POLIX vs. VV

In the year-to-date period, POLIX achieves a -1.81% return, which is significantly lower than VV's 1.11% return. Both investments have delivered pretty close results over the past 10 years, with POLIX having a 12.57% annualized return and VV not far ahead at 12.75%.

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POLIX has a 0.96% expense ratio, which is higher than VV's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Polen Growth Fund (POLIX) and Vanguard Large-Cap ETF (VV). 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 0.59, which is comparable to the VV Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of POLIX and VV, 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's dividend yield for the trailing twelve months is around 5.33%, more than VV's 1.25% yield.

The maximum POLIX drawdown since its inception was -42.84%, smaller than the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for POLIX and VV.

Polen Growth Fund (POLIX) has a higher volatility of 5.38% compared to Vanguard Large-Cap ETF (VV) at 4.84%. This indicates that POLIX's price experiences larger fluctuations and is considered to be riskier than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.