PFOE vs. ILCG
PFOE (Pathfinder Focused Opportunities ETF) and ILCG (iShares Morningstar Growth ETF) are both Large Cap Growth Equities funds. PFOE is actively managed, while ILCG is passively managed. Their 0.62 correlation means they have sometimes moved together and sometimes differently. PFOE charges 0.59%/yr vs 0.04%/yr for ILCG.
Performance
PFOE vs. ILCG - Performance Comparison
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Returns By Period
In the year-to-date period, PFOE achieves a -9.13% return, which is significantly lower than ILCG's 7.63% return.
PFOE
- 1D
- -1.13%
- 1M
- -3.20%
- 6M
- -10.62%
- YTD
- -9.13%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ILCG
- 1D
- 1.01%
- 1M
- -2.02%
- 6M
- 6.99%
- YTD
- 7.63%
- 1Y
- 14.00%
- 3Y*
- 21.19%
- 5Y*
- 11.47%
- 10Y*
- 17.08%
- ALL TIME*
- 11.52%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.46M | $7.04M | $9.78M | |
| $315.87K | $800.41K | $1.21M |
PFOE vs. ILCG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PFOE Pathfinder Focused Opportunities ETF | -9.13% | -1.29% |
ILCG iShares Morningstar Growth ETF | 7.63% | -0.77% |
Correlation
The correlation between PFOE and ILCG is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 31, 2025 | 0.62 |
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Return for Risk
PFOE vs. ILCG — Risk / Return Rank
PFOE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILCG
PFOE vs. ILCG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pathfinder Focused Opportunities ETF (PFOE) and iShares Morningstar Growth ETF (ILCG). 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.
| PFOE | ILCG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.12 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.76 | — |
| Martin ratioReturn relative to average drawdown | — | 2.42 | — |
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Drawdowns
PFOE vs. ILCG - Drawdown Comparison
The maximum PFOE drawdown since its inception was -18.19%, smaller than the maximum ILCG drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for PFOE and ILCG.
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Drawdown Indicators
| PFOE | ILCG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.19% | -52.98% | +34.79% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.65% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.38% | — |
Current DrawdownCurrent decline from peak | -13.94% | -6.94% | -7.00% |
Average DrawdownAverage peak-to-trough decline | -10.07% | -8.20% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.91% | — |
Volatility
PFOE vs. ILCG - Volatility Comparison
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Volatility by Period
| PFOE | ILCG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.54% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 18.72% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 22.37% | -3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 21.70% | -3.24% |
PFOE vs. ILCG - Expense Ratio Comparison
PFOE has a 0.59% expense ratio, which is higher than ILCG's 0.04% expense ratio.
Dividends
PFOE vs. ILCG - Dividend Comparison
PFOE's dividend yield for the trailing twelve months is around 0.22%, less than ILCG's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ILCG iShares Morningstar Growth ETF | 0.43% | 0.47% | 0.50% | 0.69% | 0.75% | 0.34% | 0.28% | 0.54% | 0.81% | 0.89% | 0.95% | 0.99% |
PFOE Pathfinder Focused Opportunities ETF | 0.22% | 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
PFOE and ILCG have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ILCG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ILCG is cheaper with a 0.04% expense ratio, compared with 0.59% for PFOE.
ILCG has the higher dividend yield at 0.43%, compared with 0.22% for PFOE.
They also come from different issuers: Pathfinder and iShares. Their fees differ too: 0.59% for PFOE and 0.04% for ILCG.
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