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

Correlation

The correlation between ABEMX and VOO is 0.68, 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.


-0.50.00.51.00.7

Performance

ABEMX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Emerging Markets Fund (ABEMX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
47.54%
602.93%
ABEMX
VOO

Key characteristics

Sharpe Ratio

ABEMX:

0.52

VOO:

2.25

Sortino Ratio

ABEMX:

0.84

VOO:

2.98

Omega Ratio

ABEMX:

1.10

VOO:

1.42

Calmar Ratio

ABEMX:

0.19

VOO:

3.31

Martin Ratio

ABEMX:

1.88

VOO:

14.77

Ulcer Index

ABEMX:

3.97%

VOO:

1.90%

Daily Std Dev

ABEMX:

14.29%

VOO:

12.46%

Max Drawdown

ABEMX:

-56.78%

VOO:

-33.99%

Current Drawdown

ABEMX:

-31.84%

VOO:

-2.47%

Returns By Period

In the year-to-date period, ABEMX achieves a 3.81% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, ABEMX has underperformed VOO with an annualized return of 2.49%, while VOO has yielded a comparatively higher 13.08% annualized return.


ABEMX

YTD

3.81%

1M

-2.29%

6M

-0.44%

1Y

5.99%

5Y*

-0.04%

10Y*

2.49%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ABEMX vs. VOO - Expense Ratio Comparison

ABEMX has a 1.10% expense ratio, which is higher than VOO's 0.03% expense ratio.


ABEMX
abrdn Emerging Markets Fund
Expense ratio chart for ABEMX: current value at 1.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.10%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ABEMX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Emerging Markets Fund (ABEMX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for ABEMX, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.000.522.25
The chart of Sortino ratio for ABEMX, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.0010.000.842.98
The chart of Omega ratio for ABEMX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.42
The chart of Calmar ratio for ABEMX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.0014.000.193.31
The chart of Martin ratio for ABEMX, currently valued at 1.88, compared to the broader market0.0020.0040.0060.001.8814.77
ABEMX
VOO

The current ABEMX Sharpe Ratio is 0.52, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of ABEMX and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.52
2.25
ABEMX
VOO

Dividends

ABEMX vs. VOO - Dividend Comparison

ABEMX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
ABEMX
abrdn Emerging Markets Fund
0.00%1.42%1.83%0.65%0.19%1.80%1.43%1.32%1.23%1.45%1.47%1.40%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ABEMX vs. VOO - Drawdown Comparison

The maximum ABEMX drawdown since its inception was -56.78%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ABEMX and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.84%
-2.47%
ABEMX
VOO

Volatility

ABEMX vs. VOO - Volatility Comparison

The current volatility for abrdn Emerging Markets Fund (ABEMX) is 3.12%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that ABEMX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.12%
3.75%
ABEMX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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