PCLC vs. PCGG

Last updated Jul 24, 2026

PCLC (Polen 5Perspectives Large Growth ETF) and PCGG (Polen Capital Global Growth ETF) are both exchange-traded funds - PCLC is a Large Cap Growth Equities fund actively managed by Polen, while PCGG is a Global Equities fund actively managed by Polen. Both are actively managed. A 0.70 correlation means they provide meaningful diversification when combined. PCLC charges 0.50%/yr vs 0.85%/yr for PCGG.

Performance

PCLC vs. PCGG - Performance Comparison

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

Returns By Period

PCLC

• 1D: -2.88%
• 1M: -4.62%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

PCGG

• 1D: -1.64%
• 1M: 0.32%
• 6M: -8.12%
• YTD: -10.66%
• 1Y: -12.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 2.13%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
PCGG Polen Capital Global Growth ETF	$23.75K	$54.84K	$41.67K
PCLC Polen 5Perspectives Large Growth ETF	$12.18K	$7.86K	$13.07K

PCLC vs. PCGG - Yearly Performance Comparison

	2026 (YTD)
PCLC Polen 5Perspectives Large Growth ETF	-3.26%
PCGG Polen Capital Global Growth ETF	-1.62%

Correlation

The correlation between PCLC and PCGG is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 18, 2026	0.70

Return for Risk

PCLC vs. PCGG — 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.

PCGG

PCGG Risk / Return Rank: 4
PCGG Sharpe Ratio Rank: 4
PCGG Sortino Ratio Rank: 4
PCGG Omega Ratio Rank: 4
PCGG Calmar Ratio Rank: 6
PCGG Martin Ratio Rank: 4

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. PCGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen 5Perspectives Large Growth ETF (PCLC) and Polen Capital Global Growth ETF (PCGG). 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	PCGG	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.77	—
Sortino ratio: Return per unit of downside risk	—	-0.98	—
Omega ratio: Gain probability vs. loss probability	—	0.88	—
Calmar ratio: Return relative to maximum drawdown	—	-0.55	—
Martin ratio: Return relative to average drawdown	—	-1.19	—

Drawdowns

PCLC vs. PCGG - Drawdown Comparison

The maximum PCLC drawdown since its inception was -9.62%, smaller than the maximum PCGG drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for PCLC and PCGG.

Drawdown Indicators

	PCLC	PCGG	Difference
Max Drawdown Largest peak-to-trough decline	-9.62%	-22.66%	+13.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-22.66%	—
Current Drawdown Current decline from peak	-9.62%	-15.12%	+5.50%
Average Drawdown Average peak-to-trough decline	-4.02%	-5.33%	+1.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	10.34%	—

Volatility

Volatility by Period

	PCLC	PCGG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.83%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.13%	—
Volatility (1Y) Calculated over the trailing 1-year period	31.77%	16.06%	+15.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.77%	16.71%	+15.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.77%	16.71%	+15.06%

PCLC vs. PCGG - Expense Ratio Comparison

PCLC has a 0.50% expense ratio, which is lower than PCGG's 0.85% expense ratio.

Dividends

PCLC vs. PCGG - Dividend Comparison

Neither PCLC nor PCGG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both PCLC and PCGG in my portfolio?

PCLC and PCGG have a correlation of 0.70, 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 PCGG?

On fees, PCLC is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PCLC or PCGG?

PCLC is cheaper with a 0.50% expense ratio, compared with 0.85% for PCGG.

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

PCLC and PCGG have nearly identical dividend yields, around 0.00%.

What is the main difference between PCLC and PCGG?

PCLC is categorized as Large Cap Growth Equities, while PCGG is Global Equities. Their fees differ too: 0.50% for PCLC and 0.85% for PCGG.