- ISIN
- US46141P5522
- CUSIP
- 46141P552
- Issuer
- Vaughan Nelson
- Inception Date
- Oct 31, 2013
- Category
- Emerging Markets Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
ADVMX Performance Chart
Vaughan Nelson Emerging Markets Fund (ADVMX) is up 4.5% since the beginning of the year. ADVMX is currently trading at $14 per share. Investors who bought $1,000 worth of ADVMX shares 5 years ago would now be looking at an investment worth $1,463.
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Returns By Period
Vaughan Nelson Emerging Markets Fund (ADVMX) has returned 4.45% so far this year and 33.04% over the past 12 months. Over the last ten years, ADVMX has returned 7.18% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Vaughan Nelson Emerging Markets Fund
- 1D
- 3.69%
- 1M
- -6.04%
- 6M
- -6.77%
- YTD
- 4.45%
- 1Y
- 33.04%
- 3Y*
- 14.13%
- 5Y*
- 7.91%
- 10Y*
- 7.18%
- ALL TIME*
- 5.50%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
ADVMX Monthly Returns History
Based on dividend-adjusted daily data since Nov 6, 2013, ADVMX's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.
Historically, 54% of months were positive and 46% were negative. The best month was Jan 2026 with a return of +12.0%, while the worst month was Mar 2020 at -22.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ADVMX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Mar 16, 2020 at -9.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.04% | 2.54% | -5.40% | 3.89% | 1.36% | 0.76% | -9.42% | 4.45% | |||||
| 2025 | 2.78% | 0.47% | 0.28% | 1.39% | 4.93% | 7.40% | -2.51% | 2.08% | 8.79% | 11.53% | -0.47% | 2.46% | 45.69% |
| 2024 | -5.14% | 2.66% | 2.31% | -0.94% | -0.47% | -0.10% | -1.62% | -0.19% | 6.41% | -4.29% | -0.10% | -0.48% | -2.43% |
| 2023 | 7.53% | -4.70% | 2.73% | -0.41% | -1.44% | 5.10% | 6.84% | -3.71% | -2.70% | -6.24% | 8.66% | 4.90% | 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% | -0.36% | -4.46% | 0.19% | -2.52% | 3.30% | 9.81% |
Benchmark Metrics
Vaughan Nelson Emerging Markets Fund has an annualized alpha of -1.60%, beta of 0.65, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since November 06, 2013.
- This fund participated in 90.32% of S&P 500 Index downside but only 66.67% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.65 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -1.60%
- Beta
- 0.65
- R²
- 0.51
- Upside Capture
- 66.67%
- Downside Capture
- 90.32%
Expense Ratio
ADVMX has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ADVMX ranks 52 for risk / return — above 52% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Vaughan Nelson Emerging Markets Fund (ADVMX) and compare them to S&P 500 Index.
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.
| ADVMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 2.00 | +0.26 |
| Martin ratioReturn relative to average drawdown | 7.95 | 8.49 | -0.54 |
Dividends
Dividend History
Vaughan Nelson Emerging Markets Fund provided a 10.20% dividend yield over the last twelve months, with an annual payout of $1.46 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.46 | $1.46 | $0.00 | $0.10 | $0.11 | $0.16 | $0.15 | $0.26 | $0.13 | $0.33 | $0.19 | $0.16 |
Dividend yield | 10.20% | 10.65% | 0.00% | 0.95% | 1.13% | 1.51% | 1.51% | 2.84% | 1.48% | 3.06% | 2.18% | 1.89% |
Monthly Dividends
The table displays the monthly dividend distributions for Vaughan Nelson Emerging Markets Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.46 | $1.46 |
| 2024 | $0.00 | $0.00 | $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 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Vaughan Nelson Emerging Markets 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 Fund was 51.17%, occurring on Mar 23, 2020. Recovery took 298 trading sessions.
The current Vaughan Nelson Emerging Markets Fund drawdown is 10.83%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-51.17%Mar 2020 | 2y 1mo | 1y 2mo | 3y 3moJan 2018 - May 2021 | COVID crash2020 |
-30.71%Jan 2016 | 1y 4mo | 1y 5mo | 2y 10moSep 2014 - Jul 2017 | — |
-24.72%Oct 2022 | 1y 4mo | 1y 11mo | 3y 3moJun 2021 - Oct 2024 | Bear market2022 |
-14.92%Apr 2025 | 1mo 13d | 1mo 4d | 2mo 17dFeb 2025 - May 2025 | 2025 selloff2025 |
-14.01%Jul 2026 | 2mo 23d | — | 2mo 28dMay 2026 - now | — |
Drawdown Indicators
| ADVMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.17% | -56.78% | +5.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -9.10% | -4.91% |
Max Drawdown (3Y)Largest decline over 3 years | -14.92% | -18.90% | +3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.13% | -25.43% | +1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -51.17% | -33.92% | -17.25% |
Current DrawdownCurrent decline from peak | -10.83% | -1.58% | -9.25% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -10.70% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.14% | +1.83% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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