PCLC vs. IQM
PCLC (Polen 5Perspectives Large Growth ETF) and IQM (Franklin Intelligent Machines ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.50% expense ratio.
Performance
PCLC vs. IQM - Performance Comparison
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Returns By Period
PCLC
- 1D
- -2.88%
- 1M
- -4.62%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IQM
- 1D
- -0.71%
- 1M
- -8.50%
- 6M
- 15.14%
- YTD
- 23.66%
- 1Y
- 38.89%
- 3Y*
- 30.08%
- 5Y*
- 17.39%
- 10Y*
- —
- ALL TIME*
- 26.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $563.81K | $483.94K | $857.42K | |
| $12.18K | $7.86K | $13.07K |
PCLC vs. IQM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PCLC Polen 5Perspectives Large Growth ETF | -3.26% |
IQM Franklin Intelligent Machines ETF | -3.84% |
Correlation
The correlation between PCLC and IQM is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 18, 2026 | 0.86 |
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Return for Risk
PCLC vs. IQM — Risk / Return Rank
PCLC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IQM
PCLC vs. IQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen 5Perspectives Large Growth ETF (PCLC) and Franklin Intelligent Machines ETF (IQM). 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 | IQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.21 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.18 | — |
| Martin ratioReturn relative to average drawdown | — | 6.76 | — |
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Drawdowns
PCLC vs. IQM - Drawdown Comparison
The maximum PCLC drawdown since its inception was -9.62%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for PCLC and IQM.
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Drawdown Indicators
| PCLC | IQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.62% | -44.91% | +35.29% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.92% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -30.42% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.91% | — |
Current DrawdownCurrent decline from peak | -9.62% | -14.17% | +4.55% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -12.16% | +8.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.77% | — |
Volatility
PCLC vs. IQM - Volatility Comparison
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Volatility by Period
| PCLC | IQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 15.17% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 29.45% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.77% | 34.50% | -2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.77% | 30.25% | +1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.77% | 31.45% | +0.32% |
PCLC vs. IQM - Expense Ratio Comparison
Both PCLC and IQM have an expense ratio of 0.50%.
Dividends
PCLC vs. IQM - Dividend Comparison
Neither PCLC nor IQM has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IQM Franklin Intelligent Machines ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.17% | 0.01% |
PCLC Polen 5Perspectives Large Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PCLC and IQM have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
PCLC and IQM have the same expense ratio: 0.50% per year.
PCLC and IQM have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Polen and Franklin Templeton.
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