PBSIX vs. PGEIX

Last updated Apr 2, 2026

Compare and contrast key facts about Polen U.S. Small Company Growth Fund (PBSIX) and Polen Global Emerging Markets Growth Fund (PGEIX).

PBSIX is managed by Polen Capital. It was launched on Nov 1, 2017. PGEIX is managed by Polen Capital. It was launched on Oct 15, 2020.

Performance

PBSIX vs. PGEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen U.S. Small Company Growth Fund (PBSIX) and Polen Global Emerging Markets Growth Fund (PGEIX). The values are adjusted to include any dividend payments, if applicable.

PBSIX vs. PGEIX - Yearly Performance Comparison

	2026 (YTD)	2025
PBSIX Polen U.S. Small Company Growth Fund	2.87%	28.08%
PGEIX Polen Global Emerging Markets Growth Fund	0.00%	16.07%

Returns By Period

PBSIX

• 1D: 6.49%
• 1M: -5.18%
• YTD: 2.87%
• 6M: 0.12%
• 1Y: 28.51%
• 3Y*: 9.54%
• 5Y*: -1.08%
• 10Y*: —

PGEIX

• 1D: 2.78%
• 1M: -8.95%
• YTD: 0.00%
• 6M: -2.64%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PBSIX vs. PGEIX - Expense Ratio Comparison

PBSIX has a 1.26% expense ratio, which is higher than PGEIX's 1.25% expense ratio.

PBSIX

Polen U.S. Small Company Growth Fund

PGEIX

Polen Global Emerging Markets Growth Fund

Return for Risk

PBSIX vs. PGEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PBSIX

PBSIX Risk / Return Rank: 48
PBSIX Sharpe Ratio Rank: 43
PBSIX Sortino Ratio Rank: 48
PBSIX Omega Ratio Rank: 36
PBSIX Calmar Ratio Rank: 62
PBSIX Martin Ratio Rank: 51

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.

PBSIX vs. PGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen U.S. Small Company Growth Fund (PBSIX) 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.

	PBSIX	PGEIX	Difference
Sharpe ratio Return per unit of total volatility	0.96	—	—
Sortino ratio Return per unit of downside risk	1.48	—	—
Omega ratio Gain probability vs. loss probability	1.19	—	—
Calmar ratio Return relative to maximum drawdown	1.61	—	—
Martin ratio Return relative to average drawdown	5.50	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PBSIX	PGEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	1.11	-0.84

Correlation

The correlation between PBSIX and PGEIX is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PBSIX vs. PGEIX - Dividend Comparison

Neither PBSIX nor PGEIX has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
PBSIX Polen U.S. Small Company Growth Fund	0.00%	0.00%	0.00%	0.00%	0.00%	3.60%	0.11%	0.48%	0.16%
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%

Drawdowns

PBSIX vs. PGEIX - Drawdown Comparison

The maximum PBSIX drawdown since its inception was -52.49%, which is greater than PGEIX's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for PBSIX and PGEIX.

Drawdown Indicators

	PBSIX	PGEIX	Difference
Max Drawdown Largest peak-to-trough decline	-52.49%	-13.24%	-39.25%
Max Drawdown (1Y) Largest decline over 1 year	-13.67%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-52.49%	—	—
Current Drawdown Current decline from peak	-25.55%	-10.82%	-14.73%
Average Drawdown Average peak-to-trough decline	-21.76%	-2.79%	-18.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.67%	—	—

Volatility

Volatility by Period

	PBSIX	PGEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.06%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.24%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.79%	18.77%	+13.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.41%	18.77%	+9.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.46%	18.77%	+8.69%