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ABEMX vs. BJBHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ABEMX vs. BJBHX - Performance Comparison

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

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ABEMX vs. BJBHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ABEMX
abrdn Emerging Markets Fund
2.61%32.43%3.98%6.67%-26.23%7.15%27.65%20.42%-14.65%30.25%
BJBHX
abrdn Global High Income Fund
-0.45%6.99%7.69%12.32%-12.63%2.98%5.32%14.32%-5.59%8.68%

Returns By Period

In the year-to-date period, ABEMX achieves a 2.61% return, which is significantly higher than BJBHX's -0.45% return. Over the past 10 years, ABEMX has outperformed BJBHX with an annualized return of 7.73%, while BJBHX has yielded a comparatively lower 4.57% annualized return.


ABEMX

1D
2.61%
1M
-9.24%
YTD
2.61%
6M
5.89%
1Y
34.20%
3Y*
12.68%
5Y*
2.88%
10Y*
7.73%

BJBHX

1D
0.53%
1M
-1.56%
YTD
-0.45%
6M
0.15%
1Y
5.50%
3Y*
7.62%
5Y*
2.78%
10Y*
4.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ABEMX vs. BJBHX - Expense Ratio Comparison

ABEMX has a 1.10% expense ratio, which is higher than BJBHX's 1.03% expense ratio.


Return for Risk

ABEMX vs. BJBHX — Risk / Return Rank

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

ABEMX
ABEMX Risk / Return Rank: 8888
Overall Rank
ABEMX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ABEMX Sortino Ratio Rank: 8888
Sortino Ratio Rank
ABEMX Omega Ratio Rank: 8585
Omega Ratio Rank
ABEMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ABEMX Martin Ratio Rank: 8989
Martin Ratio Rank

BJBHX
BJBHX Risk / Return Rank: 7171
Overall Rank
BJBHX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BJBHX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BJBHX Omega Ratio Rank: 8484
Omega Ratio Rank
BJBHX Calmar Ratio Rank: 6060
Calmar Ratio Rank
BJBHX Martin Ratio Rank: 5555
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. BJBHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets Fund (ABEMX) and abrdn Global High Income Fund (BJBHX). 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.


ABEMXBJBHXDifference

Sharpe ratio

Return per unit of total volatility

1.90

1.58

+0.32

Sortino ratio

Return per unit of downside risk

2.50

2.08

+0.41

Omega ratio

Gain probability vs. loss probability

1.37

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

2.49

1.60

+0.89

Martin ratio

Return relative to average drawdown

10.16

6.12

+4.04

ABEMX vs. BJBHX - Sharpe Ratio Comparison

The current ABEMX Sharpe Ratio is 1.90, which is comparable to the BJBHX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of ABEMX and BJBHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ABEMXBJBHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

1.58

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.64

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.90

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.33

-1.02

Correlation

The correlation between ABEMX and BJBHX is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ABEMX vs. BJBHX - Dividend Comparison

ABEMX's dividend yield for the trailing twelve months is around 5.95%, less than BJBHX's 6.38% yield.


TTM20252024202320222021202020192018201720162015
ABEMX
abrdn Emerging Markets Fund
5.95%6.11%0.99%1.42%1.82%22.95%0.68%1.85%1.57%1.32%1.23%2.47%
BJBHX
abrdn Global High Income Fund
6.38%6.36%6.08%5.02%7.45%4.60%4.35%5.37%5.62%3.69%4.97%6.16%

Drawdowns

ABEMX vs. BJBHX - Drawdown Comparison

The maximum ABEMX drawdown since its inception was -54.52%, which is greater than BJBHX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for ABEMX and BJBHX.


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Drawdown Indicators


ABEMXBJBHXDifference

Max Drawdown

Largest peak-to-trough decline

-54.52%

-28.45%

-26.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-3.52%

-10.16%

Max Drawdown (5Y)

Largest decline over 5 years

-36.56%

-17.77%

-18.79%

Max Drawdown (10Y)

Largest decline over 10 years

-38.44%

-22.82%

-15.62%

Current Drawdown

Current decline from peak

-11.42%

-1.96%

-9.46%

Average Drawdown

Average peak-to-trough decline

-13.20%

-3.28%

-9.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

0.92%

+2.44%

Volatility

ABEMX vs. BJBHX - Volatility Comparison

abrdn Emerging Markets Fund (ABEMX) has a higher volatility of 9.71% compared to abrdn Global High Income Fund (BJBHX) at 1.45%. This indicates that ABEMX's price experiences larger fluctuations and is considered to be riskier than BJBHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ABEMXBJBHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.71%

1.45%

+8.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.87%

2.10%

+11.77%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

3.67%

+14.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

4.33%

+13.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

5.07%

+13.35%