PGEIX vs. EFEIX

Last updated Apr 2, 2026

Compare and contrast key facts about Polen Global Emerging Markets Growth Fund (PGEIX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX).

PGEIX is managed by Polen Capital. It was launched on Oct 15, 2020. EFEIX is managed by Ashmore. It was launched on Nov 3, 2013.

Performance

PGEIX vs. EFEIX - Performance Comparison

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

PGEIX vs. EFEIX - Yearly Performance Comparison

	2026 (YTD)	2025
PGEIX Polen Global Emerging Markets Growth Fund	0.00%	16.07%
EFEIX Ashmore Emerging Markets Frontier Equity Fund	-2.96%	18.60%

Returns By Period

PGEIX

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

EFEIX

• 1D: 1.94%
• 1M: -7.22%
• YTD: -2.96%
• 6M: 0.21%
• 1Y: 14.37%
• 3Y*: 16.74%
• 5Y*: 9.79%
• 10Y*: 6.92%

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

PGEIX vs. EFEIX - Expense Ratio Comparison

PGEIX has a 1.25% expense ratio, which is lower than EFEIX's 1.52% expense ratio.

EFEIX

Ashmore Emerging Markets Frontier Equity Fund

PGEIX

Polen Global Emerging Markets Growth Fund

Return for Risk

PGEIX vs. EFEIX — Risk / Return Rank

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

EFEIX

EFEIX Risk / Return Rank: 50
EFEIX Sharpe Ratio Rank: 63
EFEIX Sortino Ratio Rank: 56
EFEIX Omega Ratio Rank: 54
EFEIX Calmar Ratio Rank: 42
EFEIX Martin Ratio Rank: 36

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.

PGEIX vs. EFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Global Emerging Markets Growth Fund (PGEIX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PGEIX	EFEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.20	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.01	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	0.37	+0.74

Correlation

The correlation between PGEIX and EFEIX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

PGEIX vs. EFEIX - Dividend Comparison

PGEIX has not paid dividends to shareholders, while EFEIX's dividend yield for the trailing twelve months is around 11.73%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%	0.00%
EFEIX Ashmore Emerging Markets Frontier Equity Fund	11.73%	11.69%	2.15%	2.26%	0.17%	1.61%	0.96%	1.63%	1.44%	0.88%	0.38%

Drawdowns

PGEIX vs. EFEIX - Drawdown Comparison

The maximum PGEIX drawdown since its inception was -13.24%, smaller than the maximum EFEIX drawdown of -40.50%. Use the drawdown chart below to compare losses from any high point for PGEIX and EFEIX.

Drawdown Indicators

	PGEIX	EFEIX	Difference
Max Drawdown Largest peak-to-trough decline	-13.24%	-40.50%	+27.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.62%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.83%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.50%	—
Current Drawdown Current decline from peak	-10.82%	-9.90%	-0.92%
Average Drawdown Average peak-to-trough decline	-2.79%	-12.38%	+9.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.38%	—

Volatility

Volatility by Period

	PGEIX	EFEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.55%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.95%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.77%	12.38%	+6.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.77%	9.72%	+9.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.77%	10.94%	+7.83%