POLIX vs. FDIS

In the year-to-date period, POLIX achieves a 13.87% return, which is significantly lower than FDIS's 30.08% return. Over the past 10 years, POLIX has underperformed FDIS with an annualized return of 10.51%, while FDIS has yielded a comparatively higher 14.53% annualized return.

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POLIX has a 0.96% expense ratio, which is higher than FDIS's 0.08% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Polen Growth Fund (POLIX) and Fidelity MSCI Consumer Discretionary Index ETF (FDIS). 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.

The current POLIX Sharpe Ratio is 0.89, which is lower than the FDIS Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of POLIX and FDIS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

POLIX has not paid dividends to shareholders, while FDIS's dividend yield for the trailing twelve months is around 0.66%.

The maximum POLIX drawdown since its inception was -49.68%, which is greater than FDIS's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for POLIX and FDIS. For additional features, visit the drawdowns tool.

The current volatility for Polen Growth Fund (POLIX) is 5.91%, while Fidelity MSCI Consumer Discretionary Index ETF (FDIS) has a volatility of 6.73%. This indicates that POLIX experiences smaller price fluctuations and is considered to be less risky than FDIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.