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ABEMX vs. AEMSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ABEMX vs. AEMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Emerging Markets Fund (ABEMX) and abrdn Emerging Markets Instl Svc (AEMSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ABEMX having a 25.99% return and AEMSX slightly lower at 25.94%. Both investments have delivered pretty close results over the past 10 years, with ABEMX having a 9.28% annualized return and AEMSX not far behind at 9.14%.


ABEMX

1D
0.19%
1M
-1.80%
6M
19.07%
YTD
25.99%
1Y
49.30%
3Y*
20.66%
5Y*
7.16%
10Y*
9.28%

AEMSX

1D
0.19%
1M
-1.82%
6M
18.96%
YTD
25.94%
1Y
49.05%
3Y*
20.49%
5Y*
7.01%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABEMX vs. AEMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABEMX
abrdn Emerging Markets Fund
25.99%32.43%3.98%6.67%-26.23%7.15%27.65%20.42%-14.65%30.25%
AEMSX
abrdn Emerging Markets Instl Svc
25.94%32.19%3.81%6.49%-26.28%7.03%27.52%20.24%-14.71%29.95%

Correlation

The correlation between ABEMX and AEMSX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

1.00

The correlation between ABEMX and AEMSX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

ABEMX vs. AEMSX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABEMX
ABEMX Risk / Return Rank: 8282
Overall Rank
ABEMX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ABEMX Sortino Ratio Rank: 7171
Sortino Ratio Rank
ABEMX Omega Ratio Rank: 8181
Omega Ratio Rank
ABEMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
ABEMX Martin Ratio Rank: 8787
Martin Ratio Rank

AEMSX
AEMSX Risk / Return Rank: 8282
Overall Rank
AEMSX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AEMSX Sortino Ratio Rank: 7070
Sortino Ratio Rank
AEMSX Omega Ratio Rank: 8181
Omega Ratio Rank
AEMSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
AEMSX Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABEMX vs. AEMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets Fund (ABEMX) and abrdn Emerging Markets Instl Svc (AEMSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


ABEMXAEMSXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.40

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

3.58

3.56

+0.02

Martin ratioReturn relative to average drawdown

12.64

12.58

+0.06

ABEMX vs. AEMSX - Sharpe Ratio Comparison

The current ABEMX Sharpe Ratio is 2.13, which is comparable to the AEMSX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ABEMX and AEMSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ABEMX vs. AEMSX - Drawdown Comparison

The maximum ABEMX drawdown since its inception was -54.52%, which is greater than AEMSX's maximum drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for ABEMX and AEMSX.


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Drawdown Indicators


ABEMXAEMSXDifference

Max Drawdown

Largest peak-to-trough decline

-54.52%

-38.58%

-15.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-13.70%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.62%

-18.72%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-36.56%

-36.65%

+0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-38.44%

-38.58%

+0.14%

Current Drawdown

Current decline from peak

-6.19%

-6.16%

-0.03%

Average Drawdown

Average peak-to-trough decline

-13.05%

-12.52%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

3.87%

0.00%

Volatility

ABEMX vs. AEMSX - Volatility Comparison

abrdn Emerging Markets Fund (ABEMX) and abrdn Emerging Markets Instl Svc (AEMSX) have volatilities of 11.31% and 11.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABEMXAEMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.31%

11.29%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

21.05%

21.07%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

22.94%

22.96%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.53%

19.54%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.01%

19.01%

0.00%

ABEMX vs. AEMSX - Expense Ratio Comparison

ABEMX has a 1.10% expense ratio, which is lower than AEMSX's 1.25% expense ratio.


Dividends

ABEMX vs. AEMSX - Dividend Comparison

ABEMX's dividend yield for the trailing twelve months is around 4.85%, which matches AEMSX's 4.88% yield.


PositionTTM20252024202320222021202020192018201720162015
ABEMX
abrdn Emerging Markets Fund
4.85%6.11%0.99%1.42%1.82%22.95%0.68%1.85%1.57%1.32%1.23%2.47%
AEMSX
abrdn Emerging Markets Instl Svc
4.88%6.14%0.95%1.39%1.83%22.97%0.68%1.82%1.57%1.09%1.08%2.32%

Frequently Asked Questions


With a correlation of 1.00, ABEMX and AEMSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

ABEMX has higher volatility (11.31%) compared to AEMSX (11.29%). In terms of maximum drawdown, ABEMX dropped -54.52% vs AEMSX's -38.58%.

ABEMX currently has the higher Sharpe Ratio (2.13 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ABEMX and AEMSX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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