PCSG vs. IWR
PCSG (Polen 5Perspectives Small-Mid Growth ETF) and IWR (iShares Russell Midcap ETF) are both exchange-traded funds - PCSG is a Mid Cap Growth Equities fund actively managed by Polen, while IWR is a Mid Cap Blend Equities fund tracking the Russell Midcap Index. PCSG is actively managed, while IWR is passively managed. A 0.71 correlation means they provide meaningful diversification when combined. PCSG charges 0.60%/yr vs 0.19%/yr for IWR.
Performance
PCSG vs. IWR - Performance Comparison
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Returns By Period
PCSG
- 1D
- -0.62%
- 1M
- -10.84%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IWR
- 1D
- -0.35%
- 1M
- 0.94%
- 6M
- 8.32%
- YTD
- 13.67%
- 1Y
- 15.86%
- 3Y*
- 14.55%
- 5Y*
- 7.95%
- 10Y*
- 11.25%
- ALL TIME*
- 9.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $367.91M | $289.60M | $231.13M | |
| $3.95K | $14.31K | $29.15K |
PCSG vs. IWR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
PCSG Polen 5Perspectives Small-Mid Growth ETF | -6.75% |
IWR iShares Russell Midcap ETF | 5.26% |
Correlation
The correlation between PCSG and IWR is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 18, 2026 | 0.71 |
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Return for Risk
PCSG vs. IWR — Risk / Return Rank
PCSG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IWR
PCSG vs. IWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen 5Perspectives Small-Mid Growth ETF (PCSG) and iShares Russell Midcap ETF (IWR). 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.
| PCSG | IWR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.21 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.95 | — |
| Martin ratioReturn relative to average drawdown | — | 7.44 | — |
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Drawdowns
PCSG vs. IWR - Drawdown Comparison
The maximum PCSG drawdown since its inception was -14.30%, smaller than the maximum IWR drawdown of -58.78%. Use the drawdown chart below to compare losses from any high point for PCSG and IWR.
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Drawdown Indicators
| PCSG | IWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.30% | -58.78% | +44.48% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.17% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.59% | — |
Current DrawdownCurrent decline from peak | -13.11% | -1.59% | -11.52% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -7.76% | +2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.14% | — |
Volatility
PCSG vs. IWR - Volatility Comparison
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Volatility by Period
| PCSG | IWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.57% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.10% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 35.31% | 13.64% | +21.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.31% | 18.22% | +17.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.31% | 19.31% | +16.00% |
PCSG vs. IWR - Expense Ratio Comparison
PCSG has a 0.60% expense ratio, which is higher than IWR's 0.19% expense ratio.
Dividends
PCSG vs. IWR - Dividend Comparison
PCSG has not paid dividends to shareholders, while IWR's dividend yield for the trailing twelve months is around 1.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWR iShares Russell Midcap ETF | 1.16% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
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 IWR have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWR is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWR is cheaper with a 0.19% expense ratio, compared with 0.60% for PCSG.
IWR has the higher dividend yield at 1.16%, compared with 0.00% for PCSG.
PCSG is categorized as Mid Cap Growth Equities, while IWR is Mid Cap Blend Equities. They also come from different issuers: Polen and iShares. Their fees differ too: 0.60% for PCSG and 0.19% for IWR.
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