PCIG vs. FAAR
PCIG (Polen Capital International Growth ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - PCIG is a Foreign Large Cap Equities fund actively managed by Polen, while FAAR is a Commodities fund actively managed by First Trust. Both are actively managed. Over the past year, PCIG returned -6.53% vs 26.86% for FAAR. At a correlation of -0.06, they often move in opposite directions. PCIG charges 0.85%/yr vs 0.95%/yr for FAAR.
Performance
PCIG vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, PCIG achieves a -3.84% return, which is significantly lower than FAAR's 20.23% return.
PCIG
- 1D
- -0.73%
- 1M
- 4.10%
- YTD
- -3.84%
- 6M
- -4.33%
- 1Y
- -6.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FAAR
- 1D
- -0.05%
- 1M
- -4.34%
- YTD
- 20.23%
- 6M
- 19.92%
- 1Y
- 26.86%
- 3Y*
- 10.91%
- 5Y*
- 7.89%
- 10Y*
- 4.79%
PCIG vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PCIG Polen Capital International Growth ETF | -3.84% | -0.02% | -8.47% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 20.23% | 8.07% | 1.37% |
Correlation
The correlation between PCIG and FAAR is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2024 | -0.06 |
The correlation between PCIG and FAAR shifts across timeframes, from -0.16 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PCIG vs. FAAR — Risk / Return Rank
PCIG
FAAR
PCIG vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen Capital International Growth ETF (PCIG) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
| PCIG | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.35 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 4.75 | -5.05 |
| Martin ratioReturn relative to average drawdown | -0.67 | 14.70 | -15.37 |
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Drawdowns
PCIG vs. FAAR - Drawdown Comparison
The maximum PCIG drawdown since its inception was -23.40%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for PCIG and FAAR.
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Drawdown Indicators
| PCIG | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.40% | -18.03% | -5.37% |
Max Drawdown (1Y)Largest decline over 1 year | -21.65% | -5.68% | -15.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.54% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -12.96% | -5.43% | -7.53% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -7.82% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.78% | 1.89% | +7.89% |
Volatility
PCIG vs. FAAR - Volatility Comparison
Polen Capital International Growth ETF (PCIG) has a higher volatility of 6.74% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.47%. This indicates that PCIG's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PCIG | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.74% | 2.47% | +4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 9.68% | +6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.11% | 13.37% | +5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.22% | 12.95% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 11.53% | +6.69% |
PCIG vs. FAAR - Expense Ratio Comparison
PCIG has a 0.85% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
PCIG vs. FAAR - Dividend Comparison
PCIG's dividend yield for the trailing twelve months is around 0.15%, less than FAAR's 9.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.57% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
PCIG Polen Capital International Growth ETF | 0.15% | 0.14% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PCIG and FAAR have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PCIG has higher volatility (6.74%) compared to FAAR (2.47%). In terms of maximum drawdown, PCIG dropped -23.40% vs FAAR's -18.03%.
On 1-year performance, FAAR leads with 26.86% vs -6.53% for PCIG. On fees, PCIG is cheaper at 0.85% per year. On volatility, FAAR has been the lower-risk option at 2.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FAAR has performed better with a 26.86% return vs -6.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PCIG is cheaper with a 0.85% expense ratio, compared with 0.95% for FAAR.
FAAR has the higher dividend yield at 9.57%, compared with 0.15% for PCIG.
PCIG is categorized as Foreign Large Cap Equities, while FAAR is Commodities. They also come from different issuers: Polen and First Trust. Their fees differ too: 0.85% for PCIG and 0.95% for FAAR.
FAAR currently has the higher Sharpe Ratio (2.02 vs -0.34), 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.
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