PGIIX vs. SPY

In the year-to-date period, PGIIX achieves a -0.04% return, which is significantly lower than SPY's 0.87% return. Over the past 10 years, PGIIX has underperformed SPY with an annualized return of 10.85%, while SPY has yielded a comparatively higher 12.73% annualized return.

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PGIIX has a 0.99% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Polen Global Growth Fund (PGIIX) and SPDR S&P 500 ETF (SPY). 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.

The current PGIIX Sharpe Ratio is 0.58, which is comparable to the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of PGIIX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PGIIX's dividend yield for the trailing twelve months is around 3.73%, more than SPY's 1.22% yield.

The maximum PGIIX drawdown since its inception was -37.09%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for PGIIX and SPY.

Polen Global Growth Fund (PGIIX) has a higher volatility of 5.21% compared to SPDR S&P 500 ETF (SPY) at 4.86%. This indicates that PGIIX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.