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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.
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Returns By Period
Vaughan Nelson Emerging Markets Opportunities Fund (ADVMX) has returned 4.45% so far this year and 46.96% over the past 12 months. Over the last ten years, ADVMX has returned 7.95% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Vaughan Nelson Emerging Markets Opportunities Fund
- 1D
- -0.49%
- 1M
- -9.08%
- YTD
- 4.45%
- 6M
- 18.80%
- 1Y
- 46.96%
- 3Y*
- 17.90%
- 5Y*
- 9.33%
- 10Y*
- 7.95%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 6, 2013, ADVMX's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.
Historically, 53% of months were positive and 47% 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% | -9.08% | 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 Opportunities Fund has an annualized alpha of -0.71%, beta of 0.63, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since November 07, 2013.
- This fund participated in 87.68% of S&P 500 Index downside but only 68.76% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.63 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
- -0.71%
- Beta
- 0.63
- R²
- 0.51
- Upside Capture
- 68.76%
- Downside Capture
- 87.68%
Expense Ratio
ADVMX has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ADVMX ranks 94 for risk / return — in the top 94% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vaughan Nelson Emerging Markets Opportunities Fund (ADVMX) and compare them to a chosen benchmark (S&P 500 Index).
| ADVMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 0.90 | +1.35 |
Sortino ratioReturn per unit of downside risk | 2.99 | 1.39 | +1.61 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 1.40 | +1.92 |
Martin ratioReturn relative to average drawdown | 12.59 | 6.61 | +5.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ADVMX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Vaughan Nelson Emerging Markets Opportunities 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 Opportunities 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 | |||||||||
| 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 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.
The current Vaughan Nelson Emerging Markets Opportunities Fund drawdown is 10.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.17% | Jan 29, 2018 | 541 | Mar 23, 2020 | 298 | May 27, 2021 | 839 |
| -30.71% | Sep 8, 2014 | 346 | Jan 21, 2016 | 371 | Jul 12, 2017 | 717 |
| -24.72% | Jun 11, 2021 | 340 | Oct 14, 2022 | 493 | Oct 2, 2024 | 833 |
| -14.92% | Feb 24, 2025 | 32 | Apr 8, 2025 | 23 | May 12, 2025 | 55 |
| -11.4% | Feb 12, 2026 | 26 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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