WGFIX vs. PGVFX
WGFIX (William Blair Global Leaders Fund) and PGVFX (Polaris Global Value Fund) are both Global Equities funds. Over the past 10 years, WGFIX returned 11.80%/yr vs 11.80%/yr for PGVFX. A 0.78 correlation means they provide meaningful diversification when combined. WGFIX charges 0.90%/yr vs 0.99%/yr for PGVFX.
Performance
WGFIX vs. PGVFX - Performance Comparison
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Returns By Period
In the year-to-date period, WGFIX achieves a 9.97% return, which is significantly lower than PGVFX's 21.22% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: WGFIX at 11.80% and PGVFX at 11.80%.
WGFIX
- 1D
- 0.41%
- 1M
- 4.30%
- YTD
- 9.97%
- 6M
- 9.64%
- 1Y
- 21.64%
- 3Y*
- 13.27%
- 5Y*
- 4.79%
- 10Y*
- 11.80%
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%
WGFIX vs. PGVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WGFIX William Blair Global Leaders Fund | 9.97% | 16.06% | 7.52% | 23.02% | -29.32% | 16.71% | 32.06% | 31.97% | -8.04% | 30.67% |
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 WGFIX and PGVFX is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2007 | 0.78 |
Over the past year, the correlation between WGFIX and PGVFX has dropped to 0.56 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
WGFIX vs. PGVFX — Risk / Return Rank
WGFIX
PGVFX
WGFIX vs. PGVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Global Leaders Fund (WGFIX) 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.
| WGFIX | PGVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.63 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 4.68 | -2.96 |
| Martin ratioReturn relative to average drawdown | 6.70 | 16.84 | -10.15 |
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Drawdowns
WGFIX vs. PGVFX - Drawdown Comparison
The maximum WGFIX drawdown since its inception was -59.51%, smaller than the maximum PGVFX drawdown of -68.09%. Use the drawdown chart below to compare losses from any high point for WGFIX and PGVFX.
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Drawdown Indicators
| WGFIX | PGVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.51% | -68.09% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -13.11% | -8.76% | -4.35% |
Max Drawdown (3Y)Largest decline over 3 years | -18.90% | -12.53% | -6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -38.76% | -27.58% | -11.18% |
Max Drawdown (10Y)Largest decline over 10 years | -38.76% | -41.26% | +2.50% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.84% | -11.28% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 2.43% | +0.92% |
Volatility
WGFIX vs. PGVFX - Volatility Comparison
William Blair Global Leaders Fund (WGFIX) has a higher volatility of 6.96% compared to Polaris Global Value Fund (PGVFX) at 4.22%. This indicates that WGFIX'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
| WGFIX | PGVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 4.22% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 12.52% | 10.16% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 12.27% | +2.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 13.86% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 15.86% | +3.09% |
WGFIX vs. PGVFX - Expense Ratio Comparison
WGFIX has a 0.90% expense ratio, which is lower than PGVFX's 0.99% expense ratio.
Dividends
WGFIX vs. PGVFX - Dividend Comparison
WGFIX's dividend yield for the trailing twelve months is around 77.78%, 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% |
WGFIX William Blair Global Leaders Fund | 77.78% | 85.53% | 54.25% | 6.65% | 2.17% | 5.65% | 12.57% | 1.35% | 17.62% | 4.24% | 0.72% | 5.05% |
Frequently Asked Questions
WGFIX and PGVFX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WGFIX has higher volatility (6.96%) compared to PGVFX (4.22%). In terms of maximum drawdown, WGFIX dropped -59.51% vs PGVFX's -68.09%.
PGVFX currently has the higher Sharpe Ratio (3.35 vs 1.52), 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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