- ISIN
- US46141P5522
- CUSIP
- 46141P552
- Issuer
- Vaughan Nelson
- Inception Date
- Oct 31, 2013
- Category
- Emerging Markets Diversified
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
ADVMX Performance Chart
Vaughan Nelson Emerging Markets Opportunities Fund (ADVMX) is up 16.3% since the beginning of the year. ADVMX is currently trading at $16 per share. Investors who bought $1,000 worth of ADVMX shares 5 years ago would now be looking at an investment worth $1,636.
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Returns By Period
Vaughan Nelson Emerging Markets Opportunities Fund (ADVMX) has returned 16.34% so far this year and 50.45% over the past 12 months. Over the last ten years, ADVMX has returned 9.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Vaughan Nelson Emerging Markets Opportunities Fund
- 1D
- 2.11%
- 1M
- 2.77%
- YTD
- 16.34%
- 6M
- 18.33%
- 1Y
- 50.45%
- 3Y*
- 20.23%
- 5Y*
- 10.34%
- 10Y*
- 9.05%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
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 +0.63%. At this rate, an investment would double in approximately 9.2 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% | 1.66% | 16.34% | ||||||
| 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 -0.78%, beta of 0.64, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since November 06, 2013.
- This fund participated in 85.72% of S&P 500 Index downside but only 66.67% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.64 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
- -0.78%
- Beta
- 0.64
- R²
- 0.52
- Upside Capture
- 66.67%
- Downside Capture
- 85.72%
Expense Ratio
ADVMX has a high expense ratio of 1.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ADVMX ranks 81 for risk / return — in the top 81% 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 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 | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 2.78 | +1.58 |
| Martin ratioReturn relative to average drawdown | 14.76 | 12.44 | +2.32 |
Dividends
Dividend History
Vaughan Nelson Emerging Markets Opportunities Fund provided a 9.16% 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 | 9.16% | 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 | $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 0.68%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -51.17%Mar 2020 | 2y 1mo | 1y 2mo | 3y 3moJan 2018 - May 2021 |
2016 bear market2016 | -30.71%Jan 2016 | 1y 4mo | 1y 5mo | 2y 10moSep 2014 - Jul 2017 |
Bear market2022 | -24.72%Oct 2022 | 1y 4mo | 1y 11mo | 3y 3moJun 2021 - Oct 2024 |
2025 selloff2025 | -14.92%Apr 2025 | 1mo 13d | 1mo 4d | 2mo 17dFeb 2025 - May 2025 |
2026 correction2026 | -11.40%Mar 2026 | 1mo 6d | 1mo 17d | 2mo 23dFeb 2026 - May 2026 |
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 | -11.40% | -9.10% | -2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.92% | -18.90% | +3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -25.43% | +0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -51.17% | -33.92% | -17.25% |
Current DrawdownCurrent decline from peak | -0.68% | -1.80% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -11.55% | -10.71% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 2.03% | +1.33% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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