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CEMFX vs. CHDEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMFX vs. CHDEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cullen Emerging Markets High Dividend Fund (CEMFX) and Cullen High Dividend Equity Fund (CHDEX). The values are adjusted to include any dividend payments, if applicable.

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CEMFX vs. CHDEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMFX
Cullen Emerging Markets High Dividend Fund
6.79%31.39%9.51%26.45%-16.15%6.74%8.70%19.75%-16.90%29.82%
CHDEX
Cullen High Dividend Equity Fund
2.11%18.04%20.77%2.76%-4.50%26.34%-4.36%19.69%-5.40%16.79%

Returns By Period

In the year-to-date period, CEMFX achieves a 6.79% return, which is significantly higher than CHDEX's 2.11% return. Both investments have delivered pretty close results over the past 10 years, with CEMFX having a 9.57% annualized return and CHDEX not far behind at 9.47%.


CEMFX

1D
-0.85%
1M
-11.79%
YTD
6.79%
6M
11.80%
1Y
38.22%
3Y*
21.50%
5Y*
10.64%
10Y*
9.57%

CHDEX

1D
0.02%
1M
-5.09%
YTD
2.11%
6M
5.21%
1Y
15.45%
3Y*
14.93%
5Y*
10.15%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEMFX vs. CHDEX - Expense Ratio Comparison

Both CEMFX and CHDEX have an expense ratio of 1.00%.


Return for Risk

CEMFX vs. CHDEX — Risk / Return Rank

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

CEMFX
CEMFX Risk / Return Rank: 9393
Overall Rank
CEMFX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CEMFX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CEMFX Omega Ratio Rank: 9292
Omega Ratio Rank
CEMFX Calmar Ratio Rank: 9393
Calmar Ratio Rank
CEMFX Martin Ratio Rank: 9191
Martin Ratio Rank

CHDEX
CHDEX Risk / Return Rank: 6868
Overall Rank
CHDEX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CHDEX Sortino Ratio Rank: 7070
Sortino Ratio Rank
CHDEX Omega Ratio Rank: 7070
Omega Ratio Rank
CHDEX Calmar Ratio Rank: 6161
Calmar Ratio Rank
CHDEX Martin Ratio Rank: 6969
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.

CEMFX vs. CHDEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen Emerging Markets High Dividend Fund (CEMFX) and Cullen High Dividend Equity Fund (CHDEX). 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.


CEMFXCHDEXDifference

Sharpe ratio

Return per unit of total volatility

2.25

1.23

+1.02

Sortino ratio

Return per unit of downside risk

2.86

1.72

+1.13

Omega ratio

Gain probability vs. loss probability

1.43

1.26

+0.17

Calmar ratio

Return relative to maximum drawdown

2.87

1.41

+1.46

Martin ratio

Return relative to average drawdown

10.73

6.55

+4.18

CEMFX vs. CHDEX - Sharpe Ratio Comparison

The current CEMFX Sharpe Ratio is 2.25, which is higher than the CHDEX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of CEMFX and CHDEX, 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


CEMFXCHDEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

1.23

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.72

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.59

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.54

-0.08

Correlation

The correlation between CEMFX and CHDEX is 0.51, 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

CEMFX vs. CHDEX - Dividend Comparison

CEMFX's dividend yield for the trailing twelve months is around 2.03%, less than CHDEX's 14.96% yield.


TTM20252024202320222021202020192018201720162015
CEMFX
Cullen Emerging Markets High Dividend Fund
2.03%1.72%3.31%4.68%1.26%2.62%2.13%4.16%2.26%3.59%3.65%4.60%
CHDEX
Cullen High Dividend Equity Fund
14.96%15.18%25.41%12.44%7.46%10.89%11.08%6.24%14.14%9.93%5.24%5.05%

Drawdowns

CEMFX vs. CHDEX - Drawdown Comparison

The maximum CEMFX drawdown since its inception was -39.30%, smaller than the maximum CHDEX drawdown of -49.12%. Use the drawdown chart below to compare losses from any high point for CEMFX and CHDEX.


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Drawdown Indicators


CEMFXCHDEXDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-49.12%

+9.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-10.77%

-1.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-18.57%

-9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-37.04%

-2.26%

Current Drawdown

Current decline from peak

-12.41%

-5.86%

-6.55%

Average Drawdown

Average peak-to-trough decline

-9.69%

-6.79%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.40%

+0.93%

Volatility

CEMFX vs. CHDEX - Volatility Comparison

Cullen Emerging Markets High Dividend Fund (CEMFX) has a higher volatility of 6.95% compared to Cullen High Dividend Equity Fund (CHDEX) at 2.87%. This indicates that CEMFX's price experiences larger fluctuations and is considered to be riskier than CHDEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMFXCHDEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

2.87%

+4.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

6.87%

+5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

13.52%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

14.09%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

16.10%

-1.18%