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PCHI vs. PCSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCHI vs. PCSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen High Income ETF (PCHI) and Polen 5Perspectives Small-Mid Growth ETF (PCSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PCHI

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

PCSG

1D
0.44%
1M
-8.67%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$47.45K$156.37K$145.02K
$6.29K$4.65K$26.46K

PCHI vs. PCSG - Yearly Performance Comparison


Correlation

The correlation between PCHI and PCSG is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 18, 2026

0.39

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Return for Risk

PCHI vs. PCSG — Risk / Return Rank

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

PCHI
PCHI Risk / Return Rank: 2121
Overall Rank
PCHI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PCHI Sortino Ratio Rank: 1717
Sortino Ratio Rank
PCHI Omega Ratio Rank: 2424
Omega Ratio Rank
PCHI Calmar Ratio Rank: 2020
Calmar Ratio Rank
PCHI Martin Ratio Rank: 2929
Martin Ratio Rank

PCSG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. PCSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen High Income ETF (PCHI) and Polen 5Perspectives Small-Mid Growth ETF (PCSG). 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.


PCHIPCSGDifference
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

PCHI vs. PCSG - Sharpe Ratio Comparison


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Drawdowns

PCHI vs. PCSG - Drawdown Comparison

The maximum PCHI drawdown since its inception was -6.41%, smaller than the maximum PCSG drawdown of -19.62%. Use the drawdown chart below to compare losses from any high point for PCHI and PCSG.


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Drawdown Indicators


PCHIPCSGDifference

Max Drawdown

Largest peak-to-trough decline

-6.41%

-19.62%

+13.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.41%

Current Drawdown

Current decline from peak

-2.74%

-15.28%

+12.54%

Average Drawdown

Average peak-to-trough decline

-0.89%

-6.34%

+5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

Volatility

PCHI vs. PCSG - Volatility Comparison


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Volatility by Period


PCHIPCSGDifference

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%

36.35%

-26.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.39%

36.35%

-26.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.39%

36.35%

-26.96%

PCHI vs. PCSG - Expense Ratio Comparison

PCHI has a 0.56% expense ratio, which is lower than PCSG's 0.60% expense ratio.


Dividends

PCHI vs. PCSG - Dividend Comparison

PCHI's dividend yield for the trailing twelve months is around 7.95%, while PCSG has not paid dividends to shareholders.


PositionTTM2025
PCHI
Polen High Income ETF
7.95%5.62%
PCSG
Polen 5Perspectives Small-Mid Growth ETF
0.00%0.00%

Frequently Asked Questions


PCHI and PCSG have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PCHI is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PCHI is cheaper with a 0.56% expense ratio, compared with 0.60% for PCSG.

PCHI has the higher dividend yield at 7.95%, compared with 0.00% for PCSG.

PCHI is categorized as High Yield Bonds, while PCSG is Mid Cap Growth Equities. Their fees differ too: 0.56% for PCHI and 0.60% for PCSG.

Portfolio Optimizer

Find the right allocation for PCHI and PCSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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