ABEMX vs. GXXIX

Last updated Apr 2, 2026

Compare and contrast key facts about abrdn Emerging Markets Fund (ABEMX) and abrdn U.S. Sustainable Leaders Fund (GXXIX).

ABEMX is managed by Aberdeen. It was launched on May 10, 2007. GXXIX is managed by Aberdeen. It was launched on Jun 30, 2000.

Performance

ABEMX vs. GXXIX - Performance Comparison

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

ABEMX vs. GXXIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
GXXIX abrdn U.S. Sustainable Leaders Fund	-7.53%	3.82%	10.11%	15.19%	-26.55%	81.37%	29.56%	36.96%	-6.73%	20.42%

Returns By Period

In the year-to-date period, ABEMX achieves a 2.61% return, which is significantly higher than GXXIX's -7.53% return. Over the past 10 years, ABEMX has underperformed GXXIX with an annualized return of 7.73%, while GXXIX has yielded a comparatively higher 13.33% 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%

GXXIX

• 1D: 2.82%
• 1M: -5.54%
• YTD: -7.53%
• 6M: -7.78%
• 1Y: 2.72%
• 3Y*: 5.62%
• 5Y*: 9.27%
• 10Y*: 13.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABEMX vs. GXXIX - Expense Ratio Comparison

ABEMX has a 1.10% expense ratio, which is higher than GXXIX's 0.97% expense ratio.

ABEMX

abrdn Emerging Markets Fund

GXXIX

abrdn U.S. Sustainable Leaders Fund

Return for Risk

ABEMX vs. GXXIX — Risk / Return Rank

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

ABEMX

ABEMX Risk / Return Rank: 88
ABEMX Sharpe Ratio Rank: 90
ABEMX Sortino Ratio Rank: 88
ABEMX Omega Ratio Rank: 85
ABEMX Calmar Ratio Rank: 88
ABEMX Martin Ratio Rank: 89

GXXIX

GXXIX Risk / Return Rank: 8
GXXIX Sharpe Ratio Rank: 7
GXXIX Sortino Ratio Rank: 7
GXXIX Omega Ratio Rank: 7
GXXIX Calmar Ratio Rank: 9
GXXIX Martin Ratio Rank: 9

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. GXXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets Fund (ABEMX) and abrdn U.S. Sustainable Leaders Fund (GXXIX). 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.

	ABEMX	GXXIX	Difference
Sharpe ratio Return per unit of total volatility	1.90	0.19	+1.71
Sortino ratio Return per unit of downside risk	2.50	0.40	+2.10
Omega ratio Gain probability vs. loss probability	1.37	1.05	+0.31
Calmar ratio Return relative to maximum drawdown	2.49	0.31	+2.19
Martin ratio Return relative to average drawdown	10.16	1.15	+9.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABEMX vs. GXXIX - Sharpe Ratio Comparison

The current ABEMX Sharpe Ratio is 1.90, which is higher than the GXXIX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of ABEMX and GXXIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ABEMX	GXXIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	0.19	+1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.34	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.56	-0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.60	-0.29

Correlation

The correlation between ABEMX and GXXIX is 0.65, 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. GXXIX - Dividend Comparison

ABEMX's dividend yield for the trailing twelve months is around 5.95%, more than GXXIX's 2.48% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
GXXIX abrdn U.S. Sustainable Leaders Fund	2.48%	2.30%	0.00%	0.28%	0.39%	59.39%	14.10%	9.76%	12.93%	10.11%	12.20%	5.82%

Drawdowns

ABEMX vs. GXXIX - Drawdown Comparison

The maximum ABEMX drawdown since its inception was -54.52%, which is greater than GXXIX's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for ABEMX and GXXIX.

Drawdown Indicators

	ABEMX	GXXIX	Difference
Max Drawdown Largest peak-to-trough decline	-54.52%	-33.65%	-20.87%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-11.78%	-1.90%
Max Drawdown (5Y) Largest decline over 5 years	-36.56%	-33.65%	-2.91%
Max Drawdown (10Y) Largest decline over 10 years	-38.44%	-33.65%	-4.79%
Current Drawdown Current decline from peak	-11.42%	-10.87%	-0.55%
Average Drawdown Average peak-to-trough decline	-13.20%	-6.20%	-7.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.36%	3.14%	+0.22%

Volatility

ABEMX vs. GXXIX - Volatility Comparison

abrdn Emerging Markets Fund (ABEMX) has a higher volatility of 9.71% compared to abrdn U.S. Sustainable Leaders Fund (GXXIX) at 5.20%. This indicates that ABEMX's price experiences larger fluctuations and is considered to be riskier than GXXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABEMX	GXXIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.71%	5.20%	+4.51%
Volatility (6M) Calculated over the trailing 6-month period	13.87%	9.27%	+4.60%
Volatility (1Y) Calculated over the trailing 1-year period	18.36%	16.73%	+1.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.16%	27.78%	-9.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.42%	23.72%	-5.30%