PCHI vs. PCLG
PCHI (Polen High Income ETF) and PCLG (Polen Focus Growth ETF) are both exchange-traded funds - PCHI is a High Yield Bonds fund actively managed by Polen, while PCLG is a Large Cap Growth Equities fund actively managed by Polen. Both are actively managed. Their 0.44 correlation means their historical movements had little consistent relationship. PCHI charges 0.56%/yr vs 0.49%/yr for PCLG.
Performance
PCHI vs. PCLG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PCHI achieves a 0.68% return, which is significantly higher than PCLG's -10.48% return.
PCHI
- 1D
- 0.12%
- 1M
- -0.70%
- 6M
- -0.16%
- YTD
- 0.68%
- 1Y
- 3.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.34%
PCLG
- 1D
- 1.56%
- 1M
- 1.26%
- 6M
- -5.05%
- YTD
- -10.48%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $47.45K | $156.37K | $145.02K | |
| $245.51K | $362.92K | $565.57K |
PCHI vs. PCLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PCHI Polen High Income ETF | 0.68% | 0.71% |
PCLG Polen Focus Growth ETF | -10.48% | -0.45% |
Correlation
The correlation between PCHI and PCLG is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.44 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PCHI vs. PCLG — Risk / Return Rank
PCHI
PCLG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PCHI vs. PCLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen High Income ETF (PCHI) 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.
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 | PCLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.11 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | — | — |
| Martin ratioReturn relative to average drawdown | 2.54 | — | — |
Loading charts...
Drawdowns
PCHI vs. PCLG - Drawdown Comparison
The maximum PCHI drawdown since its inception was -6.41%, smaller than the maximum PCLG drawdown of -23.78%. Use the drawdown chart below to compare losses from any high point for PCHI and PCLG.
Loading charts...
Drawdown Indicators
| PCHI | PCLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.41% | -23.78% | +17.37% |
Max Drawdown (1Y)Largest decline over 1 year | -6.41% | — | — |
Current DrawdownCurrent decline from peak | -2.74% | -14.41% | +11.67% |
Average DrawdownAverage peak-to-trough decline | -0.89% | -10.73% | +9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | — | — |
Volatility
PCHI vs. PCLG - Volatility Comparison
Loading charts...
Volatility by Period
| PCHI | PCLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.10% | 17.93% | -7.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.39% | 17.93% | -8.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.39% | 17.93% | -8.54% |
PCHI vs. PCLG - Expense Ratio Comparison
PCHI has a 0.56% expense ratio, which is higher than PCLG's 0.49% expense ratio.
Dividends
PCHI vs. PCLG - Dividend Comparison
PCHI's dividend yield for the trailing twelve months is around 7.95%, more than PCLG's 0.04% yield.
| Position | TTM | 2025 |
|---|---|---|
PCHI Polen High Income ETF | 7.95% | 5.62% |
PCLG Polen Focus Growth ETF | 0.04% | 0.03% |
Frequently Asked Questions
PCHI and PCLG have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
PCLG is cheaper with a 0.49% expense ratio, compared with 0.56% for PCHI.
PCHI has the higher dividend yield at 7.95%, compared with 0.04% for PCLG.
PCHI is categorized as High Yield Bonds, while PCLG is Large Cap Growth Equities. Their fees differ too: 0.56% for PCHI and 0.49% for PCLG.
Find the right allocation for PCHI and PCLG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer