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 13.37% vs -8.36% for POLIX. At a 0.45 correlation, their price movements are largely independent. PGEIX charges 1.25%/yr vs 0.96%/yr for POLIX.
Performance
PGEIX vs. POLIX - Performance Comparison
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Returns By Period
In the year-to-date period, PGEIX achieves a 4.61% return, which is significantly higher than POLIX's -12.42% return.
PGEIX
- 1D
- 0.68%
- 1M
- 6.54%
- YTD
- 4.61%
- 6M
- 6.00%
- 1Y
- 13.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
POLIX
- 1D
- -1.91%
- 1M
- -4.10%
- YTD
- -12.42%
- 6M
- -13.12%
- 1Y
- -8.36%
- 3Y*
- 7.69%
- 5Y*
- 0.85%
- 10Y*
- 12.11%
PGEIX vs. POLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PGEIX Polen Global Emerging Markets Growth Fund | 4.61% | 16.07% |
POLIX Polen Growth Fund | -12.42% | 9.55% |
Correlation
The correlation between PGEIX and POLIX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025 | 0.45 |
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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 | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.93 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | -0.36 | +0.83 |
| Martin ratioReturn relative to average drawdown | 1.48 | -0.84 | +2.32 |
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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.
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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 | -21.93% | -16.21% | -5.72% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -7.10% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.27% | 10.05% | -0.78% |
Volatility
PGEIX vs. POLIX - Volatility Comparison
Polen Global Emerging Markets Growth Fund (PGEIX) has a higher volatility of 14.46% compared to Polen Growth Fund (POLIX) at 6.59%. 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.
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Volatility by Period
| PGEIX | POLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.46% | 6.59% | +7.87% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 13.97% | +20.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.44% | 17.39% | +19.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.54% | 23.06% | +11.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.54% | 21.95% | +12.59% |
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 41.51%.
| 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 | 41.51% | 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 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGEIX has higher volatility (14.46%) compared to POLIX (6.59%). In terms of maximum drawdown, PGEIX dropped -30.91% vs POLIX's -42.84%.
PGEIX currently has the higher Sharpe Ratio (0.40 vs -0.49), 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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