PCLG vs. COM

Last updated Jun 24, 2026

PCLG (Polen Focus Growth ETF) and COM (Direxion Auspice Broad Commodity Strategy ETF) are both exchange-traded funds - PCLG is a Large Cap Growth Equities fund actively managed by Polen, while COM is a Commodities fund tracking the Auspice Broad Commodity ER Index. PCLG is actively managed, while COM is passively managed. At a 0.04 correlation, their price movements are largely independent. PCLG charges 0.49%/yr vs 0.70%/yr for COM.

Performance

PCLG vs. COM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Focus Growth ETF (PCLG) and Direxion Auspice Broad Commodity Strategy ETF (COM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PCLG achieves a -13.43% return, which is significantly lower than COM's 11.12% return.

PCLG

• 1D: -1.11%
• 1M: -5.24%
• YTD: -13.43%
• 6M: -13.98%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COM

• 1D: -1.21%
• 1M: -5.08%
• YTD: 11.12%
• 6M: 10.20%
• 1Y: 18.87%
• 3Y*: 6.27%
• 5Y*: 7.89%
• 10Y*: —

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

PCLG vs. COM - Yearly Performance Comparison

	2026 (YTD)	2025
PCLG Polen Focus Growth ETF	-13.43%	-0.45%
COM Direxion Auspice Broad Commodity Strategy ETF	11.12%	3.29%

Correlation

The correlation between PCLG and COM 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 Sep 30, 2025	0.04

Return for Risk

PCLG vs. COM — Risk / Return Rank

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

PCLG

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

COM

COM Risk / Return Rank: 54
COM Sharpe Ratio Rank: 56
COM Sortino Ratio Rank: 53
COM Omega Ratio Rank: 57
COM Calmar Ratio Rank: 52
COM Martin Ratio Rank: 54

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.

PCLG vs. COM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Focus Growth ETF (PCLG) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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.

	PCLG	COM	Difference
Sharpe ratio: Return per unit of total volatility	—	1.81	—
Sortino ratio: Return per unit of downside risk	—	2.45	—
Omega ratio: Gain probability vs. loss probability	—	1.34	—
Calmar ratio: Return relative to maximum drawdown	—	2.45	—
Martin ratio: Return relative to average drawdown	—	8.97	—

Drawdowns

PCLG vs. COM - Drawdown Comparison

The maximum PCLG drawdown since its inception was -23.78%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for PCLG and COM.

Drawdown Indicators

	PCLG	COM	Difference
Max Drawdown Largest peak-to-trough decline	-23.78%	-15.95%	-7.83%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.74%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-8.50%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-14.02%	—
Current Drawdown Current decline from peak	-17.23%	-7.74%	-9.49%
Average Drawdown Average peak-to-trough decline	-9.95%	-6.28%	-3.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.12%	—

Volatility

Volatility by Period

	PCLG	COM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.26%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.09%	10.59%	+7.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.09%	9.55%	+8.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.09%	9.77%	+8.32%

PCLG vs. COM - Expense Ratio Comparison

PCLG has a 0.49% expense ratio, which is lower than COM's 0.70% expense ratio.

Dividends

PCLG vs. COM - Dividend Comparison

PCLG's dividend yield for the trailing twelve months is around 0.04%, less than COM's 2.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
COM Direxion Auspice Broad Commodity Strategy ETF	2.55%	2.99%	3.88%	3.80%	8.59%	10.32%	0.13%	1.09%	2.36%	0.09%
PCLG Polen Focus Growth ETF	0.04%	0.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PCLG and COM in my portfolio?

PCLG and COM 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, PCLG or COM?

On fees, PCLG 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, PCLG or COM?

PCLG is cheaper with a 0.49% expense ratio, compared with 0.70% for COM.

Which ETF pays a higher dividend yield, PCLG or COM?

COM has the higher dividend yield at 2.55%, compared with 0.04% for PCLG.

What is the main difference between PCLG and COM?

PCLG is categorized as Large Cap Growth Equities, while COM is Commodities. They also come from different issuers: Polen and Direxion. Their fees differ too: 0.49% for PCLG and 0.70% for COM.