RWIGX vs. PGVFX
RWIGX (Capital World Growth and Income Fund Class R-6) and PGVFX (Polaris Global Value Fund) are both Global Equities funds. Over the past 10 years, RWIGX returned 12.95%/yr vs 11.80%/yr for PGVFX. Their correlation of 0.84 suggests significant overlap in exposure. RWIGX charges 0.41%/yr vs 0.99%/yr for PGVFX.
Performance
RWIGX vs. PGVFX - Performance Comparison
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Returns By Period
In the year-to-date period, RWIGX achieves a 15.81% return, which is significantly lower than PGVFX's 21.22% return. Over the past 10 years, RWIGX has outperformed PGVFX with an annualized return of 12.95%, while PGVFX has yielded a comparatively lower 11.80% annualized return.
RWIGX
- 1D
- -0.06%
- 1M
- 2.81%
- YTD
- 15.81%
- 6M
- 15.38%
- 1Y
- 32.56%
- 3Y*
- 21.93%
- 5Y*
- 11.63%
- 10Y*
- 12.95%
PGVFX
- 1D
- 0.67%
- 1M
- 2.47%
- YTD
- 21.22%
- 6M
- 21.44%
- 1Y
- 40.62%
- 3Y*
- 22.15%
- 5Y*
- 10.54%
- 10Y*
- 11.80%
RWIGX vs. PGVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWIGX Capital World Growth and Income Fund Class R-6 | 15.81% | 25.09% | 14.21% | 20.87% | -17.02% | 15.11% | 15.71% | 25.94% | -10.32% | 24.95% |
PGVFX Polaris Global Value Fund | 21.22% | 27.01% | 5.33% | 14.76% | -12.00% | 15.38% | 6.65% | 22.83% | -12.64% | 20.60% |
Correlation
The correlation between RWIGX and PGVFX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2010 | 0.84 |
Over the past year, the correlation between RWIGX and PGVFX has dropped to 0.59 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
RWIGX vs. PGVFX — Risk / Return Rank
RWIGX
PGVFX
RWIGX vs. PGVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital World Growth and Income Fund Class R-6 (RWIGX) and Polaris Global Value Fund (PGVFX). 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.
| RWIGX | PGVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.63 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 4.68 | -1.49 |
| Martin ratioReturn relative to average drawdown | 13.64 | 16.84 | -3.21 |
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Drawdowns
RWIGX vs. PGVFX - Drawdown Comparison
The maximum RWIGX drawdown since its inception was -31.98%, smaller than the maximum PGVFX drawdown of -68.09%. Use the drawdown chart below to compare losses from any high point for RWIGX and PGVFX.
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Drawdown Indicators
| RWIGX | PGVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.98% | -68.09% | +36.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -8.76% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -15.54% | -12.53% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -27.58% | +0.55% |
Max Drawdown (10Y)Largest decline over 10 years | -31.98% | -41.26% | +9.28% |
Current DrawdownCurrent decline from peak | -0.65% | 0.00% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -11.28% | +6.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.43% | +0.02% |
Volatility
RWIGX vs. PGVFX - Volatility Comparison
Capital World Growth and Income Fund Class R-6 (RWIGX) has a higher volatility of 6.02% compared to Polaris Global Value Fund (PGVFX) at 4.22%. This indicates that RWIGX's price experiences larger fluctuations and is considered to be riskier than PGVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWIGX | PGVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 4.22% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 10.16% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.55% | 12.27% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 13.86% | +1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 15.86% | +0.26% |
RWIGX vs. PGVFX - Expense Ratio Comparison
RWIGX has a 0.41% expense ratio, which is lower than PGVFX's 0.99% expense ratio.
Dividends
RWIGX vs. PGVFX - Dividend Comparison
RWIGX's dividend yield for the trailing twelve months is around 9.47%, more than PGVFX's 4.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGVFX Polaris Global Value Fund | 4.27% | 5.17% | 5.65% | 1.68% | 3.55% | 4.05% | 1.55% | 3.69% | 3.39% | 1.50% | 1.32% | 1.26% |
RWIGX Capital World Growth and Income Fund Class R-6 | 9.47% | 10.86% | 8.23% | 3.44% | 2.45% | 7.16% | 1.53% | 2.90% | 7.37% | 6.94% | 5.60% | 4.04% |
Frequently Asked Questions
RWIGX and PGVFX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RWIGX has higher volatility (6.02%) compared to PGVFX (4.22%). In terms of maximum drawdown, RWIGX dropped -31.98% vs PGVFX's -68.09%.
PGVFX currently has the higher Sharpe Ratio (3.35 vs 2.30), 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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