AEMGX vs. VWO
Compare and contrast key facts about Acadian Emerging Markets Portfolio (AEMGX) and Vanguard FTSE Emerging Markets ETF (VWO).
AEMGX is managed by Acadian Funds. It was launched on Jun 16, 1993. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Performance
AEMGX vs. VWO - Performance Comparison
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AEMGX vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEMGX Acadian Emerging Markets Portfolio | 3.14% | 27.51% | 13.91% | 22.67% | -20.09% | 6.96% | 10.35% | 18.01% | -18.67% | 37.64% |
VWO Vanguard FTSE Emerging Markets ETF | 0.84% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Returns By Period
In the year-to-date period, AEMGX achieves a 3.14% return, which is significantly higher than VWO's 0.84% return. Over the past 10 years, AEMGX has outperformed VWO with an annualized return of 9.57%, while VWO has yielded a comparatively lower 7.66% annualized return.
AEMGX
- 1D
- 2.73%
- 1M
- -10.07%
- YTD
- 3.14%
- 6M
- 6.83%
- 1Y
- 29.23%
- 3Y*
- 19.84%
- 5Y*
- 7.77%
- 10Y*
- 9.57%
VWO
- 1D
- 0.30%
- 1M
- -5.29%
- YTD
- 0.84%
- 6M
- 1.39%
- 1Y
- 22.71%
- 3Y*
- 13.84%
- 5Y*
- 3.90%
- 10Y*
- 7.66%
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AEMGX vs. VWO - Expense Ratio Comparison
AEMGX has a 1.49% expense ratio, which is higher than VWO's 0.08% expense ratio.
Return for Risk
AEMGX vs. VWO — Risk / Return Rank
AEMGX
VWO
AEMGX vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acadian Emerging Markets Portfolio (AEMGX) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
| AEMGX | VWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 1.28 | +0.40 |
Sortino ratioReturn per unit of downside risk | 2.19 | 1.80 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 1.89 | +0.18 |
Martin ratioReturn relative to average drawdown | 8.13 | 7.18 | +0.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AEMGX | VWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.68 | 1.28 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.23 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.40 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.25 | +0.14 |
Correlation
The correlation between AEMGX and VWO is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AEMGX vs. VWO - Dividend Comparison
AEMGX's dividend yield for the trailing twelve months is around 4.17%, more than VWO's 2.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEMGX Acadian Emerging Markets Portfolio | 4.17% | 4.30% | 3.38% | 3.85% | 7.27% | 3.15% | 1.29% | 1.79% | 1.83% | 1.30% | 2.01% | 1.27% |
VWO Vanguard FTSE Emerging Markets ETF | 2.68% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Drawdowns
AEMGX vs. VWO - Drawdown Comparison
The maximum AEMGX drawdown since its inception was -70.30%, roughly equal to the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for AEMGX and VWO.
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Drawdown Indicators
| AEMGX | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.30% | -67.68% | -2.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -12.23% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -32.80% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -41.36% | -36.39% | -4.97% |
Current DrawdownCurrent decline from peak | -11.85% | -8.13% | -3.72% |
Average DrawdownAverage peak-to-trough decline | -19.20% | -15.93% | -3.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.62% | 3.22% | +0.40% |
Volatility
AEMGX vs. VWO - Volatility Comparison
Acadian Emerging Markets Portfolio (AEMGX) has a higher volatility of 9.10% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 7.41%. This indicates that AEMGX's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEMGX | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 7.41% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.62% | 12.26% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 17.83% | +0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 17.21% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 19.18% | -2.42% |