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AIEMX vs. BEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIEMX vs. BEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Emerging Markets Fund (AIEMX) and Brandes Emerging Markets Fund (BEMIX). The values are adjusted to include any dividend payments, if applicable.

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AIEMX vs. BEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIEMX
Alger Emerging Markets Fund
-2.95%25.30%5.60%13.49%-32.52%-0.45%37.17%21.98%-21.81%38.72%
BEMIX
Brandes Emerging Markets Fund
2.96%47.83%4.01%22.53%-15.91%1.68%-6.17%18.60%-15.56%26.00%

Returns By Period

In the year-to-date period, AIEMX achieves a -2.95% return, which is significantly lower than BEMIX's 2.96% return. Over the past 10 years, AIEMX has underperformed BEMIX with an annualized return of 6.24%, while BEMIX has yielded a comparatively higher 8.04% annualized return.


AIEMX

1D
-0.93%
1M
-13.45%
YTD
-2.95%
6M
0.20%
1Y
20.79%
3Y*
12.37%
5Y*
-0.63%
10Y*
6.24%

BEMIX

1D
-0.79%
1M
-11.64%
YTD
2.96%
6M
11.40%
1Y
45.15%
3Y*
21.23%
5Y*
9.84%
10Y*
8.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIEMX vs. BEMIX - Expense Ratio Comparison

AIEMX has a 1.45% expense ratio, which is higher than BEMIX's 1.12% expense ratio.


Return for Risk

AIEMX vs. BEMIX — Risk / Return Rank

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

AIEMX
AIEMX Risk / Return Rank: 5454
Overall Rank
AIEMX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AIEMX Sortino Ratio Rank: 5757
Sortino Ratio Rank
AIEMX Omega Ratio Rank: 5454
Omega Ratio Rank
AIEMX Calmar Ratio Rank: 4848
Calmar Ratio Rank
AIEMX Martin Ratio Rank: 5353
Martin Ratio Rank

BEMIX
BEMIX Risk / Return Rank: 9696
Overall Rank
BEMIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BEMIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BEMIX Omega Ratio Rank: 9595
Omega Ratio Rank
BEMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BEMIX Martin Ratio Rank: 9696
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.

AIEMX vs. BEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Emerging Markets Fund (AIEMX) and Brandes Emerging Markets Fund (BEMIX). 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.


AIEMXBEMIXDifference

Sharpe ratio

Return per unit of total volatility

1.08

2.57

-1.49

Sortino ratio

Return per unit of downside risk

1.51

3.24

-1.72

Omega ratio

Gain probability vs. loss probability

1.22

1.51

-0.30

Calmar ratio

Return relative to maximum drawdown

1.19

3.45

-2.26

Martin ratio

Return relative to average drawdown

5.17

14.31

-9.15

AIEMX vs. BEMIX - Sharpe Ratio Comparison

The current AIEMX Sharpe Ratio is 1.08, which is lower than the BEMIX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of AIEMX and BEMIX, 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


AIEMXBEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

2.57

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.61

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.48

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.24

-0.10

Correlation

The correlation between AIEMX and BEMIX is 0.83, 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

AIEMX vs. BEMIX - Dividend Comparison

AIEMX's dividend yield for the trailing twelve months is around 0.05%, less than BEMIX's 2.09% yield.


TTM20252024202320222021202020192018201720162015
AIEMX
Alger Emerging Markets Fund
0.05%0.05%0.31%0.00%0.00%4.19%0.00%5.08%2.35%3.58%0.00%0.00%
BEMIX
Brandes Emerging Markets Fund
2.09%2.15%3.04%2.45%2.86%2.31%1.31%2.56%1.55%1.41%2.20%1.54%

Drawdowns

AIEMX vs. BEMIX - Drawdown Comparison

The maximum AIEMX drawdown since its inception was -46.21%, roughly equal to the maximum BEMIX drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for AIEMX and BEMIX.


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Drawdown Indicators


AIEMXBEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.21%

-46.05%

-0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-12.07%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-43.75%

-36.37%

-7.38%

Max Drawdown (10Y)

Largest decline over 10 years

-46.21%

-46.05%

-0.16%

Current Drawdown

Current decline from peak

-15.17%

-12.07%

-3.10%

Average Drawdown

Average peak-to-trough decline

-17.41%

-14.32%

-3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.91%

+0.58%

Volatility

AIEMX vs. BEMIX - Volatility Comparison

Alger Emerging Markets Fund (AIEMX) has a higher volatility of 9.28% compared to Brandes Emerging Markets Fund (BEMIX) at 8.42%. This indicates that AIEMX's price experiences larger fluctuations and is considered to be riskier than BEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIEMXBEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

8.42%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

12.56%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

17.37%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

16.15%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.25%

16.96%

+2.29%