CEFIX vs. BEMIX
Compare and contrast key facts about Calvert Emerging Markets Advancement Fund (CEFIX) and Brandes Emerging Markets Fund (BEMIX).
CEFIX is managed by Calvert Research and Management. It was launched on Sep 30, 2019. BEMIX is managed by Brandes. It was launched on Jan 30, 2011.
Performance
CEFIX vs. BEMIX - Performance Comparison
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CEFIX vs. BEMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CEFIX Calvert Emerging Markets Advancement Fund | 1.94% | 38.50% | 11.21% | 11.61% | -15.07% | 0.27% | 15.35% | 10.46% |
BEMIX Brandes Emerging Markets Fund | 5.83% | 47.83% | 4.01% | 22.53% | -15.91% | 1.68% | -6.17% | 10.11% |
Returns By Period
In the year-to-date period, CEFIX achieves a 1.94% return, which is significantly lower than BEMIX's 5.83% return.
CEFIX
- 1D
- 2.87%
- 1M
- -8.94%
- YTD
- 1.94%
- 6M
- 7.47%
- 1Y
- 34.32%
- 3Y*
- 19.32%
- 5Y*
- 7.53%
- 10Y*
- —
BEMIX
- 1D
- 2.79%
- 1M
- -8.46%
- YTD
- 5.83%
- 6M
- 14.00%
- 1Y
- 48.03%
- 3Y*
- 22.35%
- 5Y*
- 10.35%
- 10Y*
- 8.34%
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CEFIX vs. BEMIX - Expense Ratio Comparison
CEFIX has a 0.97% expense ratio, which is lower than BEMIX's 1.12% expense ratio.
Return for Risk
CEFIX vs. BEMIX — Risk / Return Rank
CEFIX
BEMIX
CEFIX vs. BEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Emerging Markets Advancement Fund (CEFIX) 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.
| CEFIX | BEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 2.82 | -0.71 |
Sortino ratioReturn per unit of downside risk | 2.65 | 3.53 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.56 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 4.01 | -1.56 |
Martin ratioReturn relative to average drawdown | 9.95 | 16.28 | -6.33 |
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
| CEFIX | BEMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.82 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.64 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.25 | +0.36 |
Correlation
The correlation between CEFIX and BEMIX 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
CEFIX vs. BEMIX - Dividend Comparison
CEFIX's dividend yield for the trailing twelve months is around 3.07%, more than BEMIX's 2.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEFIX Calvert Emerging Markets Advancement Fund | 3.07% | 3.13% | 1.76% | 3.20% | 5.51% | 4.57% | 0.13% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% |
BEMIX Brandes Emerging Markets Fund | 2.03% | 2.15% | 3.04% | 2.45% | 2.86% | 2.31% | 1.31% | 2.56% | 1.55% | 1.41% | 2.20% | 1.54% |
Drawdowns
CEFIX vs. BEMIX - Drawdown Comparison
The maximum CEFIX drawdown since its inception was -30.73%, smaller than the maximum BEMIX drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for CEFIX and BEMIX.
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Drawdown Indicators
| CEFIX | BEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.73% | -46.05% | +15.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -12.07% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -24.41% | -36.37% | +11.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.05% | — |
Current DrawdownCurrent decline from peak | -11.40% | -9.61% | -1.79% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -14.32% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.97% | +0.43% |
Volatility
CEFIX vs. BEMIX - Volatility Comparison
Calvert Emerging Markets Advancement Fund (CEFIX) and Brandes Emerging Markets Fund (BEMIX) have volatilities of 9.20% and 9.06%, 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.
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Volatility by Period
| CEFIX | BEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.20% | 9.06% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.82% | 12.81% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.80% | 17.53% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.75% | 16.20% | -1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 16.98% | +0.16% |