PGEIX vs. DDJIX
PGEIX (Polen Global Emerging Markets Growth Fund) and DDJIX (Polen DDJ Opportunistic High Yield Fund) are both mutual funds - PGEIX is a Emerging Markets Equities fund managed by Polen, while DDJIX is a High Yield Bonds fund managed by Polen. Over the past year, PGEIX returned -4.86% vs 0.46% for DDJIX. Their 0.38 correlation means their historical movements had little consistent relationship. PGEIX charges 1.25%/yr vs 0.79%/yr for DDJIX.
Performance
PGEIX vs. DDJIX - Performance Comparison
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Returns By Period
In the year-to-date period, PGEIX achieves a -9.73% return, which is significantly lower than DDJIX's -0.14% return.
PGEIX
- 1D
- -0.22%
- 1M
- -6.74%
- 6M
- -15.57%
- YTD
- -9.73%
- 1Y
- -4.86%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.79%
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%
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 |
PGEIX vs. DDJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PGEIX Polen Global Emerging Markets Growth Fund | -9.73% | 16.07% |
DDJIX Polen DDJ Opportunistic High Yield Fund | -0.14% | 3.17% |
Correlation
The correlation between PGEIX and DDJIX 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
PGEIX vs. DDJIX — Risk / Return Rank
PGEIX
DDJIX
PGEIX vs. DDJIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen Global Emerging Markets Growth Fund (PGEIX) and Polen DDJ Opportunistic High Yield Fund (DDJIX). 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.
| PGEIX | DDJIX | 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 | 1.01 | 1.02 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.11 | -0.31 |
| Martin ratioReturn relative to average drawdown | -0.46 | 0.30 | -0.75 |
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Drawdowns
PGEIX vs. DDJIX - Drawdown Comparison
The maximum PGEIX drawdown since its inception was -32.63%, which is greater than DDJIX's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for PGEIX and DDJIX.
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Drawdown Indicators
| PGEIX | DDJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -21.42% | -11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -32.63% | -2.94% | -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 | -32.63% | -1.69% | -30.94% |
Average DrawdownAverage peak-to-trough decline | -7.32% | -3.02% | -4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.20% | 1.12% | +12.08% |
Volatility
PGEIX vs. DDJIX - Volatility Comparison
Polen Global Emerging Markets Growth Fund (PGEIX) has a higher volatility of 10.52% compared to Polen DDJ Opportunistic High Yield Fund (DDJIX) at 0.77%. This indicates that PGEIX's price experiences larger fluctuations and is considered to be riskier than DDJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGEIX | DDJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 0.77% | +9.75% |
Volatility (6M)Calculated over the trailing 6-month period | 36.56% | 2.51% | +34.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.30% | 3.25% | +35.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.04% | 3.94% | +31.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.04% | 4.58% | +30.46% |
PGEIX vs. DDJIX - Expense Ratio Comparison
PGEIX has a 1.25% expense ratio, which is higher than DDJIX's 0.79% expense ratio.
Dividends
PGEIX vs. DDJIX - Dividend Comparison
PGEIX has not paid dividends to shareholders, while DDJIX's dividend yield for the trailing twelve months is around 6.93%.
| 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
PGEIX and DDJIX 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, PGEIX dropped -32.63% vs DDJIX's -21.42%.
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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