PCLC vs. FMTM
PCLC (Polen 5Perspectives Large Growth ETF) and FMTM (MarketDesk Focused U.S. Momentum ETF) are both exchange-traded funds - PCLC is a Large Cap Growth Equities fund actively managed by Polen, while FMTM is a Momentum fund. Both are actively managed. Their 0.80 correlation means they have sometimes moved together and sometimes differently. PCLC charges 0.50%/yr vs 0.45%/yr for FMTM.
Performance
PCLC vs. FMTM - Performance Comparison
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Returns By Period
PCLC
- 1D
- 1.69%
- 1M
- -4.66%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
FMTM
- 1D
- 1.16%
- 1M
- -5.35%
- 6M
- 9.00%
- YTD
- 19.49%
- 1Y
- 43.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 36.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.27M | $8.73M | $9.00M | |
| $9.32K | $6.83K | $11.69K |
PCLC vs. FMTM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PCLC Polen 5Perspectives Large Growth ETF | -3.63% |
FMTM MarketDesk Focused U.S. Momentum ETF | -6.25% |
Correlation
The correlation between PCLC and FMTM is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 18, 2026 | 0.80 |
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Return for Risk
PCLC vs. FMTM — Risk / Return Rank
PCLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FMTM
PCLC vs. FMTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen 5Perspectives Large Growth ETF (PCLC) and MarketDesk Focused U.S. Momentum ETF (FMTM). 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.
| PCLC | FMTM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.73 | — |
| Martin ratioReturn relative to average drawdown | — | 9.51 | — |
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Drawdowns
PCLC vs. FMTM - Drawdown Comparison
The maximum PCLC drawdown since its inception was -14.96%, roughly equal to the maximum FMTM drawdown of -15.40%. Use the drawdown chart below to compare losses from any high point for PCLC and FMTM.
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Drawdown Indicators
| PCLC | FMTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.96% | -15.40% | +0.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.40% | — |
Current DrawdownCurrent decline from peak | -9.96% | -12.01% | +2.05% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -2.42% | -2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.42% | — |
Volatility
PCLC vs. FMTM - Volatility Comparison
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Volatility by Period
| PCLC | FMTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.67% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 21.17% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 32.39% | 26.61% | +5.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.39% | 24.76% | +7.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.39% | 24.76% | +7.63% |
PCLC vs. FMTM - Expense Ratio Comparison
PCLC has a 0.50% expense ratio, which is higher than FMTM's 0.45% expense ratio.
Dividends
PCLC vs. FMTM - Dividend Comparison
PCLC has not paid dividends to shareholders, while FMTM's dividend yield for the trailing twelve months is around 0.25%.
| Position | TTM | 2025 |
|---|---|---|
FMTM MarketDesk Focused U.S. Momentum ETF | 0.25% | 0.30% |
PCLC Polen 5Perspectives Large Growth ETF | 0.00% | 0.00% |
Frequently Asked Questions
PCLC and FMTM have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FMTM is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FMTM is cheaper with a 0.45% expense ratio, compared with 0.50% for PCLC.
FMTM has the higher dividend yield at 0.25%, compared with 0.00% for PCLC.
PCLC is categorized as Large Cap Growth Equities, while FMTM is Momentum. Their fees differ too: 0.50% for PCLC and 0.45% for FMTM.
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