PCLC vs. SPIT
PCLC (Polen 5Perspectives Large Growth ETF) and SPIT (F/m Emerald Special Situations ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their correlation of 0.83 suggests significant overlap in exposure. PCLC charges 0.50%/yr vs 0.89%/yr for SPIT.
Performance
PCLC vs. SPIT - Performance Comparison
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Returns By Period
PCLC
- 1D
- -2.88%
- 1M
- -4.62%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SPIT
- 1D
- -0.09%
- 1M
- -1.64%
- 6M
- 14.37%
- YTD
- 25.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $12.18K | $7.86K | $13.07K | |
| $325.25K | $275.97K | $194.03K |
PCLC vs. SPIT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PCLC Polen 5Perspectives Large Growth ETF | -3.26% |
SPIT F/m Emerald Special Situations ETF | 3.67% |
Correlation
The correlation between PCLC and SPIT is 0.83, 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 | 0.83 |
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Return for Risk
PCLC vs. SPIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen 5Perspectives Large Growth ETF (PCLC) and F/m Emerald Special Situations ETF (SPIT). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
PCLC vs. SPIT - Drawdown Comparison
The maximum PCLC drawdown since its inception was -9.62%, smaller than the maximum SPIT drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for PCLC and SPIT.
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Drawdown Indicators
| PCLC | SPIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.62% | -12.49% | +2.87% |
Current DrawdownCurrent decline from peak | -9.62% | -6.53% | -3.09% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -2.67% | -1.35% |
Volatility
PCLC vs. SPIT - Volatility Comparison
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Volatility by Period
| PCLC | SPIT | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 31.77% | 26.14% | +5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.77% | 26.14% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.77% | 26.14% | +5.63% |
PCLC vs. SPIT - Expense Ratio Comparison
PCLC has a 0.50% expense ratio, which is lower than SPIT's 0.89% expense ratio.
Dividends
PCLC vs. SPIT - Dividend Comparison
PCLC has not paid dividends to shareholders, while SPIT's dividend yield for the trailing twelve months is around 5.71%.
| Position | TTM | 2025 |
|---|---|---|
PCLC Polen 5Perspectives Large Growth ETF | 0.00% | 0.00% |
SPIT F/m Emerald Special Situations ETF | 5.71% | 7.18% |
Frequently Asked Questions
PCLC and SPIT have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
PCLC is cheaper with a 0.50% expense ratio, compared with 0.89% for SPIT.
SPIT has the higher dividend yield at 5.71%, compared with 0.00% for PCLC.
They also come from different issuers: Polen and F/m Investments. Their fees differ too: 0.50% for PCLC and 0.89% for SPIT.
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