Correlation
The correlation between PGVFX and JPGL.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
PGVFX vs. JPGL.DE
Compare and contrast key facts about Polaris Global Value Fund (PGVFX) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE).
PGVFX is managed by Polaris Funds. It was launched on May 31, 1998. JPGL.DE is a passively managed fund by JPMorgan that tracks the performance of the JP Morgan Diversified Factor Global Developed (Region Aware) Equity. It was launched on Jul 9, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PGVFX or JPGL.DE.
Performance
PGVFX vs. JPGL.DE - Performance Comparison
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Key characteristics
PGVFX:
0.69
JPGL.DE:
0.43
PGVFX:
0.85
JPGL.DE:
0.62
PGVFX:
1.12
JPGL.DE:
1.09
PGVFX:
0.65
JPGL.DE:
0.33
PGVFX:
2.35
JPGL.DE:
1.19
PGVFX:
3.49%
JPGL.DE:
4.86%
PGVFX:
13.55%
JPGL.DE:
14.22%
PGVFX:
-66.57%
JPGL.DE:
-35.55%
PGVFX:
-0.30%
JPGL.DE:
-7.69%
Returns By Period
In the year-to-date period, PGVFX achieves a 9.32% return, which is significantly higher than JPGL.DE's -2.13% return.
PGVFX
9.32%
6.03%
3.54%
8.23%
7.83%
12.49%
6.90%
JPGL.DE
-2.13%
3.22%
-7.20%
5.77%
6.01%
11.98%
N/A
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PGVFX vs. JPGL.DE - Expense Ratio Comparison
PGVFX has a 0.99% expense ratio, which is higher than JPGL.DE's 0.20% expense ratio.
Risk-Adjusted Performance
PGVFX vs. JPGL.DE — Risk-Adjusted Performance Rank
PGVFX
JPGL.DE
PGVFX vs. JPGL.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Polaris Global Value Fund (PGVFX) and JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE). 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.
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Dividends
PGVFX vs. JPGL.DE - Dividend Comparison
PGVFX's dividend yield for the trailing twelve months is around 5.17%, while JPGL.DE has not paid dividends to shareholders.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGVFX Polaris Global Value Fund | 5.17% | 5.65% | 1.68% | 3.55% | 4.05% | 1.55% | 3.69% | 3.39% | 1.50% | 1.33% | 1.26% | 1.42% |
JPGL.DE JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PGVFX vs. JPGL.DE - Drawdown Comparison
The maximum PGVFX drawdown since its inception was -66.57%, which is greater than JPGL.DE's maximum drawdown of -35.55%. Use the drawdown chart below to compare losses from any high point for PGVFX and JPGL.DE.
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Volatility
PGVFX vs. JPGL.DE - Volatility Comparison
The current volatility for Polaris Global Value Fund (PGVFX) is 2.98%, while JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating (JPGL.DE) has a volatility of 3.92%. This indicates that PGVFX experiences smaller price fluctuations and is considered to be less risky than JPGL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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