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PGIIX vs. MDGCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGIIX vs. MDGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Global Growth Fund (PGIIX) and BlackRock Advantage Global Fund, Inc. (MDGCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PGIIX achieves a -5.89% return, which is significantly lower than MDGCX's 16.34% return. Over the past 10 years, PGIIX has underperformed MDGCX with an annualized return of 10.33%, while MDGCX has yielded a comparatively higher 12.17% annualized return.


PGIIX

1D
0.58%
1M
2.35%
6M
-7.19%
YTD
-5.89%
1Y
-5.52%
3Y*
6.81%
5Y*
0.71%
10Y*
10.33%

MDGCX

1D
0.66%
1M
-0.40%
6M
13.15%
YTD
16.34%
1Y
31.41%
3Y*
20.11%
5Y*
10.77%
10Y*
12.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PGIIX vs. MDGCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGIIX
Polen Global Growth Fund
-5.89%1.91%16.43%31.09%-31.20%17.43%23.67%35.47%2.48%31.52%
MDGCX
BlackRock Advantage Global Fund, Inc.
16.34%23.61%10.87%22.43%-17.94%17.52%15.61%25.54%-11.73%23.41%

Correlation

The correlation between PGIIX and MDGCX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 31, 2014

0.83

The correlation between PGIIX and MDGCX has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.

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Return for Risk

PGIIX vs. MDGCX — Risk / Return Rank

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

PGIIX
PGIIX Risk / Return Rank: 22
Overall Rank
PGIIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PGIIX Sortino Ratio Rank: 11
Sortino Ratio Rank
PGIIX Omega Ratio Rank: 22
Omega Ratio Rank
PGIIX Calmar Ratio Rank: 22
Calmar Ratio Rank
PGIIX Martin Ratio Rank: 22
Martin Ratio Rank

MDGCX
MDGCX Risk / Return Rank: 8787
Overall Rank
MDGCX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MDGCX Sortino Ratio Rank: 8282
Sortino Ratio Rank
MDGCX Omega Ratio Rank: 8181
Omega Ratio Rank
MDGCX Calmar Ratio Rank: 9191
Calmar Ratio Rank
MDGCX Martin Ratio Rank: 9393
Martin Ratio Rank
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.

PGIIX vs. MDGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Global Growth Fund (PGIIX) and BlackRock Advantage Global Fund, Inc. (MDGCX). 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.


PGIIXMDGCXDifference
Sharpe ratioReturn per unit of total volatility

-2.75

Sortino ratioReturn per unit of downside risk

-3.60

Omega ratioGain probability vs. loss probability

0.94

1.42

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.33

3.87

-4.20

Martin ratioReturn relative to average drawdown

-0.75

15.57

-16.32

PGIIX vs. MDGCX - Sharpe Ratio Comparison

The current PGIIX Sharpe Ratio is -0.45, which is lower than the MDGCX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of PGIIX and MDGCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PGIIX vs. MDGCX - Drawdown Comparison

The maximum PGIIX drawdown since its inception was -37.09%, smaller than the maximum MDGCX drawdown of -48.25%. Use the drawdown chart below to compare losses from any high point for PGIIX and MDGCX.


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Drawdown Indicators


PGIIXMDGCXDifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-48.25%

+11.16%

Max Drawdown (1Y)

Largest decline over 1 year

-22.38%

-8.07%

-14.31%

Max Drawdown (3Y)

Largest decline over 3 years

-22.38%

-21.46%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

-26.68%

-10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-37.09%

-34.87%

-2.22%

Current Drawdown

Current decline from peak

-10.98%

-2.90%

-8.08%

Average Drawdown

Average peak-to-trough decline

-7.08%

-9.91%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.68%

2.00%

+7.68%

Volatility

PGIIX vs. MDGCX - Volatility Comparison

Polen Global Growth Fund (PGIIX) has a higher volatility of 5.34% compared to BlackRock Advantage Global Fund, Inc. (MDGCX) at 4.78%. This indicates that PGIIX's price experiences larger fluctuations and is considered to be riskier than MDGCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGIIXMDGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

4.78%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

11.28%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.49%

13.54%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.75%

16.30%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

17.11%

+2.16%

PGIIX vs. MDGCX - Expense Ratio Comparison

PGIIX has a 0.99% expense ratio, which is higher than MDGCX's 0.96% expense ratio.


Dividends

PGIIX vs. MDGCX - Dividend Comparison

PGIIX's dividend yield for the trailing twelve months is around 22.97%, more than MDGCX's 7.66% yield.


PositionTTM20252024202320222021202020192018201720162015
MDGCX
BlackRock Advantage Global Fund, Inc.
7.66%8.91%7.78%1.42%1.75%16.75%3.77%1.73%4.06%34.82%0.65%5.18%
PGIIX
Polen Global Growth Fund
22.97%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 MDGCX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PGIIX has higher volatility (5.34%) compared to MDGCX (4.78%). In terms of maximum drawdown, PGIIX dropped -37.09% vs MDGCX's -48.25%.

MDGCX currently has the higher Sharpe Ratio (2.30 vs -0.45), 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.

Portfolio Optimizer

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