POIIX vs. GIOTX
POIIX (Polen International Growth Fund) and GIOTX (GMO International Developed Equity Allocation Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, POIIX returned -3.72%/yr vs 15.19%/yr for GIOTX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. POIIX charges 1.03%/yr vs 0.00%/yr for GIOTX.
Performance
POIIX vs. GIOTX - Performance Comparison
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Returns By Period
In the year-to-date period, POIIX achieves a -4.84% return, which is significantly lower than GIOTX's 20.64% return.
POIIX
- 1D
- 3.44%
- 1M
- 0.41%
- 6M
- -6.00%
- YTD
- -4.84%
- 1Y
- -5.23%
- 3Y*
- -0.99%
- 5Y*
- -3.72%
- 10Y*
- —
- ALL TIME*
- 4.30%
GIOTX
- 1D
- -0.59%
- 1M
- 2.95%
- 6M
- 12.62%
- YTD
- 20.64%
- 1Y
- 40.94%
- 3Y*
- 26.35%
- 5Y*
- 15.19%
- 10Y*
- 12.13%
- ALL TIME*
- 6.50%
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 |
POIIX vs. GIOTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
POIIX Polen International Growth Fund | -4.84% | -0.72% | -3.77% | 27.81% | -29.90% | 5.62% | 9.80% | 25.88% | -5.85% | 33.67% |
GIOTX GMO International Developed Equity Allocation Fund | 20.64% | 43.70% | 10.66% | 21.03% | -12.41% | 11.14% | 7.43% | 24.45% | -19.66% | 26.38% |
Correlation
The correlation between POIIX and GIOTX is 0.70, 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. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.76 |
The correlation between POIIX and GIOTX has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.
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Return for Risk
POIIX vs. GIOTX — Risk / Return Rank
POIIX
GIOTX
POIIX vs. GIOTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Polen International Growth Fund (POIIX) and GMO International Developed Equity Allocation Fund (GIOTX). 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.
| POIIX | GIOTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.46 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 3.89 | -4.31 |
| Martin ratioReturn relative to average drawdown | -0.89 | 15.11 | -16.00 |
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Drawdowns
POIIX vs. GIOTX - Drawdown Comparison
The maximum POIIX drawdown since its inception was -38.81%, smaller than the maximum GIOTX drawdown of -56.51%. Use the drawdown chart below to compare losses from any high point for POIIX and GIOTX.
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Drawdown Indicators
| POIIX | GIOTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.81% | -56.51% | +17.70% |
Max Drawdown (1Y)Largest decline over 1 year | -21.49% | -10.66% | -10.83% |
Max Drawdown (3Y)Largest decline over 3 years | -25.45% | -13.40% | -12.05% |
Max Drawdown (5Y)Largest decline over 5 years | -38.81% | -28.34% | -10.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.29% | — |
Current DrawdownCurrent decline from peak | -19.73% | -0.59% | -19.14% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -14.13% | +3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.69% | 2.74% | +7.95% |
Volatility
POIIX vs. GIOTX - Volatility Comparison
Polen International Growth Fund (POIIX) has a higher volatility of 5.98% compared to GMO International Developed Equity Allocation Fund (GIOTX) at 5.03%. This indicates that POIIX's price experiences larger fluctuations and is considered to be riskier than GIOTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| POIIX | GIOTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 5.03% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 17.15% | 13.48% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.93% | 16.21% | +4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.22% | 15.55% | +4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 16.18% | +2.57% |
POIIX vs. GIOTX - Expense Ratio Comparison
POIIX has a 1.03% expense ratio, which is higher than GIOTX's 0.00% expense ratio.
Dividends
POIIX vs. GIOTX - Dividend Comparison
POIIX's dividend yield for the trailing twelve months is around 0.05%, less than GIOTX's 8.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GIOTX GMO International Developed Equity Allocation Fund | 8.44% | 8.04% | 5.07% | 6.54% | 4.45% | 6.67% | 4.48% | 3.74% | 3.90% | 3.15% | 4.04% | 3.39% |
POIIX Polen International Growth Fund | 0.05% | 0.05% | 0.45% | 0.32% | 0.00% | 0.00% | 0.00% | 0.01% | 0.11% | 0.64% | 0.00% | 0.00% |
Frequently Asked Questions
POIIX and GIOTX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POIIX has higher volatility (5.98%) compared to GIOTX (5.03%). In terms of maximum drawdown, POIIX dropped -38.81% vs GIOTX's -56.51%.
GIOTX currently has the higher Sharpe Ratio (2.56 vs -0.43), 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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