BCGDX vs. PGVFX
BCGDX (Blue Current Global Dividend Fund) and PGVFX (Polaris Global Value Fund) are both Global Equities funds. Over the past 10 years, BCGDX returned 11.98%/yr vs 11.58%/yr for PGVFX. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.99% expense ratio.
Performance
BCGDX vs. PGVFX - Performance Comparison
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Returns By Period
In the year-to-date period, BCGDX achieves a 8.67% return, which is significantly lower than PGVFX's 18.86% return. Both investments have delivered pretty close results over the past 10 years, with BCGDX having a 11.98% annualized return and PGVFX not far behind at 11.58%.
BCGDX
- 1D
- -0.38%
- 1M
- 1.11%
- YTD
- 8.67%
- 6M
- 7.45%
- 1Y
- 24.12%
- 3Y*
- 20.82%
- 5Y*
- 12.66%
- 10Y*
- 11.98%
PGVFX
- 1D
- -1.95%
- 1M
- 0.48%
- YTD
- 18.86%
- 6M
- 18.76%
- 1Y
- 35.91%
- 3Y*
- 21.35%
- 5Y*
- 9.99%
- 10Y*
- 11.58%
BCGDX vs. PGVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCGDX Blue Current Global Dividend Fund | 8.67% | 30.23% | 16.71% | 14.46% | -8.62% | 18.78% | 7.06% | 26.17% | -12.14% | 18.97% |
PGVFX Polaris Global Value Fund | 18.86% | 27.01% | 5.33% | 14.76% | -12.00% | 15.38% | 6.65% | 22.83% | -12.64% | 20.60% |
Correlation
The correlation between BCGDX and PGVFX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.81 |
Over the past year, the correlation between BCGDX and PGVFX has dropped to 0.59 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
BCGDX vs. PGVFX — Risk / Return Rank
BCGDX
PGVFX
BCGDX vs. PGVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blue Current Global Dividend Fund (BCGDX) and Polaris Global Value Fund (PGVFX). 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.
| BCGDX | PGVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.57 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 4.35 | -1.55 |
| Martin ratioReturn relative to average drawdown | 11.66 | 15.62 | -3.96 |
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Drawdowns
BCGDX vs. PGVFX - Drawdown Comparison
The maximum BCGDX drawdown since its inception was -35.90%, smaller than the maximum PGVFX drawdown of -68.09%. Use the drawdown chart below to compare losses from any high point for BCGDX and PGVFX.
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Drawdown Indicators
| BCGDX | PGVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.90% | -68.09% | +32.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -8.76% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -11.79% | -12.53% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.01% | -27.58% | +6.57% |
Max Drawdown (10Y)Largest decline over 10 years | -35.90% | -41.26% | +5.36% |
Current DrawdownCurrent decline from peak | -0.38% | -1.95% | +1.57% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -11.28% | +7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.43% | -0.29% |
Volatility
BCGDX vs. PGVFX - Volatility Comparison
The current volatility for Blue Current Global Dividend Fund (BCGDX) is 3.20%, while Polaris Global Value Fund (PGVFX) has a volatility of 4.64%. This indicates that BCGDX experiences smaller price fluctuations and is considered to be less risky than PGVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCGDX | PGVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 4.64% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 10.38% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.13% | 12.42% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.28% | 13.89% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 15.72% | +0.12% |
BCGDX vs. PGVFX - Expense Ratio Comparison
Both BCGDX and PGVFX have an expense ratio of 0.99%.
Dividends
BCGDX vs. PGVFX - Dividend Comparison
BCGDX's dividend yield for the trailing twelve months is around 4.36%, which matches PGVFX's 4.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCGDX Blue Current Global Dividend Fund | 4.36% | 4.77% | 4.23% | 1.84% | 5.11% | 8.48% | 1.45% | 2.24% | 1.53% | 3.44% | 1.99% | 1.68% |
PGVFX Polaris Global Value Fund | 4.35% | 5.17% | 5.65% | 1.68% | 3.55% | 4.05% | 1.55% | 3.69% | 3.39% | 1.50% | 1.32% | 1.26% |
Frequently Asked Questions
BCGDX and PGVFX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGVFX has higher volatility (4.64%) compared to BCGDX (3.20%). In terms of maximum drawdown, BCGDX dropped -35.90% vs PGVFX's -68.09%.
PGVFX currently has the higher Sharpe Ratio (3.06 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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