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PGIIX vs. POLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGIIX vs. POLIX - Performance Comparison

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

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PGIIX vs. POLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGIIX
Polen Global Growth Fund
-17.81%1.91%16.43%31.09%-31.20%17.43%23.67%35.47%2.48%31.52%
POLIX
Polen Growth Fund
-19.94%3.87%22.57%39.17%-38.36%23.51%33.25%37.34%7.74%26.47%

Returns By Period

In the year-to-date period, PGIIX achieves a -17.81% return, which is significantly higher than POLIX's -19.94% return. Over the past 10 years, PGIIX has underperformed POLIX with an annualized return of 8.79%, while POLIX has yielded a comparatively higher 10.36% annualized return.


PGIIX

1D
0.16%
1M
-9.82%
YTD
-17.81%
6M
-20.19%
1Y
-11.58%
3Y*
4.68%
5Y*
0.27%
10Y*
8.79%

POLIX

1D
0.70%
1M
-8.56%
YTD
-19.94%
6M
-21.08%
1Y
-11.24%
3Y*
7.54%
5Y*
1.23%
10Y*
10.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGIIX vs. POLIX - Expense Ratio Comparison

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


Return for Risk

PGIIX vs. POLIX — Risk / Return Rank

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

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

POLIX
POLIX Risk / Return Rank: 11
Overall Rank
POLIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
POLIX Sortino Ratio Rank: 11
Sortino Ratio Rank
POLIX Omega Ratio Rank: 11
Omega Ratio Rank
POLIX Calmar Ratio Rank: 22
Calmar Ratio Rank
POLIX Martin Ratio Rank: 11
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. POLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Global Growth Fund (PGIIX) 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.


PGIIXPOLIXDifference

Sharpe ratio

Return per unit of total volatility

-0.68

-0.61

-0.07

Sortino ratio

Return per unit of downside risk

-0.89

-0.76

-0.13

Omega ratio

Gain probability vs. loss probability

0.89

0.90

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.57

-0.50

-0.07

Martin ratio

Return relative to average drawdown

-1.77

-1.56

-0.21

PGIIX vs. POLIX - Sharpe Ratio Comparison

The current PGIIX Sharpe Ratio is -0.68, which is comparable to the POLIX Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of PGIIX and POLIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PGIIXPOLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

-0.61

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.05

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.48

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.61

-0.15

Correlation

The correlation between PGIIX and POLIX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PGIIX vs. POLIX - Dividend Comparison

PGIIX's dividend yield for the trailing twelve months is around 26.30%, less than POLIX's 45.41% yield.


TTM20252024202320222021202020192018201720162015
PGIIX
Polen Global Growth Fund
26.30%21.62%7.45%0.00%1.15%2.48%0.00%0.04%1.93%0.00%0.05%0.09%
POLIX
Polen Growth Fund
45.41%36.35%10.47%0.00%10.54%3.97%1.25%0.12%2.77%1.66%0.01%4.29%

Drawdowns

PGIIX vs. POLIX - Drawdown Comparison

The maximum PGIIX drawdown since its inception was -37.09%, smaller than the maximum POLIX drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for PGIIX and POLIX.


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Drawdown Indicators


PGIIXPOLIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-42.84%

+5.75%

Max Drawdown (1Y)

Largest decline over 1 year

-22.38%

-23.94%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

-42.84%

+5.75%

Max Drawdown (10Y)

Largest decline over 10 years

-37.09%

-42.84%

+5.75%

Current Drawdown

Current decline from peak

-22.25%

-23.41%

+1.16%

Average Drawdown

Average peak-to-trough decline

-6.94%

-7.00%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.19%

7.72%

-0.53%

Volatility

PGIIX vs. POLIX - Volatility Comparison

Polen Global Growth Fund (PGIIX) and Polen Growth Fund (POLIX) have volatilities of 5.89% and 5.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGIIXPOLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

5.82%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.51%

12.10%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

22.07%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

22.85%

-3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

21.79%

-2.65%