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PGIIX vs. YFSIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PGIIX vs. YFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Global Growth Fund (PGIIX) and AMG Yacktman Global Fund (YFSIX). 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 -6.88% return, which is significantly lower than YFSIX's 24.97% 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%

YFSIX

1D
3.06%
1M
4.28%
6M
14.11%
YTD
24.97%
1Y
22.32%
3Y*
15.02%
5Y*
9.02%
10Y*
ALL TIME*
12.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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. YFSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGIIX
Polen Global Growth Fund
-6.88%1.91%16.43%31.09%-31.20%17.43%23.67%35.47%2.48%27.05%
YFSIX
AMG Yacktman Global Fund
24.97%14.91%-0.34%16.64%-9.15%13.13%18.46%24.40%2.18%20.95%

Correlation

The correlation between PGIIX and YFSIX is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2017

0.61

Over the past year, the correlation between PGIIX and YFSIX has dropped to 0.38 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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Return for Risk

PGIIX vs. YFSIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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

YFSIX
YFSIX Risk / Return Rank: 2929
Overall Rank
YFSIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
YFSIX Sortino Ratio Rank: 2020
Sortino Ratio Rank
YFSIX Omega Ratio Rank: 4040
Omega Ratio Rank
YFSIX Calmar Ratio Rank: 3333
Calmar Ratio Rank
YFSIX Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PGIIX vs. YFSIX - Risk-Adjusted Trends Comparison

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


PGIIXYFSIXDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

0.92

1.22

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.41

1.41

-1.82

Martin ratioReturn relative to average drawdown

-0.89

4.10

-4.99

PGIIX vs. YFSIX - Sharpe Ratio Comparison

The current PGIIX Sharpe Ratio is -0.54, which is lower than the YFSIX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of PGIIX and YFSIX, 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. YFSIX - Drawdown Comparison

The maximum PGIIX drawdown since its inception was -37.09%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for PGIIX and YFSIX.


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Drawdown Indicators


PGIIXYFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-35.10%

-1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-22.38%

-14.20%

-8.18%

Max Drawdown (3Y)

Largest decline over 3 years

-22.38%

-14.20%

-8.18%

Max Drawdown (5Y)

Largest decline over 5 years

-37.09%

-25.14%

-11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-37.09%

Current Drawdown

Current decline from peak

-11.91%

-2.55%

-9.36%

Average Drawdown

Average peak-to-trough decline

-7.10%

-4.89%

-2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.09%

4.86%

+5.23%

Volatility

PGIIX vs. YFSIX - Volatility Comparison

The current volatility for Polen Global Growth Fund (PGIIX) is 4.21%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.69%. This indicates that PGIIX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PGIIXYFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

5.69%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.60%

15.90%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

22.66%

-5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

15.78%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

16.36%

+2.94%

PGIIX vs. YFSIX - Expense Ratio Comparison

PGIIX has a 0.99% expense ratio, which is higher than YFSIX's 0.95% expense ratio.


Dividends

PGIIX vs. YFSIX - Dividend Comparison

PGIIX's dividend yield for the trailing twelve months is around 23.21%, while YFSIX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
YFSIX
AMG Yacktman Global Fund
0.00%0.00%8.68%8.02%4.32%8.18%4.76%6.59%0.71%2.63%0.00%0.00%

Frequently Asked Questions


PGIIX and YFSIX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YFSIX has higher volatility (5.69%) compared to PGIIX (4.21%). In terms of maximum drawdown, PGIIX dropped -37.09% vs YFSIX's -35.10%.

YFSIX currently has the higher Sharpe Ratio (0.88 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.

Portfolio Optimizer

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