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

Key characteristics


POLIXWCMIX
YTD Return16.30%12.96%
1Y Return28.02%23.96%
3Y Return (Ann)-5.53%-4.71%
5Y Return (Ann)8.47%7.74%
10Y Return (Ann)10.46%8.23%
Sharpe Ratio1.821.71
Sortino Ratio2.422.47
Omega Ratio1.321.30
Calmar Ratio0.770.81
Martin Ratio10.559.28
Ulcer Index2.54%2.65%
Daily Std Dev14.74%14.42%
Max Drawdown-49.68%-42.39%
Current Drawdown-16.33%-13.64%

Correlation

-0.50.00.51.00.8

The correlation between POLIX and WCMIX is 0.77, 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.

Performance

POLIX vs. WCMIX - Performance Comparison

In the year-to-date period, POLIX achieves a 16.30% return, which is significantly higher than WCMIX's 12.96% return. Over the past 10 years, POLIX has outperformed WCMIX with an annualized return of 10.46%, while WCMIX has yielded a comparatively lower 8.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.68%
3.00%
POLIX
WCMIX

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POLIX vs. WCMIX - Expense Ratio Comparison

POLIX has a 0.96% expense ratio, which is lower than WCMIX's 1.04% expense ratio.


WCMIX
WCM Focused International Growth Fund
Expense ratio chart for WCMIX: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
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%

Risk-Adjusted Performance

POLIX vs. WCMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Growth Fund (POLIX) and WCM Focused International Growth Fund (WCMIX). 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.


POLIX
Sharpe ratio
The chart of Sharpe ratio for POLIX, currently valued at 1.82, compared to the broader market0.002.004.001.82
Sortino ratio
The chart of Sortino ratio for POLIX, currently valued at 2.42, compared to the broader market0.005.0010.002.42
Omega ratio
The chart of Omega ratio for POLIX, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for POLIX, currently valued at 0.77, compared to the broader market0.005.0010.0015.0020.000.77
Martin ratio
The chart of Martin ratio for POLIX, currently valued at 10.55, compared to the broader market0.0020.0040.0060.0080.00100.0010.55
WCMIX
Sharpe ratio
The chart of Sharpe ratio for WCMIX, currently valued at 1.71, compared to the broader market0.002.004.001.71
Sortino ratio
The chart of Sortino ratio for WCMIX, currently valued at 2.47, compared to the broader market0.005.0010.002.47
Omega ratio
The chart of Omega ratio for WCMIX, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for WCMIX, currently valued at 0.81, compared to the broader market0.005.0010.0015.0020.000.81
Martin ratio
The chart of Martin ratio for WCMIX, currently valued at 9.28, compared to the broader market0.0020.0040.0060.0080.00100.009.28

POLIX vs. WCMIX - Sharpe Ratio Comparison

The current POLIX Sharpe Ratio is 1.82, which is comparable to the WCMIX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of POLIX and WCMIX, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.82
1.71
POLIX
WCMIX

Dividends

POLIX vs. WCMIX - Dividend Comparison

Neither POLIX nor WCMIX has paid dividends to shareholders.


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%
WCMIX
WCM Focused International Growth Fund
0.00%0.00%0.00%0.00%0.06%0.22%0.38%0.45%0.51%0.32%0.23%0.27%

Drawdowns

POLIX vs. WCMIX - Drawdown Comparison

The maximum POLIX drawdown since its inception was -49.68%, which is greater than WCMIX's maximum drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for POLIX and WCMIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-16.33%
-13.64%
POLIX
WCMIX

Volatility

POLIX vs. WCMIX - Volatility Comparison

Polen Growth Fund (POLIX) and WCM Focused International Growth Fund (WCMIX) have volatilities of 4.17% and 4.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.17%
4.19%
POLIX
WCMIX