IDVZ has been the lower-risk option at 2.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PCHI or IDVZ?

Over the 1-year period, IDVZ has performed better with a 26.35% return vs 3.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PCHI or IDVZ?

PCHI is cheaper with a 0.56% expense ratio, compared with 0.75% for IDVZ.

Which ETF pays a higher dividend yield, PCHI or IDVZ?

PCHI has the higher dividend yield at 7.95%, compared with 2.86% for IDVZ.

What is the main difference between PCHI and IDVZ?

PCHI is categorized as High Yield Bonds, while IDVZ is Foreign Large Cap Equities. Their fees differ too: 0.56% for PCHI and 0.75% for IDVZ.

Which has better risk-adjusted returns?

IDVZ currently has the higher Sharpe Ratio (2.16 vs 0.31), 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.