PGEIX vs. WAEMX

Last updated Apr 2, 2026

Compare and contrast key facts about Polen Global Emerging Markets Growth Fund (PGEIX) and Wasatch Emerging Markets Small Cap Fund (WAEMX).

PGEIX is managed by Polen Capital. It was launched on Oct 15, 2020. WAEMX is managed by Wasatch. It was launched on Sep 30, 2007.

Performance

PGEIX vs. WAEMX - Performance Comparison

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

PGEIX vs. WAEMX - Yearly Performance Comparison

	2026 (YTD)	2025
PGEIX Polen Global Emerging Markets Growth Fund	0.00%	16.07%
WAEMX Wasatch Emerging Markets Small Cap Fund	4.12%	12.72%

Returns By Period

PGEIX

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

WAEMX

• 1D: 1.14%
• 1M: -5.85%
• YTD: 4.12%
• 6M: 9.04%
• 1Y: 21.06%
• 3Y*: 6.68%
• 5Y*: -0.10%
• 10Y*: 6.63%

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

PGEIX vs. WAEMX - Expense Ratio Comparison

PGEIX has a 1.25% expense ratio, which is lower than WAEMX's 1.91% expense ratio.

WAEMX

Wasatch Emerging Markets Small Cap Fund

PGEIX

Polen Global Emerging Markets Growth Fund

Return for Risk

PGEIX vs. WAEMX — Risk / Return Rank

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

WAEMX

WAEMX Risk / Return Rank: 70
WAEMX Sharpe Ratio Rank: 67
WAEMX Sortino Ratio Rank: 69
WAEMX Omega Ratio Rank: 55
WAEMX Calmar Ratio Rank: 83
WAEMX Martin Ratio Rank: 75

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. WAEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Global Emerging Markets Growth Fund (PGEIX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). 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	WAEMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.26	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.01	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.37	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	0.25	+0.85

Correlation

The correlation between PGEIX and WAEMX is 0.56, 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

PGEIX vs. WAEMX - Dividend Comparison

PGEIX has not paid dividends to shareholders, while WAEMX's dividend yield for the trailing twelve months is around 67.61%.

	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%
WAEMX Wasatch Emerging Markets Small Cap Fund	67.61%	70.40%	6.49%	0.00%	3.32%	6.03%	7.15%	5.82%	12.81%	0.00%	0.00%	0.02%

Drawdowns

PGEIX vs. WAEMX - Drawdown Comparison

The maximum PGEIX drawdown since its inception was -13.24%, smaller than the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for PGEIX and WAEMX.

Drawdown Indicators

	PGEIX	WAEMX	Difference
Max Drawdown Largest peak-to-trough decline	-13.24%	-66.35%	+53.11%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.38%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-44.88%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.88%	—
Current Drawdown Current decline from peak	-10.82%	-22.97%	+12.15%
Average Drawdown Average peak-to-trough decline	-2.79%	-16.87%	+14.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.65%	—

Volatility

Volatility by Period

	PGEIX	WAEMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.20%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.77%	16.78%	+1.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.77%	17.41%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.77%	17.94%	+0.83%