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

Fund Info

ISIN

US46141P5522

CUSIP

46141P552

Issuer

Vaughan Nelson

Inception Date

Oct 31, 2013

Min. Investment

$100,000

Asset Class

Multi-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.


0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
29.75%
233.33%
ADVMX (Vaughan Nelson Emerging Markets Opportunities Fund)
Benchmark (^GSPC)

Returns By Period

Vaughan Nelson Emerging Markets Opportunities Fund had a return of -2.25% year-to-date (YTD) and 0.21% in the last 12 months. Over the past 10 years, Vaughan Nelson Emerging Markets Opportunities Fund had an annualized return of 2.94%, while the S&P 500 had an annualized return of 11.01%, indicating that Vaughan Nelson Emerging Markets Opportunities Fund did not perform as well as the benchmark.


ADVMX

YTD

-2.25%

1M

0.00%

6M

-1.51%

1Y

0.21%

5Y*

4.35%

10Y*

2.94%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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%-4.29%-0.10%-2.25%
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 6, meaning it’s performing worse than 94% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ADVMX is 66
Overall Rank
The Sharpe Ratio Rank of ADVMX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ADVMX is 66
Sortino Ratio Rank
The Omega Ratio Rank of ADVMX is 66
Omega Ratio Rank
The Calmar Ratio Rank of ADVMX is 66
Calmar Ratio Rank
The Martin Ratio Rank of ADVMX is 66
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for ADVMX, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.000.031.90
The chart of Sortino ratio for ADVMX, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.0010.000.152.54
The chart of Omega ratio for ADVMX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.021.35
The chart of Calmar ratio for ADVMX, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.042.81
The chart of Martin ratio for ADVMX, currently valued at 0.11, compared to the broader market0.0020.0040.0060.000.1112.39
ADVMX
^GSPC

The current Vaughan Nelson Emerging Markets Opportunities Fund Sharpe ratio is 0.03. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.03
1.90
ADVMX (Vaughan Nelson Emerging Markets Opportunities Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vaughan Nelson Emerging Markets Opportunities Fund provided a 0.98% dividend yield over the last twelve months, with an annual payout of $0.10 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.10$0.10$0.11$0.16$0.15$0.26$0.13$0.33$0.19$0.16$0.16$0.01

Dividend yield

0.98%0.95%1.13%1.51%1.51%2.84%1.48%3.06%2.18%1.89%1.71%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$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$0.16$0.16
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%JulyAugustSeptemberOctoberNovemberDecember
-6.61%
-3.58%
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.

The current Vaughan Nelson Emerging Markets Opportunities Fund drawdown is 6.61%.


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
-7.42%Oct 3, 202432Nov 15, 2024
-5.74%Nov 5, 201361Feb 3, 201422Mar 6, 201483

Volatility

Volatility Chart

The current Vaughan Nelson Emerging Markets Opportunities Fund volatility is 4.25%, 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%JulyAugustSeptemberOctoberNovemberDecember
4.25%
3.64%
ADVMX (Vaughan Nelson Emerging Markets Opportunities Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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