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PCSG vs. PDP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCSG vs. PDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen 5Perspectives Small-Mid Growth ETF (PCSG) and Invesco Dorsey Wright Momentum ETF (PDP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PCSG

1D
-0.62%
1M
-10.84%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

PDP

1D
0.29%
1M
-5.57%
6M
12.85%
YTD
20.75%
1Y
26.02%
3Y*
20.32%
5Y*
9.15%
10Y*
12.91%
ALL TIME*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.95K$14.31K$29.15K
$2.95M$2.97M$3.71M

PCSG vs. PDP - Yearly Performance Comparison


Correlation

The correlation between PCSG and PDP is 0.91, 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

0.91

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Return for Risk

PCSG vs. PDP — 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.


PDP
PDP Risk / Return Rank: 4545
Overall Rank
PDP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PDP Sortino Ratio Rank: 3838
Sortino Ratio Rank
PDP Omega Ratio Rank: 3939
Omega Ratio Rank
PDP Calmar Ratio Rank: 5757
Calmar Ratio Rank
PDP Martin Ratio Rank: 5252
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. PDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen 5Perspectives Small-Mid Growth ETF (PCSG) and Invesco Dorsey Wright Momentum ETF (PDP). 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.


PCSGPDPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

2.16

Martin ratioReturn relative to average drawdown

6.49

PCSG vs. PDP - Sharpe Ratio Comparison


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Drawdowns

PCSG vs. PDP - Drawdown Comparison

The maximum PCSG drawdown since its inception was -14.30%, smaller than the maximum PDP drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for PCSG and PDP.


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Drawdown Indicators


PCSGPDPDifference

Max Drawdown

Largest peak-to-trough decline

-14.30%

-59.34%

+45.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

Max Drawdown (3Y)

Largest decline over 3 years

-23.79%

Max Drawdown (5Y)

Largest decline over 5 years

-33.91%

Max Drawdown (10Y)

Largest decline over 10 years

-34.70%

Current Drawdown

Current decline from peak

-13.11%

-8.24%

-4.87%

Average Drawdown

Average peak-to-trough decline

-5.04%

-10.56%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

Volatility

PCSG vs. PDP - Volatility Comparison


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Volatility by Period


PCSGPDPDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.94%

Volatility (6M)

Calculated over the trailing 6-month period

19.81%

Volatility (1Y)

Calculated over the trailing 1-year period

35.31%

24.70%

+10.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.31%

22.55%

+12.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.31%

21.87%

+13.44%

PCSG vs. PDP - Expense Ratio Comparison

PCSG has a 0.60% expense ratio, which is lower than PDP's 0.62% expense ratio.


Dividends

PCSG vs. PDP - Dividend Comparison

PCSG has not paid dividends to shareholders, while PDP's dividend yield for the trailing twelve months is around 0.08%.


PositionTTM20252024202320222021202020192018201720162015
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%
PDP
Invesco Dorsey Wright Momentum ETF
0.08%0.17%0.15%0.42%0.45%0.00%0.11%0.25%0.18%0.28%0.81%0.39%

Frequently Asked Questions


With a correlation of 0.91, PCSG and PDP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PCSG is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PCSG is cheaper with a 0.60% expense ratio, compared with 0.62% for PDP.

PDP has the higher dividend yield at 0.08%, compared with 0.00% for PCSG.

PCSG is categorized as Mid Cap Growth Equities, while PDP is Momentum. They also come from different issuers: Polen and Invesco. Their fees differ too: 0.60% for PCSG and 0.62% for PDP.

Portfolio Optimizer

Find the right allocation for PCSG and PDP

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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