PGIIX vs. LVAFX
PGIIX (Polen Global Growth Fund) and LVAFX (LSV Global Managed Volatility Fund) are both Global Equities funds. Over the past 10 years, PGIIX returned 9.92%/yr vs 8.15%/yr for LVAFX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. PGIIX charges 0.99%/yr vs 1.00%/yr for LVAFX.
Performance
PGIIX vs. LVAFX - Performance Comparison
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Returns By Period
In the year-to-date period, PGIIX achieves a -6.88% return, which is significantly lower than LVAFX's 17.34% return. Over the past 10 years, PGIIX has outperformed LVAFX with an annualized return of 9.92%, while LVAFX has yielded a comparatively lower 8.15% annualized return.
PGIIX
- 1D
- 2.07%
- 1M
- -0.38%
- 6M
- -3.59%
- YTD
- -6.88%
- 1Y
- -6.38%
- 3Y*
- 5.05%
- 5Y*
- 0.37%
- 10Y*
- 9.92%
- ALL TIME*
- 9.61%
LVAFX
- 1D
- 0.31%
- 1M
- 5.72%
- 6M
- 12.90%
- YTD
- 17.34%
- 1Y
- 29.64%
- 3Y*
- 14.26%
- 5Y*
- 9.25%
- 10Y*
- 8.15%
- ALL TIME*
- 7.57%
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 |
PGIIX vs. LVAFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGIIX Polen Global Growth Fund | -6.88% | 1.91% | 16.43% | 31.09% | -31.20% | 17.43% | 23.67% | 35.47% | 2.48% | 31.52% |
LVAFX LSV Global Managed Volatility Fund | 17.34% | 22.33% | 0.10% | 9.81% | -4.04% | 17.36% | -5.16% | 17.54% | -6.47% | 18.68% |
Correlation
The correlation between PGIIX and LVAFX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.65 |
Over the past year, the correlation between PGIIX and LVAFX has dropped to 0.43 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
PGIIX vs. LVAFX — Risk / Return Rank
PGIIX
LVAFX
PGIIX vs. LVAFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen Global Growth Fund (PGIIX) and LSV Global Managed Volatility Fund (LVAFX). 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.
| PGIIX | LVAFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.94 | ||
| Sortino ratioReturn per unit of downside risk | -5.64 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.64 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 5.01 | -5.42 |
| Martin ratioReturn relative to average drawdown | -0.89 | 17.92 | -18.81 |
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Drawdowns
PGIIX vs. LVAFX - Drawdown Comparison
The maximum PGIIX drawdown since its inception was -37.09%, which is greater than LVAFX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for PGIIX and LVAFX.
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Drawdown Indicators
| PGIIX | LVAFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.09% | -33.69% | -3.40% |
Max Drawdown (1Y)Largest decline over 1 year | -22.38% | -5.76% | -16.62% |
Max Drawdown (3Y)Largest decline over 3 years | -22.38% | -17.52% | -4.86% |
Max Drawdown (5Y)Largest decline over 5 years | -37.09% | -18.34% | -18.75% |
Max Drawdown (10Y)Largest decline over 10 years | -37.09% | -33.69% | -3.40% |
Current DrawdownCurrent decline from peak | -11.91% | 0.00% | -11.91% |
Average DrawdownAverage peak-to-trough decline | -7.10% | -4.71% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.09% | 1.61% | +8.48% |
Volatility
PGIIX vs. LVAFX - Volatility Comparison
Polen Global Growth Fund (PGIIX) has a higher volatility of 4.21% compared to LSV Global Managed Volatility Fund (LVAFX) at 1.99%. This indicates that PGIIX's price experiences larger fluctuations and is considered to be riskier than LVAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PGIIX | LVAFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 1.99% | +2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 6.55% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.79% | 8.51% | +8.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 13.24% | +6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 13.53% | +5.77% |
PGIIX vs. LVAFX - Expense Ratio Comparison
PGIIX has a 0.99% expense ratio, which is lower than LVAFX's 1.00% expense ratio.
Dividends
PGIIX vs. LVAFX - Dividend Comparison
PGIIX's dividend yield for the trailing twelve months is around 23.21%, more than LVAFX's 8.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVAFX LSV Global Managed Volatility Fund | 8.67% | 10.17% | 2.71% | 15.64% | 2.90% | 2.90% | 2.14% | 7.62% | 3.59% | 7.10% | 1.66% | 1.74% |
PGIIX Polen Global Growth Fund | 23.21% | 21.62% | 7.45% | 0.00% | 1.15% | 2.48% | 0.00% | 0.04% | 1.93% | 0.00% | 0.05% | 0.09% |
Frequently Asked Questions
PGIIX and LVAFX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGIIX has higher volatility (4.21%) compared to LVAFX (1.99%). In terms of maximum drawdown, PGIIX dropped -37.09% vs LVAFX's -33.69%.
LVAFX currently has the higher Sharpe Ratio (3.40 vs -0.54), 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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