PGEIX vs. POLIX
PGEIX (Polen Global Emerging Markets Growth Fund) and POLIX (Polen Growth Fund) are both mutual funds - PGEIX is a Emerging Markets Diversified fund managed by Polen Capital, while POLIX is a Large Cap Growth Equities fund managed by Polen Capital. Over the past year, PGEIX returned 1.89% vs -8.22% for POLIX. At a 0.43 correlation, their price movements are largely independent. PGEIX charges 1.25%/yr vs 0.96%/yr for POLIX.
Performance
PGEIX vs. POLIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PGEIX achieves a -2.71% return, which is significantly higher than POLIX's -10.21% return.
PGEIX
- 1D
- 0.31%
- 1M
- -3.39%
- 6M
- -7.62%
- YTD
- -2.71%
- 1Y
- 1.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
POLIX
- 1D
- -0.06%
- 1M
- 0.78%
- 6M
- -11.57%
- YTD
- -10.21%
- 1Y
- -8.22%
- 3Y*
- 7.98%
- 5Y*
- 0.48%
- 10Y*
- 11.78%
PGEIX vs. POLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PGEIX Polen Global Emerging Markets Growth Fund | -2.71% | 16.07% |
POLIX Polen Growth Fund | -10.21% | 9.55% |
Correlation
The correlation between PGEIX and POLIX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.43 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PGEIX vs. POLIX — Risk / Return Rank
PGEIX
POLIX
PGEIX vs. POLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen Global Emerging Markets Growth Fund (PGEIX) and Polen Growth Fund (POLIX). 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 | POLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.92 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | -0.40 | +0.47 |
| Martin ratioReturn relative to average drawdown | 0.18 | -0.88 | +1.06 |
Loading charts...
Drawdowns
PGEIX vs. POLIX - Drawdown Comparison
The maximum PGEIX drawdown since its inception was -30.91%, smaller than the maximum POLIX drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for PGEIX and POLIX.
Loading charts...
Drawdown Indicators
| PGEIX | POLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.91% | -42.84% | +11.93% |
Max Drawdown (1Y)Largest decline over 1 year | -30.91% | -23.94% | -6.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.94% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -42.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.84% | — |
Current DrawdownCurrent decline from peak | -27.40% | -14.09% | -13.31% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -7.13% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.08% | 10.65% | +0.43% |
Volatility
PGEIX vs. POLIX - Volatility Comparison
Polen Global Emerging Markets Growth Fund (PGEIX) has a higher volatility of 13.96% compared to Polen Growth Fund (POLIX) at 5.11%. This indicates that PGEIX's price experiences larger fluctuations and is considered to be riskier than POLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PGEIX | POLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.96% | 5.11% | +8.85% |
Volatility (6M)Calculated over the trailing 6-month period | 35.89% | 14.03% | +21.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.64% | 17.40% | +20.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.05% | 23.06% | +11.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.05% | 21.89% | +13.16% |
PGEIX vs. POLIX - Expense Ratio Comparison
PGEIX has a 1.25% expense ratio, which is higher than POLIX's 0.96% expense ratio.
Dividends
PGEIX vs. POLIX - Dividend Comparison
PGEIX has not paid dividends to shareholders, while POLIX's dividend yield for the trailing twelve months is around 40.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
POLIX Polen Growth Fund | 40.49% | 36.35% | 10.47% | 0.00% | 10.54% | 3.97% | 1.25% | 0.12% | 2.77% | 1.66% | 0.01% | 4.29% |
Frequently Asked Questions
PGEIX and POLIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGEIX has higher volatility (13.96%) compared to POLIX (5.11%). In terms of maximum drawdown, PGEIX dropped -30.91% vs POLIX's -42.84%.
PGEIX currently has the higher Sharpe Ratio (0.06 vs -0.55), 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.
Find the right allocation for PGEIX and POLIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer