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CEE vs. MEURX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEE vs. MEURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Central and Eastern Europe Fund (CEE) and Franklin Mutual European Fund (MEURX). The values are adjusted to include any dividend payments, if applicable.

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CEE vs. MEURX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEE
The Central and Eastern Europe Fund
3.39%65.59%15.52%22.58%-67.78%13.62%-11.76%35.49%-5.73%21.34%
MEURX
Franklin Mutual European Fund
-3.27%39.96%3.67%16.68%-0.68%16.48%-6.22%22.28%-11.13%10.45%

Returns By Period

In the year-to-date period, CEE achieves a 3.39% return, which is significantly higher than MEURX's -3.27% return. Over the past 10 years, CEE has underperformed MEURX with an annualized return of 3.14%, while MEURX has yielded a comparatively higher 8.91% annualized return.


CEE

1D
4.75%
1M
-6.30%
YTD
3.39%
6M
21.72%
1Y
29.56%
3Y*
35.34%
5Y*
-2.58%
10Y*
3.14%

MEURX

1D
0.54%
1M
-10.03%
YTD
-3.27%
6M
1.83%
1Y
18.28%
3Y*
16.13%
5Y*
11.91%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEE vs. MEURX - Expense Ratio Comparison

CEE has a 1.26% expense ratio, which is higher than MEURX's 1.00% expense ratio.


Return for Risk

CEE vs. MEURX — Risk / Return Rank

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

CEE
CEE Risk / Return Rank: 4949
Overall Rank
CEE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
CEE Sortino Ratio Rank: 5454
Sortino Ratio Rank
CEE Omega Ratio Rank: 4444
Omega Ratio Rank
CEE Calmar Ratio Rank: 7070
Calmar Ratio Rank
CEE Martin Ratio Rank: 3232
Martin Ratio Rank

MEURX
MEURX Risk / Return Rank: 5151
Overall Rank
MEURX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MEURX Sortino Ratio Rank: 4949
Sortino Ratio Rank
MEURX Omega Ratio Rank: 5353
Omega Ratio Rank
MEURX Calmar Ratio Rank: 4747
Calmar Ratio Rank
MEURX Martin Ratio Rank: 5252
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.

CEE vs. MEURX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Central and Eastern Europe Fund (CEE) and Franklin Mutual European Fund (MEURX). 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.


CEEMEURXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.01

-0.05

Sortino ratio

Return per unit of downside risk

1.51

1.40

+0.11

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.64

1.16

+0.48

Martin ratio

Return relative to average drawdown

3.50

5.12

-1.61

CEE vs. MEURX - Sharpe Ratio Comparison

The current CEE Sharpe Ratio is 0.95, which is comparable to the MEURX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CEE and MEURX, 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


CEEMEURXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.01

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.79

-0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.52

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.63

-0.55

Correlation

The correlation between CEE and MEURX is 0.48, 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

CEE vs. MEURX - Dividend Comparison

CEE's dividend yield for the trailing twelve months is around 2.12%, less than MEURX's 3.19% yield.


TTM20252024202320222021202020192018201720162015
CEE
The Central and Eastern Europe Fund
2.12%2.19%3.23%3.74%2.89%3.61%3.82%5.17%4.58%2.30%1.56%2.92%
MEURX
Franklin Mutual European Fund
3.19%3.09%3.06%2.25%3.31%3.52%2.36%2.71%4.07%1.31%3.70%5.72%

Drawdowns

CEE vs. MEURX - Drawdown Comparison

The maximum CEE drawdown since its inception was -82.98%, which is greater than MEURX's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for CEE and MEURX.


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Drawdown Indicators


CEEMEURXDifference

Max Drawdown

Largest peak-to-trough decline

-82.98%

-43.16%

-39.82%

Max Drawdown (1Y)

Largest decline over 1 year

-15.02%

-12.70%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-79.89%

-20.38%

-59.51%

Max Drawdown (10Y)

Largest decline over 10 years

-79.89%

-41.10%

-38.79%

Current Drawdown

Current decline from peak

-42.48%

-10.05%

-32.43%

Average Drawdown

Average peak-to-trough decline

-37.37%

-7.67%

-29.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.51%

3.10%

+4.41%

Volatility

CEE vs. MEURX - Volatility Comparison

The Central and Eastern Europe Fund (CEE) has a higher volatility of 10.56% compared to Franklin Mutual European Fund (MEURX) at 6.63%. This indicates that CEE's price experiences larger fluctuations and is considered to be riskier than MEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEEMEURXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.56%

6.63%

+3.93%

Volatility (6M)

Calculated over the trailing 6-month period

18.04%

10.18%

+7.86%

Volatility (1Y)

Calculated over the trailing 1-year period

31.31%

16.94%

+14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.85%

15.16%

+23.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.45%

17.29%

+15.16%