PGVFX vs. GAOAX
PGVFX (Polaris Global Value Fund) and GAOAX (JPMorgan Global Allocation Fund A) are both Global Equities funds. Over the past 10 years, PGVFX returned 11.05%/yr vs 5.98%/yr for GAOAX. Their correlation of 0.80 means they have usually moved in the same direction. PGVFX charges 0.99%/yr vs 1.04%/yr for GAOAX.
Performance
PGVFX vs. GAOAX - Performance Comparison
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Returns By Period
In the year-to-date period, PGVFX achieves a 20.95% return, which is significantly higher than GAOAX's 2.81% return. Over the past 10 years, PGVFX has outperformed GAOAX with an annualized return of 11.05%, while GAOAX has yielded a comparatively lower 5.98% annualized return.
PGVFX
- 1D
- 0.38%
- 1M
- 0.65%
- 6M
- 13.01%
- YTD
- 20.95%
- 1Y
- 39.07%
- 3Y*
- 19.16%
- 5Y*
- 10.74%
- 10Y*
- 11.05%
- ALL TIME*
- 8.07%
GAOAX
- 1D
- 1.67%
- 1M
- -0.70%
- 6M
- 0.44%
- YTD
- 2.81%
- 1Y
- 9.76%
- 3Y*
- 9.62%
- 5Y*
- 2.44%
- 10Y*
- 5.98%
- ALL TIME*
- 5.95%
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 |
PGVFX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGVFX Polaris Global Value Fund | 20.95% | 27.01% | 5.33% | 14.76% | -12.00% | 15.38% | 6.65% | 22.83% | -12.64% | 20.60% |
GAOAX JPMorgan Global Allocation Fund A | 2.81% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Correlation
The correlation between PGVFX and GAOAX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2013 | 0.80 |
The correlation between PGVFX and GAOAX shifts across timeframes, from 0.62 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PGVFX vs. GAOAX — Risk / Return Rank
PGVFX
GAOAX
PGVFX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polaris Global Value Fund (PGVFX) and JPMorgan Global Allocation Fund A (GAOAX). 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.
| PGVFX | GAOAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.16 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 1.01 | +3.20 |
| Martin ratioReturn relative to average drawdown | 15.79 | 3.79 | +11.99 |
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Drawdowns
PGVFX vs. GAOAX - Drawdown Comparison
The maximum PGVFX drawdown since its inception was -68.09%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for PGVFX and GAOAX.
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Drawdown Indicators
| PGVFX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.09% | -29.02% | -39.07% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -8.95% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -12.53% | -10.87% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -27.58% | -29.02% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.26% | -29.02% | -12.24% |
Current DrawdownCurrent decline from peak | -0.86% | -2.53% | +1.67% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -5.91% | -5.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | 2.39% | -0.05% |
Volatility
PGVFX vs. GAOAX - Volatility Comparison
Polaris Global Value Fund (PGVFX) and JPMorgan Global Allocation Fund A (GAOAX) have volatilities of 3.42% and 3.45%, 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
| PGVFX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 3.45% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 9.20% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.46% | 10.75% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.84% | 11.27% | +2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.63% | 10.93% | +4.70% |
PGVFX vs. GAOAX - Expense Ratio Comparison
PGVFX has a 0.99% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Dividends
PGVFX vs. GAOAX - Dividend Comparison
PGVFX's dividend yield for the trailing twelve months is around 4.28%, less than GAOAX's 9.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAOAX JPMorgan Global Allocation Fund A | 9.06% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
PGVFX Polaris Global Value Fund | 4.28% | 5.17% | 5.65% | 1.68% | 3.55% | 4.05% | 1.55% | 3.69% | 3.39% | 1.50% | 1.32% | 1.26% |
Frequently Asked Questions
PGVFX and GAOAX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GAOAX has higher volatility (3.45%) compared to PGVFX (3.42%). In terms of maximum drawdown, PGVFX dropped -68.09% vs GAOAX's -29.02%.
PGVFX currently has the higher Sharpe Ratio (2.97 vs 0.85), 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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