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POLIX vs. QQQM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

POLIX vs. QQQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Growth Fund (POLIX) and Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.51%
11.69%
POLIX
QQQM

Returns By Period

In the year-to-date period, POLIX achieves a 16.49% return, which is significantly lower than QQQM's 23.97% return.


POLIX

YTD

16.49%

1M

3.57%

6M

9.51%

1Y

21.39%

5Y (annualized)

8.10%

10Y (annualized)

10.25%

QQQM

YTD

23.97%

1M

1.85%

6M

11.69%

1Y

30.48%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


POLIXQQQM
Sharpe Ratio1.511.79
Sortino Ratio2.032.39
Omega Ratio1.271.32
Calmar Ratio0.722.29
Martin Ratio8.668.32
Ulcer Index2.57%3.73%
Daily Std Dev14.72%17.34%
Max Drawdown-49.68%-35.05%
Current Drawdown-16.19%-1.77%

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POLIX vs. QQQM - Expense Ratio Comparison

POLIX has a 0.96% expense ratio, which is higher than QQQM's 0.15% expense ratio.


POLIX
Polen Growth Fund
Expense ratio chart for POLIX: current value at 0.96% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.96%
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Correlation

-0.50.00.51.00.9

The correlation between POLIX and QQQM is 0.92, 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.

Risk-Adjusted Performance

POLIX vs. QQQM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Growth Fund (POLIX) and Invesco NASDAQ 100 ETF (QQQM). 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.


Sharpe ratio
The chart of Sharpe ratio for POLIX, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.005.001.511.79
The chart of Sortino ratio for POLIX, currently valued at 2.03, compared to the broader market0.005.0010.002.032.39
The chart of Omega ratio for POLIX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.32
The chart of Calmar ratio for POLIX, currently valued at 0.72, compared to the broader market0.005.0010.0015.0020.000.722.29
The chart of Martin ratio for POLIX, currently valued at 8.66, compared to the broader market0.0020.0040.0060.0080.00100.008.668.32
POLIX
QQQM

The current POLIX Sharpe Ratio is 1.51, which is comparable to the QQQM Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of POLIX and QQQM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.51
1.79
POLIX
QQQM

Dividends

POLIX vs. QQQM - Dividend Comparison

POLIX has not paid dividends to shareholders, while QQQM's dividend yield for the trailing twelve months is around 0.65%.


TTM20232022202120202019201820172016201520142013
POLIX
Polen Growth Fund
0.00%0.00%0.00%0.00%0.00%0.12%0.00%0.00%0.01%0.00%0.10%0.23%
QQQM
Invesco NASDAQ 100 ETF
0.65%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

POLIX vs. QQQM - Drawdown Comparison

The maximum POLIX drawdown since its inception was -49.68%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for POLIX and QQQM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.19%
-1.77%
POLIX
QQQM

Volatility

POLIX vs. QQQM - Volatility Comparison

The current volatility for Polen Growth Fund (POLIX) is 4.74%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 5.40%. This indicates that POLIX experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
4.74%
5.40%
POLIX
QQQM