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PCLC vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCLC vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen 5Perspectives Large Growth ETF (PCLC) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PCLC

1D
-1.83%
1M
-4.00%
6M
YTD
1Y
3Y*
5Y*
10Y*

IUSG

1D
-1.08%
1M
-3.05%
6M
10.46%
YTD
10.60%
1Y
22.79%
3Y*
24.64%
5Y*
13.46%
10Y*
17.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCLC vs. IUSG - Yearly Performance Comparison


Correlation

The correlation between PCLC and IUSG is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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Return for Risk

PCLC vs. IUSG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PCLC

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


IUSG
IUSG Risk / Return Rank: 4848
Overall Rank
IUSG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 4747
Sortino Ratio Rank
IUSG Omega Ratio Rank: 4646
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4343
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PCLC vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen 5Perspectives Large Growth ETF (PCLC) and iShares Core S&P U.S. Growth ETF (IUSG). 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.


PCLCIUSGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.85

Martin ratioReturn relative to average drawdown

7.36

PCLC vs. IUSG - Sharpe Ratio Comparison


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Drawdowns

PCLC vs. IUSG - Drawdown Comparison

The maximum PCLC drawdown since its inception was -9.52%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for PCLC and IUSG.


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Drawdown Indicators


PCLCIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-9.52%

-63.41%

+53.89%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.35%

Current Drawdown

Current decline from peak

-5.56%

-4.01%

-1.55%

Average Drawdown

Average peak-to-trough decline

-3.13%

-21.38%

+18.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

Volatility

PCLC vs. IUSG - Volatility Comparison


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Volatility by Period


PCLCIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.84%

Volatility (1Y)

Calculated over the trailing 1-year period

32.27%

16.99%

+15.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.27%

21.09%

+11.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.27%

20.47%

+11.80%

PCLC vs. IUSG - Expense Ratio Comparison

PCLC has a 0.50% expense ratio, which is higher than IUSG's 0.04% expense ratio.


Dividends

PCLC vs. IUSG - Dividend Comparison

PCLC has not paid dividends to shareholders, while IUSG's dividend yield for the trailing twelve months is around 0.50%.


PositionTTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF
0.50%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
PCLC
Polen 5Perspectives Large Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, PCLC and IUSG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IUSG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSG is cheaper with a 0.04% expense ratio, compared with 0.50% for PCLC.

IUSG has the higher dividend yield at 0.50%, compared with 0.00% for PCLC.

They also come from different issuers: Polen and iShares. Their fees differ too: 0.50% for PCLC and 0.04% for IUSG.

Portfolio Optimizer

Find the right allocation for PCLC and IUSG

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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