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PCSG vs. IJK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCSG vs. IJK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen 5Perspectives Small-Mid Growth ETF (PCSG) and iShares S&P MidCap 400 Growth ETF (IJK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PCSG

1D
-3.11%
1M
-10.96%
6M
YTD
1Y
3Y*
5Y*
10Y*

IJK

1D
-0.64%
1M
-1.57%
6M
8.91%
YTD
16.27%
1Y
21.77%
3Y*
13.97%
5Y*
8.35%
10Y*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCSG vs. IJK - Yearly Performance Comparison


Correlation

The correlation between PCSG and IJK is 0.87, 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

0.87

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Return for Risk

PCSG vs. IJK — Risk / Return Rank

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

PCSG

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


IJK
IJK Risk / Return Rank: 4949
Overall Rank
IJK Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IJK Sortino Ratio Rank: 4545
Sortino Ratio Rank
IJK Omega Ratio Rank: 4040
Omega Ratio Rank
IJK Calmar Ratio Rank: 5555
Calmar Ratio Rank
IJK 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.

PCSG vs. IJK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen 5Perspectives Small-Mid Growth ETF (PCSG) and iShares S&P MidCap 400 Growth ETF (IJK). 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.


PCSGIJKDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

2.20

Martin ratioReturn relative to average drawdown

8.37

PCSG vs. IJK - Sharpe Ratio Comparison


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Drawdowns

PCSG vs. IJK - Drawdown Comparison

The maximum PCSG drawdown since its inception was -13.61%, smaller than the maximum IJK drawdown of -54.47%. Use the drawdown chart below to compare losses from any high point for PCSG and IJK.


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Drawdown Indicators


PCSGIJKDifference

Max Drawdown

Largest peak-to-trough decline

-13.61%

-54.47%

+40.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

Max Drawdown (3Y)

Largest decline over 3 years

-25.63%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

Max Drawdown (10Y)

Largest decline over 10 years

-39.25%

Current Drawdown

Current decline from peak

-13.61%

-4.34%

-9.27%

Average Drawdown

Average peak-to-trough decline

-4.07%

-10.76%

+6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

Volatility

PCSG vs. IJK - Volatility Comparison


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Volatility by Period


PCSGIJKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

36.39%

17.74%

+18.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.39%

20.79%

+15.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.39%

21.06%

+15.33%

PCSG vs. IJK - Expense Ratio Comparison

PCSG has a 0.60% expense ratio, which is higher than IJK's 0.17% expense ratio.


Dividends

PCSG vs. IJK - Dividend Comparison

PCSG has not paid dividends to shareholders, while IJK's dividend yield for the trailing twelve months is around 0.54%.


PositionTTM20252024202320222021202020192018201720162015
IJK
iShares S&P MidCap 400 Growth ETF
0.54%0.66%0.79%1.13%1.08%0.50%0.70%1.09%1.13%0.93%1.15%1.12%
PCSG
Polen 5Perspectives Small-Mid Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PCSG and IJK have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IJK is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IJK is cheaper with a 0.17% expense ratio, compared with 0.60% for PCSG.

IJK has the higher dividend yield at 0.54%, compared with 0.00% for PCSG.

They also come from different issuers: Polen and iShares. Their fees differ too: 0.60% for PCSG and 0.17% for IJK.

Portfolio Optimizer

Find the right allocation for PCSG and IJK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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