PGVFX vs. GAOAX
Compare and contrast key facts about Polaris Global Value Fund (PGVFX) and JPMorgan Global Allocation Fund A (GAOAX).
PGVFX is managed by Polaris Funds. It was launched on May 31, 1998. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
PGVFX vs. GAOAX - Performance Comparison
Loading graphics...
PGVFX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PGVFX Polaris Global Value Fund | 5.74% | 27.01% | 5.33% | 14.76% | -12.00% | 15.38% | 6.65% | 22.83% | -12.64% | 20.60% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, PGVFX achieves a 5.74% return, which is significantly higher than GAOAX's -3.89% return. Over the past 10 years, PGVFX has outperformed GAOAX with an annualized return of 9.74%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
PGVFX
- 1D
- 0.77%
- 1M
- -6.45%
- YTD
- 5.74%
- 6M
- 12.43%
- 1Y
- 28.67%
- 3Y*
- 16.45%
- 5Y*
- 8.02%
- 10Y*
- 9.74%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
PGVFX vs. GAOAX - Expense Ratio Comparison
PGVFX has a 0.99% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
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.
| PGVFX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.28 | 0.86 | +1.42 |
Sortino ratioReturn per unit of downside risk | 2.82 | 1.24 | +1.58 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.17 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 1.10 | +1.56 |
Martin ratioReturn relative to average drawdown | 10.21 | 4.47 | +5.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PGVFX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 0.86 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.17 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.53 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.54 | -0.08 |
Correlation
The correlation between PGVFX and GAOAX is 0.81, 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
PGVFX vs. GAOAX - Dividend Comparison
PGVFX's dividend yield for the trailing twelve months is around 4.89%, less than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGVFX Polaris Global Value Fund | 4.89% | 5.17% | 5.65% | 1.68% | 3.55% | 4.05% | 1.55% | 3.69% | 3.39% | 1.50% | 1.32% | 1.26% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
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.
Loading graphics...
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 | -10.65% | -8.95% | -1.70% |
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 | -7.68% | -7.61% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -11.36% | -6.01% | -5.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.20% | +0.57% |
Volatility
PGVFX vs. GAOAX - Volatility Comparison
Polaris Global Value Fund (PGVFX) has a higher volatility of 5.37% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.98%. This indicates that PGVFX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PGVFX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 4.98% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 7.55% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.85% | 11.53% | +1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.65% | 11.03% | +2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 10.81% | +5.01% |