Emerging Markets

The chart shows the growth of an initial investment of $10,000 in Emerging Markets, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 3, 2026, the Emerging Markets returned 0.06% Year-To-Date and 10.78% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 10, 2012, Emerging Markets's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, your investment would double in approximately 8.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was Mar 2016 with a return of +15.7%, while the worst month was Mar 2020 at -27.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Emerging Markets closed higher 53% of trading days. The best single day was Mar 13, 2020 with a return of +9.2%, while the worst single day was Mar 12, 2020 at -13.1%.

Emerging Markets has an annualized alpha of -2.06%, beta of 0.82, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since February 10, 2012.

• This portfolio participated in 94.85% of S&P 500 Index downside but only 74.49% of its upside — more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -2.06% versus S&P 500 Index — delivering less than market exposure alone would predict.

Emerging Markets has an expense ratio of 0.66%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Emerging Markets ranks 27 for risk / return — below 27% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Emerging Markets Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.03
• 5-Year: 0.74
• 10-Year: 0.58
• All Time: 0.36

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.67, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Emerging Markets compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Emerging Markets provided a 2.50% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Emerging Markets. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Emerging Markets was 48.97%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.

The current Emerging Markets drawdown is 8.02%.

The chart below shows the rolling one-month volatility.