PortfoliosLab logoPortfoliosLab logo
BEMIX vs. VWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEMIX vs. VWO - Performance Comparison

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

Loading graphics...

BEMIX vs. VWO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VWO
Vanguard FTSE Emerging Markets ETF
0.54%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, BEMIX achieves a 2.96% return, which is significantly higher than VWO's 0.54% return. Over the past 10 years, BEMIX has outperformed VWO with an annualized return of 8.04%, while VWO has yielded a comparatively lower 7.63% annualized return.


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%

VWO

1D
3.11%
1M
-6.97%
YTD
0.54%
6M
1.72%
1Y
22.75%
3Y*
13.73%
5Y*
3.84%
10Y*
7.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BEMIX vs. VWO - Expense Ratio Comparison

BEMIX has a 1.12% expense ratio, which is higher than VWO's 0.08% expense ratio.


Return for Risk

BEMIX vs. VWO — Risk / Return Rank

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

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

VWO
VWO Risk / Return Rank: 7474
Overall Rank
VWO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VWO Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWO Omega Ratio Rank: 7474
Omega Ratio Rank
VWO Calmar Ratio Rank: 7575
Calmar Ratio Rank
VWO Martin Ratio Rank: 7474
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.

BEMIX vs. VWO - Risk-Adjusted Trends Comparison

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


BEMIXVWODifference

Sharpe ratio

Return per unit of total volatility

2.57

1.28

+1.29

Sortino ratio

Return per unit of downside risk

3.24

1.81

+1.43

Omega ratio

Gain probability vs. loss probability

1.51

1.26

+0.25

Calmar ratio

Return relative to maximum drawdown

3.45

1.85

+1.60

Martin ratio

Return relative to average drawdown

14.31

7.12

+7.20

BEMIX vs. VWO - Sharpe Ratio Comparison

The current BEMIX Sharpe Ratio is 2.57, which is higher than the VWO Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of BEMIX and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BEMIXVWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

1.28

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.22

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.40

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.25

-0.01

Correlation

The correlation between BEMIX and VWO is 0.87, 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

BEMIX vs. VWO - Dividend Comparison

BEMIX's dividend yield for the trailing twelve months is around 2.09%, less than VWO's 2.68% yield.


TTM20252024202320222021202020192018201720162015
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%
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

BEMIX vs. VWO - Drawdown Comparison

The maximum BEMIX drawdown since its inception was -46.05%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for BEMIX and VWO.


Loading graphics...

Drawdown Indicators


BEMIXVWODifference

Max Drawdown

Largest peak-to-trough decline

-46.05%

-67.68%

+21.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-12.23%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-36.37%

-32.80%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-46.05%

-36.39%

-9.66%

Current Drawdown

Current decline from peak

-12.07%

-8.41%

-3.66%

Average Drawdown

Average peak-to-trough decline

-14.32%

-15.93%

+1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.18%

-0.27%

Volatility

BEMIX vs. VWO - Volatility Comparison

Brandes Emerging Markets Fund (BEMIX) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 8.42% and 8.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BEMIXVWODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.42%

8.17%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

12.26%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

17.83%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

17.21%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

19.18%

-2.22%