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Acadian Emerging Markets Portfolio (AEMGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US00758M1624

CUSIP

00758M162

Inception Date

Jun 16, 1993

Min. Investment

$2,500

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

AEMGX has a high expense ratio of 1.49%, indicating above-average management fees.


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.


Popular comparisons:
AEMGX vs. TRLGX
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Performance

Performance Chart


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Returns By Period

Acadian Emerging Markets Portfolio (AEMGX) returned 6.57% year-to-date (YTD) and 8.75% over the past 12 months. Over the past 10 years, AEMGX returned 4.73% annually, underperforming the S&P 500 benchmark at 10.78%.


AEMGX

YTD

6.57%

1M

10.47%

6M

5.60%

1Y

8.75%

5Y*

11.95%

10Y*

4.73%

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.66%-0.09%0.61%-0.09%5.41%6.57%
2024-1.85%5.69%1.26%0.65%3.77%2.57%0.47%0.47%5.30%-4.14%-1.10%-0.10%13.30%
20239.12%-5.94%4.02%1.29%-1.43%5.17%5.94%-3.48%-1.15%-3.70%8.04%4.05%22.67%
20220.60%-2.80%-0.17%-6.61%2.30%-11.77%-0.31%-1.15%-12.17%-1.80%15.88%-2.41%-20.92%
20214.34%1.61%0.46%3.91%0.72%1.91%-4.17%2.40%-4.29%-0.71%-4.60%5.66%6.79%
2020-6.17%-5.35%-15.59%7.79%1.49%6.65%7.34%-0.31%0.15%1.13%7.58%8.21%10.35%
20199.90%-0.36%-0.20%1.02%-6.74%6.63%-2.50%-4.91%3.41%3.14%0.10%8.59%18.01%
20188.13%-4.42%-1.38%-2.02%-4.07%-6.29%2.19%-3.75%0.71%-7.84%2.29%-2.99%-18.67%
20176.67%4.21%2.68%2.02%1.93%1.02%5.72%3.26%-1.21%2.44%-0.92%4.87%37.64%
2016-5.84%-1.78%12.69%0.06%-3.79%5.01%6.49%1.73%1.70%0.64%-4.65%1.24%12.78%
20151.15%1.73%-2.02%6.68%-2.85%-2.41%-6.98%-8.55%-2.90%4.81%-3.78%-2.67%-17.33%
2014-5.67%1.91%3.01%1.10%3.43%3.42%0.87%3.53%-7.17%1.37%0.05%-4.34%0.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AEMGX is 52, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AEMGX is 5252
Overall Rank
The Sharpe Ratio Rank of AEMGX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of AEMGX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AEMGX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of AEMGX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of AEMGX is 5858
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 Acadian Emerging Markets Portfolio (AEMGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Acadian Emerging Markets Portfolio Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.52
  • 5-Year: 0.74
  • 10-Year: 0.28
  • All Time: 0.20

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Acadian Emerging Markets Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Acadian Emerging Markets Portfolio provided a 2.64% dividend yield over the last twelve months, with an annual payout of $0.64 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.64$0.64$0.79$1.07$0.70$0.29$0.37$0.33$0.29$0.33$0.19$0.21

Dividend yield

2.64%2.82%3.85%6.16%2.99%1.29%1.78%1.82%1.30%2.01%1.27%1.16%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.07$1.07
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2018$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
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.29$0.29
2016$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
2015$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
2014$0.21$0.21

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 Acadian Emerging Markets Portfolio. 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 Acadian Emerging Markets Portfolio was 81.31%, occurring on Mar 2, 2009. The portfolio has not yet recovered.

The current Acadian Emerging Markets Portfolio drawdown is 18.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-81.31%Nov 1, 2007333Mar 2, 2009
-60.52%Aug 1, 1997291Sep 11, 19981285Oct 13, 20031576
-26.32%May 9, 200625Jun 13, 2006253Jun 18, 2007278
-21.91%Apr 13, 200425May 17, 200496Oct 4, 2004121
-18.55%Jul 24, 200718Aug 16, 200726Sep 24, 200744

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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