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PCLG vs. PCGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCLG vs. PCGG - Performance Comparison

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

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PCLG vs. PCGG - Yearly Performance Comparison


2026 (YTD)2025
PCLG
Polen Focus Growth ETF
-17.33%-1.09%
PCGG
Polen Capital Global Growth ETF
-16.12%-2.61%

Returns By Period

In the year-to-date period, PCLG achieves a -17.33% return, which is significantly lower than PCGG's -16.12% return.


PCLG

1D
2.82%
1M
-5.61%
YTD
-17.33%
6M
-18.23%
1Y
3Y*
5Y*
10Y*

PCGG

1D
2.93%
1M
-7.21%
YTD
-16.12%
6M
-18.32%
1Y
-9.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCLG vs. PCGG - Expense Ratio Comparison

PCLG has a 0.49% expense ratio, which is lower than PCGG's 0.85% expense ratio.


Return for Risk

PCLG vs. PCGG — Risk / Return Rank

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

PCLG

PCGG
PCGG Risk / Return Rank: 33
Overall Rank
PCGG Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PCGG Sortino Ratio Rank: 33
Sortino Ratio Rank
PCGG Omega Ratio Rank: 33
Omega Ratio Rank
PCGG Calmar Ratio Rank: 55
Calmar Ratio Rank
PCGG Martin Ratio Rank: 22
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. PCGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Focus Growth ETF (PCLG) 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.


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

PCLG vs. PCGG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PCLGPCGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.93

-0.01

-1.92

Correlation

The correlation between PCLG and PCGG is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PCLG vs. PCGG - Dividend Comparison

PCLG's dividend yield for the trailing twelve months is around 0.04%, while PCGG has not paid dividends to shareholders.


Drawdowns

PCLG vs. PCGG - Drawdown Comparison

The maximum PCLG drawdown since its inception was -23.78%, roughly equal to the maximum PCGG drawdown of -22.66%. Use the drawdown chart below to compare losses from any high point for PCLG and PCGG.


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Drawdown Indicators


PCLGPCGGDifference

Max Drawdown

Largest peak-to-trough decline

-23.78%

-22.66%

-1.12%

Max Drawdown (1Y)

Largest decline over 1 year

-22.66%

Current Drawdown

Current decline from peak

-20.96%

-20.32%

-0.64%

Average Drawdown

Average peak-to-trough decline

-8.08%

-4.35%

-3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

Volatility

PCLG vs. PCGG - Volatility Comparison


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Volatility by Period


PCLGPCGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

19.79%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

16.64%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

16.64%

+0.74%