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Vaughan Nelson Emerging Markets Opportunities Fund...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS46141P5522
CUSIP46141P552
IssuerVaughan Nelson
Inception DateOct 31, 2013
CategoryEmerging Markets Diversified
Min. Investment$100,000
Asset ClassMulti-Asset

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

ADVMX has a high expense ratio of 1.10%, indicating higher-than-average management fees.


Expense ratio chart for ADVMX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vaughan Nelson Emerging Markets Opportunities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
4.19%
9.56%
ADVMX (Vaughan Nelson Emerging Markets Opportunities Fund)
Benchmark (^GSPC)

Returns By Period

Vaughan Nelson Emerging Markets Opportunities Fund had a return of 4.68% year-to-date (YTD) and 13.68% in the last 12 months. Over the past 10 years, Vaughan Nelson Emerging Markets Opportunities Fund had an annualized return of 2.85%, while the S&P 500 had an annualized return of 11.26%, indicating that Vaughan Nelson Emerging Markets Opportunities Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.68%19.70%
1 month8.64%1.08%
6 months4.19%9.56%
1 year13.68%34.99%
5 years (annualized)7.44%14.15%
10 years (annualized)2.85%11.26%

Monthly Returns

The table below presents the monthly returns of ADVMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.14%2.66%2.31%-0.94%-0.47%-0.10%-1.62%-0.19%6.41%4.68%
20237.54%-4.71%2.73%-0.41%-1.44%5.10%6.84%-3.71%-2.70%-6.24%8.66%4.91%16.20%
2022-2.91%-2.03%1.58%-4.18%0.61%-9.28%3.23%0.43%-8.05%1.28%9.68%-1.30%-11.69%
2021-0.91%4.72%3.23%3.51%2.84%1.25%-0.97%-0.35%-4.46%0.19%-2.52%3.30%9.80%
2020-4.88%-6.64%-22.10%10.25%6.11%5.21%7.55%1.57%-0.71%0.48%11.47%7.13%10.81%
20196.12%1.09%-0.75%-0.11%-5.21%4.58%-2.30%-4.37%0.12%2.46%-0.57%6.66%7.15%
20186.87%-4.69%-1.00%-1.84%-5.06%-4.84%2.59%-2.53%-1.45%-6.95%1.70%-2.24%-18.47%
20173.82%2.82%3.16%0.92%3.04%0.69%3.22%1.23%-0.75%1.13%-0.00%3.43%25.07%
2016-6.80%1.17%10.81%3.60%-4.48%2.70%4.69%2.51%-0.21%-0.43%-3.43%0.84%10.27%
2015-1.60%3.35%-1.78%7.35%-0.89%-4.70%-5.36%-7.88%-1.20%7.07%-2.96%-1.43%-10.66%
2014-3.53%4.08%2.72%1.18%2.32%3.88%-0.91%2.67%-5.28%-0.00%-3.02%-3.80%-0.30%
2013-0.20%-0.74%-0.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ADVMX is 8, indicating that it is in the bottom 8% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ADVMX is 88
ADVMX (Vaughan Nelson Emerging Markets Opportunities Fund)
The Sharpe Ratio Rank of ADVMX is 55Sharpe Ratio Rank
The Sortino Ratio Rank of ADVMX is 55Sortino Ratio Rank
The Omega Ratio Rank of ADVMX is 55Omega Ratio Rank
The Calmar Ratio Rank of ADVMX is 2222Calmar Ratio Rank
The Martin Ratio Rank of ADVMX is 55Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vaughan Nelson Emerging Markets Opportunities Fund (ADVMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ADVMX
Sharpe ratio
The chart of Sharpe ratio for ADVMX, currently valued at 0.84, compared to the broader market0.002.004.000.84
Sortino ratio
The chart of Sortino ratio for ADVMX, currently valued at 1.31, compared to the broader market0.005.0010.001.31
Omega ratio
The chart of Omega ratio for ADVMX, currently valued at 1.16, compared to the broader market1.002.003.004.001.16
Calmar ratio
The chart of Calmar ratio for ADVMX, currently valued at 0.81, compared to the broader market0.005.0010.0015.0020.000.81
Martin ratio
The chart of Martin ratio for ADVMX, currently valued at 3.07, compared to the broader market0.0020.0040.0060.0080.00100.003.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.002.003.004.001.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.005.0010.0015.0020.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market0.0020.0040.0060.0080.00100.0016.17

Sharpe Ratio

The current Vaughan Nelson Emerging Markets Opportunities Fund Sharpe ratio is 0.84. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vaughan Nelson Emerging Markets Opportunities Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
0.84
2.64
ADVMX (Vaughan Nelson Emerging Markets Opportunities Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vaughan Nelson Emerging Markets Opportunities Fund granted a 0.92% dividend yield in the last twelve months. The annual payout for that period amounted to $0.10 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.10$0.10$0.11$0.16$0.15$0.26$0.13$0.33$0.19$0.16$0.46$0.01

Dividend yield

0.92%0.96%1.13%1.51%1.51%2.84%1.48%3.06%2.18%1.89%4.85%0.06%

Monthly Dividends

The table displays the monthly dividend distributions for Vaughan Nelson Emerging Markets Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2013$0.01$0.01

Drawdowns

Drawdowns Chart

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober0
-0.92%
ADVMX (Vaughan Nelson Emerging Markets Opportunities Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vaughan Nelson Emerging Markets Opportunities Fund. 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 Vaughan Nelson Emerging Markets Opportunities Fund was 51.17%, occurring on Mar 23, 2020. Recovery took 298 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.17%Jan 29, 2018541Mar 23, 2020298May 27, 2021839
-30.71%Sep 8, 2014346Jan 21, 2016371Jul 12, 2017717
-24.72%Jun 11, 2021340Oct 14, 2022493Oct 2, 2024833
-5.74%Nov 5, 201361Feb 3, 201422Mar 6, 201483
-4.64%Nov 24, 201710Dec 7, 201713Dec 27, 201723

Volatility

Volatility Chart

The current Vaughan Nelson Emerging Markets Opportunities Fund volatility is 6.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
6.41%
3.33%
ADVMX (Vaughan Nelson Emerging Markets Opportunities Fund)
Benchmark (^GSPC)