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PCLG vs. DURA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCLG vs. DURA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Focus Growth ETF (PCLG) and VanEck Vectors Morningstar Durable Dividend ETF (DURA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCLG achieves a -6.70% return, which is significantly lower than DURA's 12.48% return.


PCLG

1D
-1.68%
1M
2.51%
YTD
-6.70%
6M
-7.08%
1Y
3Y*
5Y*
10Y*

DURA

1D
0.24%
1M
0.38%
YTD
12.48%
6M
12.41%
1Y
21.36%
3Y*
10.54%
5Y*
7.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCLG vs. DURA - Yearly Performance Comparison


Correlation

The correlation between PCLG and DURA is -0.02, 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 Oct 1, 2025

-0.02

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Return for Risk

PCLG vs. DURA — Risk / Return Rank

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

PCLG

DURA
DURA Risk / Return Rank: 4949
Overall Rank
DURA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DURA Sortino Ratio Rank: 4343
Sortino Ratio Rank
DURA Omega Ratio Rank: 5151
Omega Ratio Rank
DURA Calmar Ratio Rank: 5151
Calmar Ratio Rank
DURA Martin Ratio Rank: 6060
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.

PCLG vs. DURA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Focus Growth ETF (PCLG) and VanEck Vectors Morningstar Durable Dividend ETF (DURA). 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.


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

PCLG vs. DURA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PCLGDURADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

0.53

-1.17

Drawdowns

PCLG vs. DURA - Drawdown Comparison

The maximum PCLG drawdown since its inception was -23.78%, smaller than the maximum DURA drawdown of -33.15%. Use the drawdown chart below to compare losses from any high point for PCLG and DURA.


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Drawdown Indicators


PCLGDURADifference

Max Drawdown

Largest peak-to-trough decline

-23.78%

-33.15%

+9.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.53%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

Max Drawdown (5Y)

Largest decline over 5 years

-15.80%

Current Drawdown

Current decline from peak

-10.80%

-2.55%

-8.25%

Average Drawdown

Average peak-to-trough decline

-9.68%

-3.92%

-5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

Volatility

PCLG vs. DURA - Volatility Comparison


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Volatility by Period


PCLGDURADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

14.79%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

13.63%

+4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.74%

16.99%

+0.75%

PCLG vs. DURA - Expense Ratio Comparison

PCLG has a 0.49% expense ratio, which is higher than DURA's 0.29% expense ratio.


Dividends

PCLG vs. DURA - Dividend Comparison

PCLG's dividend yield for the trailing twelve months is around 0.04%, less than DURA's 3.30% yield.


PositionTTM20252024202320222021202020192018
DURA
VanEck Vectors Morningstar Durable Dividend ETF
3.30%3.59%3.33%3.58%3.01%2.89%3.49%3.83%0.66%
PCLG
Polen Focus Growth ETF
0.04%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PCLG and DURA have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DURA is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DURA is cheaper with a 0.29% expense ratio, compared with 0.49% for PCLG.

DURA has the higher dividend yield at 3.30%, compared with 0.04% for PCLG.

PCLG is categorized as Large Cap Growth Equities, while DURA is Large Cap Blend Equities. They also come from different issuers: Polen and VanEck. Their fees differ too: 0.49% for PCLG and 0.29% for DURA.

Portfolio Optimizer

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