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ABEMX vs. GLDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ABEMX and GLDM is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

ABEMX vs. GLDM - Performance Comparison

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

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
2.96%
163.67%
ABEMX
GLDM

Key characteristics

Sharpe Ratio

ABEMX:

0.31

GLDM:

2.64

Sortino Ratio

ABEMX:

0.57

GLDM:

3.47

Omega Ratio

ABEMX:

1.07

GLDM:

1.45

Calmar Ratio

ABEMX:

0.12

GLDM:

5.48

Martin Ratio

ABEMX:

0.83

GLDM:

15.06

Ulcer Index

ABEMX:

6.58%

GLDM:

2.94%

Daily Std Dev

ABEMX:

17.48%

GLDM:

16.86%

Max Drawdown

ABEMX:

-56.78%

GLDM:

-21.63%

Current Drawdown

ABEMX:

-38.09%

GLDM:

-2.12%

Returns By Period

In the year-to-date period, ABEMX achieves a 0.96% return, which is significantly lower than GLDM's 27.68% return.


ABEMX

YTD

0.96%

1M

-0.36%

6M

-4.81%

1Y

3.87%

5Y*

1.93%

10Y*

0.68%

GLDM

YTD

27.68%

1M

8.77%

6M

22.13%

1Y

43.12%

5Y*

14.23%

10Y*

N/A

*Annualized

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ABEMX vs. GLDM - Expense Ratio Comparison

ABEMX has a 1.10% expense ratio, which is higher than GLDM's 0.18% expense ratio.


Expense ratio chart for ABEMX: current value is 1.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ABEMX: 1.10%
Expense ratio chart for GLDM: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GLDM: 0.18%

Risk-Adjusted Performance

ABEMX vs. GLDM — Risk-Adjusted Performance Rank

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

ABEMX
The Risk-Adjusted Performance Rank of ABEMX is 4040
Overall Rank
The Sharpe Ratio Rank of ABEMX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of ABEMX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ABEMX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ABEMX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ABEMX is 3939
Martin Ratio Rank

GLDM
The Risk-Adjusted Performance Rank of GLDM is 9797
Overall Rank
The Sharpe Ratio Rank of GLDM is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of GLDM is 9696
Sortino Ratio Rank
The Omega Ratio Rank of GLDM is 9595
Omega Ratio Rank
The Calmar Ratio Rank of GLDM is 9898
Calmar Ratio Rank
The Martin Ratio Rank of GLDM is 9696
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.

ABEMX vs. GLDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets Fund (ABEMX) and SPDR Gold MiniShares Trust (GLDM). 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.


The chart of Sharpe ratio for ABEMX, currently valued at 0.31, compared to the broader market-1.000.001.002.003.00
ABEMX: 0.31
GLDM: 2.64
The chart of Sortino ratio for ABEMX, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.00
ABEMX: 0.57
GLDM: 3.47
The chart of Omega ratio for ABEMX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
ABEMX: 1.07
GLDM: 1.45
The chart of Calmar ratio for ABEMX, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.00
ABEMX: 0.12
GLDM: 5.48
The chart of Martin ratio for ABEMX, currently valued at 0.83, compared to the broader market0.0010.0020.0030.0040.0050.00
ABEMX: 0.83
GLDM: 15.06

The current ABEMX Sharpe Ratio is 0.31, which is lower than the GLDM Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of ABEMX and GLDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.31
2.64
ABEMX
GLDM

Dividends

ABEMX vs. GLDM - Dividend Comparison

ABEMX's dividend yield for the trailing twelve months is around 0.97%, while GLDM has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ABEMX
abrdn Emerging Markets Fund
0.97%0.98%1.42%1.83%0.65%0.19%1.80%1.43%1.32%1.23%1.45%1.47%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ABEMX vs. GLDM - Drawdown Comparison

The maximum ABEMX drawdown since its inception was -56.78%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for ABEMX and GLDM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.09%
-2.12%
ABEMX
GLDM

Volatility

ABEMX vs. GLDM - Volatility Comparison

abrdn Emerging Markets Fund (ABEMX) has a higher volatility of 9.76% compared to SPDR Gold MiniShares Trust (GLDM) at 8.22%. This indicates that ABEMX's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.76%
8.22%
ABEMX
GLDM