SCGVX vs. PGVFX
SCGVX (Sands Capital Global Growth Fund) and PGVFX (Polaris Global Value Fund) are both Global Equities funds. Over the past 10 years, SCGVX returned 9.66%/yr vs 11.05%/yr for PGVFX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. SCGVX charges 1.15%/yr vs 0.99%/yr for PGVFX.
Performance
SCGVX vs. PGVFX - Performance Comparison
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Returns By Period
In the year-to-date period, SCGVX achieves a -1.81% return, which is significantly lower than PGVFX's 20.95% return. Over the past 10 years, SCGVX has underperformed PGVFX with an annualized return of 9.66%, while PGVFX has yielded a comparatively higher 11.05% annualized return.
SCGVX
- 1D
- 2.31%
- 1M
- -4.19%
- 6M
- 1.92%
- YTD
- -1.81%
- 1Y
- -1.27%
- 3Y*
- 9.36%
- 5Y*
- -1.87%
- 10Y*
- 9.66%
- ALL TIME*
- 9.38%
PGVFX
- 1D
- 0.38%
- 1M
- 0.65%
- 6M
- 13.01%
- YTD
- 20.95%
- 1Y
- 39.07%
- 3Y*
- 19.16%
- 5Y*
- 10.74%
- 10Y*
- 11.05%
- ALL TIME*
- 8.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCGVX vs. PGVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCGVX Sands Capital Global Growth Fund | -1.81% | 10.68% | 15.64% | 31.49% | -43.49% | 9.56% | 49.33% | 29.89% | -2.97% | 38.38% |
PGVFX Polaris Global Value Fund | 20.95% | 27.01% | 5.33% | 14.76% | -12.00% | 15.38% | 6.65% | 22.83% | -12.64% | 20.60% |
Correlation
The correlation between SCGVX and PGVFX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2011 | 0.65 |
Over the past year, the correlation between SCGVX and PGVFX has dropped to 0.45 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
SCGVX vs. PGVFX — Risk / Return Rank
SCGVX
PGVFX
SCGVX vs. PGVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sands Capital Global Growth Fund (SCGVX) 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.
| SCGVX | PGVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.15 | ||
| Sortino ratioReturn per unit of downside risk | -4.24 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.55 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 4.21 | -4.39 |
| Martin ratioReturn relative to average drawdown | -0.50 | 15.79 | -16.29 |
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Drawdowns
SCGVX vs. PGVFX - Drawdown Comparison
The maximum SCGVX drawdown since its inception was -53.96%, smaller than the maximum PGVFX drawdown of -68.09%. Use the drawdown chart below to compare losses from any high point for SCGVX and PGVFX.
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Drawdown Indicators
| SCGVX | PGVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -68.09% | +14.13% |
Max Drawdown (1Y)Largest decline over 1 year | -21.39% | -8.76% | -12.63% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -12.53% | -10.54% |
Max Drawdown (5Y)Largest decline over 5 years | -53.96% | -27.58% | -26.38% |
Max Drawdown (10Y)Largest decline over 10 years | -53.96% | -41.26% | -12.70% |
Current DrawdownCurrent decline from peak | -17.06% | -0.86% | -16.20% |
Average DrawdownAverage peak-to-trough decline | -12.12% | -11.24% | -0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.42% | 2.34% | +5.08% |
Volatility
SCGVX vs. PGVFX - Volatility Comparison
Sands Capital Global Growth Fund (SCGVX) has a higher volatility of 5.84% compared to Polaris Global Value Fund (PGVFX) at 3.42%. This indicates that SCGVX'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
| SCGVX | PGVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 3.42% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 17.10% | 10.71% | +6.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 12.46% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.90% | 13.84% | +12.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.10% | 15.63% | +7.47% |
SCGVX vs. PGVFX - Expense Ratio Comparison
SCGVX has a 1.15% expense ratio, which is higher than PGVFX's 0.99% expense ratio.
Dividends
SCGVX vs. PGVFX - Dividend Comparison
SCGVX's dividend yield for the trailing twelve months is around 47.43%, more than PGVFX's 4.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PGVFX Polaris Global Value Fund | 4.28% | 5.17% | 5.65% | 1.68% | 3.55% | 4.05% | 1.55% | 3.69% | 3.39% | 1.50% | 1.32% | 1.26% |
SCGVX Sands Capital Global Growth Fund | 47.43% | 46.57% | 9.14% | 0.00% | 0.00% | 13.05% | 3.34% | 5.97% | 9.05% | 0.23% | 0.00% | 0.00% |
Frequently Asked Questions
SCGVX and PGVFX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCGVX has higher volatility (5.84%) compared to PGVFX (3.42%). In terms of maximum drawdown, SCGVX dropped -53.96% vs PGVFX's -68.09%.
PGVFX currently has the higher Sharpe Ratio (2.97 vs -0.19), 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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