DDJIX vs. PGEIX
DDJIX (Polen DDJ Opportunistic High Yield Fund) and PGEIX (Polen Global Emerging Markets Growth Fund) are both mutual funds - DDJIX is a High Yield Bonds fund managed by Polen, while PGEIX is a Emerging Markets Equities fund managed by Polen. Over the past year, DDJIX returned 0.46% vs -4.86% for PGEIX. Their 0.38 correlation means their historical movements had little consistent relationship. DDJIX charges 0.79%/yr vs 1.25%/yr for PGEIX.
Performance
DDJIX vs. PGEIX - Performance Comparison
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Returns By Period
In the year-to-date period, DDJIX achieves a -0.14% return, which is significantly higher than PGEIX's -9.73% return.
DDJIX
- 1D
- 0.15%
- 1M
- -0.88%
- 6M
- -1.39%
- YTD
- -0.14%
- 1Y
- 0.46%
- 3Y*
- 4.92%
- 5Y*
- 1.51%
- 10Y*
- 2.89%
- ALL TIME*
- 3.16%
PGEIX
- 1D
- -0.22%
- 1M
- -6.74%
- 6M
- -15.57%
- YTD
- -9.73%
- 1Y
- -4.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DDJIX vs. PGEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DDJIX Polen DDJ Opportunistic High Yield Fund | -0.14% | 3.17% |
PGEIX Polen Global Emerging Markets Growth Fund | -9.73% | 16.07% |
Correlation
The correlation between DDJIX and PGEIX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.38 |
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Return for Risk
DDJIX vs. PGEIX — Risk / Return Rank
DDJIX
PGEIX
DDJIX vs. PGEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen DDJ Opportunistic High Yield Fund (DDJIX) and Polen Global Emerging Markets Growth Fund (PGEIX). 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.
| DDJIX | PGEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.01 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | -0.19 | +0.31 |
| Martin ratioReturn relative to average drawdown | 0.30 | -0.46 | +0.75 |
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Drawdowns
DDJIX vs. PGEIX - Drawdown Comparison
The maximum DDJIX drawdown since its inception was -21.42%, smaller than the maximum PGEIX drawdown of -32.63%. Use the drawdown chart below to compare losses from any high point for DDJIX and PGEIX.
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Drawdown Indicators
| DDJIX | PGEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.42% | -32.63% | +11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.94% | -32.63% | +29.69% |
Max Drawdown (3Y)Largest decline over 3 years | -4.30% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.53% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -21.42% | — | — |
Current DrawdownCurrent decline from peak | -1.69% | -32.63% | +30.94% |
Average DrawdownAverage peak-to-trough decline | -3.02% | -7.32% | +4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.12% | 13.20% | -12.08% |
Volatility
DDJIX vs. PGEIX - Volatility Comparison
The current volatility for Polen DDJ Opportunistic High Yield Fund (DDJIX) is 0.77%, while Polen Global Emerging Markets Growth Fund (PGEIX) has a volatility of 10.52%. This indicates that DDJIX experiences smaller price fluctuations and is considered to be less risky than PGEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDJIX | PGEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 10.52% | -9.75% |
Volatility (6M)Calculated over the trailing 6-month period | 2.51% | 36.56% | -34.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.25% | 38.30% | -35.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.94% | 35.04% | -31.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.58% | 35.04% | -30.46% |
DDJIX vs. PGEIX - Expense Ratio Comparison
DDJIX has a 0.79% expense ratio, which is lower than PGEIX's 1.25% expense ratio.
Dividends
DDJIX vs. PGEIX - Dividend Comparison
DDJIX's dividend yield for the trailing twelve months is around 6.93%, while PGEIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DDJIX Polen DDJ Opportunistic High Yield Fund | 6.93% | 6.85% | 7.99% | 7.07% | 4.54% | 5.02% | 7.01% | 8.21% | 9.08% | 6.93% |
PGEIX Polen Global Emerging Markets Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DDJIX and PGEIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGEIX has higher volatility (10.52%) compared to DDJIX (0.77%). In terms of maximum drawdown, DDJIX dropped -21.42% vs PGEIX's -32.63%.
DDJIX currently has the higher Sharpe Ratio (0.10 vs -0.17), 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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