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ISIN
US02110A6964
CUSIP
02110A696
Inception Date
Jul 16, 2015
Min. Investment
$5,000,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

DDJIX Performance Chart

Polen DDJ Opportunistic High Yield Fund (DDJIX) is up 1.0% since the beginning of the year. DDJIX is currently trading at $7 per share. Investors who bought $1,000 worth of DDJIX shares 5 years ago would now be looking at an investment worth $1,100.


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S&P 500 Index

Returns By Period

Polen DDJ Opportunistic High Yield Fund (DDJIX) has returned 1.02% so far this year and 3.15% over the past 12 months. Over the last ten years, DDJIX has returned 3.12% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Polen DDJ Opportunistic High Yield Fund

1D
0.00%
1M
0.29%
YTD
1.02%
6M
1.74%
1Y
3.15%
3Y*
6.28%
5Y*
1.92%
10Y*
3.12%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDJIX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, DDJIX's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, an investment would double in approximately 19.9 years.

Historically, 67% of months were positive and 33% were negative. The best month was May 2020 with a return of +4.5%, while the worst month was Mar 2020 at -15.0%. The longest winning streak lasted 18 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DDJIX closed higher 43% of trading days. The best single day was Mar 26, 2020 with a return of +3.2%, while the worst single day was Mar 12, 2020 at -3.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.26%-0.93%-1.03%1.45%0.29%0.00%1.02%
20251.85%0.06%-1.81%-0.10%1.56%0.64%0.57%0.95%0.38%-0.71%-0.71%0.56%3.23%
20240.72%0.38%1.81%-0.36%1.18%0.66%1.23%0.83%1.20%-0.41%0.76%0.57%8.90%
20233.79%0.08%-1.12%1.37%0.09%1.56%1.61%-0.76%0.20%-0.86%1.77%2.55%10.63%
2022-0.89%-1.56%-0.73%-2.98%-1.99%-5.72%2.90%-0.80%-3.87%0.88%-0.27%0.65%-13.73%
20211.04%0.61%0.57%1.07%0.12%0.82%0.27%0.53%0.52%-0.42%-1.06%1.06%5.22%

Benchmark Metrics

Polen DDJ Opportunistic High Yield Fund has an annualized alpha of 1.74%, beta of 0.12, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • This fund participated in 31.47% of S&P 500 Index downside but only 22.70% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.12 may look defensive, but with R2 of 0.21 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.21 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.74%
Beta
0.12
0.21
Upside Capture
22.70%
Downside Capture
31.47%

Expense Ratio

DDJIX has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DDJIX ranks 15 for risk / return — in the bottom 15% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DDJIX Risk / Return Rank: 1515
Overall Rank
DDJIX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DDJIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
DDJIX Omega Ratio Rank: 1717
Omega Ratio Rank
DDJIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
DDJIX Martin Ratio Rank: 1212
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Polen DDJ Opportunistic High Yield Fund (DDJIX) and compare them to S&P 500 Index.


DDJIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

1.22

1.41

-0.19

Calmar ratioReturn relative to maximum drawdown

1.22

2.93

-1.71

Martin ratioReturn relative to average drawdown

3.33

13.52

-10.19

Dividends

Dividend History

Polen DDJ Opportunistic High Yield Fund provided a 7.61% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


5.00%6.00%7.00%8.00%9.00%$0.00$0.20$0.40$0.60$0.80201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.52$0.48$0.58$0.51$0.32$0.43$0.59$0.72$0.82$0.68

Dividend yield

7.61%6.85%7.99%7.07%4.54%5.02%7.01%8.21%9.08%6.93%

Monthly Dividends

The table displays the monthly dividend distributions for Polen DDJ Opportunistic High Yield Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.05$0.04$0.05$0.04$0.05$0.00$0.23
2025$0.05$0.04$0.05$0.04$0.00$0.05$0.05$0.05$0.05$0.05$0.00$0.05$0.48
2024$0.05$0.05$0.05$0.04$0.06$0.05$0.05$0.05$0.05$0.05$0.05$0.04$0.58
2023$0.06$0.06$0.00$0.06$0.06$0.00$0.06$0.04$0.04$0.06$0.04$0.04$0.51
2022$0.04$0.00$0.00$0.04$0.04$0.00$0.00$0.00$0.05$0.05$0.06$0.05$0.32
2021$0.04$0.04$0.04$0.05$0.04$0.00$0.04$0.05$0.04$0.05$0.00$0.04$0.43

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Polen DDJ Opportunistic High Yield Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Polen DDJ Opportunistic High Yield Fund was 21.42%, occurring on Mar 23, 2020. Recovery took 176 trading sessions.

The current Polen DDJ Opportunistic High Yield Fund drawdown is 0.54%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-21.42%Mar 2020
1mo 2d8mo 13d
9mo 15dFeb 2020 - Dec 2020
Bear market2022
-15.53%Sep 2022
10mo 24d1y 9mo
2y 8moNov 2021 - Jul 2024
2025 selloff2025
-4.30%Apr 2025
1mo 5d1mo 9d
2mo 14dMar 2025 - May 2025
2019 pullback2019
-3.92%Oct 2019
5mo 12d2mo 28d
8mo 10dMay 2019 - Jan 2020
Rate-hike selloffLate 2018
-3.89%Dec 2018
8mo 9d2mo 20d
10mo 29dApr 2018 - Mar 2019

Drawdown Indicators


DDJIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.42%

-56.78%

+35.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-9.10%

+6.16%

Max Drawdown (3Y)

Largest decline over 3 years

-4.30%

-18.90%

+14.60%

Max Drawdown (5Y)

Largest decline over 5 years

-15.53%

-25.43%

+9.90%

Max Drawdown (10Y)

Largest decline over 10 years

-21.42%

-33.92%

+12.50%

Current Drawdown

Current decline from peak

-0.54%

-0.74%

+0.20%

Average Drawdown

Average peak-to-trough decline

-3.05%

-10.72%

+7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

1.97%

-0.90%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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