PCLC vs. PCFI

Last updated Jul 4, 2026

PCLC (Polen 5Perspectives Large Growth ETF) and PCFI (Polen Floating Rate Income ETF) are both exchange-traded funds - PCLC is a Large Cap Growth Equities fund actively managed by Polen, while PCFI is a Bank Loan fund actively managed by Polen. Both are actively managed. At a 0.04 correlation, their price movements are largely independent. PCLC charges 0.50%/yr vs 0.49%/yr for PCFI.

Performance

PCLC vs. PCFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen 5Perspectives Large Growth ETF (PCLC) and Polen Floating Rate Income ETF (PCFI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

PCLC

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

PCFI

• 1D: 0.07%
• 1M: 1.43%
• 6M: 0.97%
• YTD: 0.97%
• 1Y: 0.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PCLC vs. PCFI - Yearly Performance Comparison

	2026 (YTD)
PCLC Polen 5Perspectives Large Growth ETF	1.08%
PCFI Polen Floating Rate Income ETF	-0.11%

Correlation

The correlation between PCLC and PCFI is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 18, 2026	0.04

Return for Risk

PCLC vs. PCFI — 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.

PCFI

PCFI Risk / Return Rank: 9
PCFI Sharpe Ratio Rank: 10
PCFI Sortino Ratio Rank: 9
PCFI Omega Ratio Rank: 9
PCFI Calmar Ratio Rank: 10
PCFI Martin Ratio Rank: 10

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. PCFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen 5Perspectives Large Growth ETF (PCLC) and Polen Floating Rate Income ETF (PCFI). 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	PCFI	Difference
Sharpe ratio: Return per unit of total volatility	—	0.05	—
Sortino ratio: Return per unit of downside risk	—	0.10	—
Omega ratio: Gain probability vs. loss probability	—	1.01	—
Calmar ratio: Return relative to maximum drawdown	—	0.07	—
Martin ratio: Return relative to average drawdown	—	0.13	—

Drawdowns

PCLC vs. PCFI - Drawdown Comparison

The maximum PCLC drawdown since its inception was -9.52%, which is greater than PCFI's maximum drawdown of -4.01%. Use the drawdown chart below to compare losses from any high point for PCLC and PCFI.

Drawdown Indicators

	PCLC	PCFI	Difference
Max Drawdown Largest peak-to-trough decline	-9.52%	-4.01%	-5.51%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.01%	—
Current Drawdown Current decline from peak	-5.56%	-1.53%	-4.03%
Average Drawdown Average peak-to-trough decline	-3.13%	-1.78%	-1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.25%	—

Volatility

Volatility by Period

	PCLC	PCFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.35%	—
Volatility (6M) Calculated over the trailing 6-month period	—	4.38%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.27%	5.93%	+26.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.27%	7.17%	+25.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.27%	7.17%	+25.10%

PCLC vs. PCFI - Expense Ratio Comparison

PCLC has a 0.50% expense ratio, which is higher than PCFI's 0.49% expense ratio.

Dividends

PCLC vs. PCFI - Dividend Comparison

PCLC has not paid dividends to shareholders, while PCFI's dividend yield for the trailing twelve months is around 9.59%.

Position	TTM	2025
PCFI Polen Floating Rate Income ETF	9.59%	7.83%
PCLC Polen 5Perspectives Large Growth ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both PCLC and PCFI in my portfolio?

PCLC and PCFI have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PCLC or PCFI?

On fees, PCFI is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PCLC or PCFI?

PCFI is cheaper with a 0.49% expense ratio, compared with 0.50% for PCLC.

Which ETF pays a higher dividend yield, PCLC or PCFI?

PCFI has the higher dividend yield at 9.59%, compared with 0.00% for PCLC.

What is the main difference between PCLC and PCFI?

PCLC is categorized as Large Cap Growth Equities, while PCFI is Bank Loan. Their fees differ too: 0.50% for PCLC and 0.49% for PCFI.