PortfoliosLab logoPortfoliosLab logo
CEMFX vs. RNWGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMFX vs. RNWGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cullen Emerging Markets High Dividend Fund (CEMFX) and American Funds New World Fund® Class R-6 (RNWGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CEMFX vs. RNWGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEMFX
Cullen Emerging Markets High Dividend Fund
7.09%31.39%9.51%26.45%-16.15%6.74%8.70%19.75%-16.90%29.82%
RNWGX
American Funds New World Fund® Class R-6
-1.47%28.67%6.88%16.26%-21.77%5.09%25.30%28.03%-12.00%33.07%

Returns By Period

In the year-to-date period, CEMFX achieves a 7.09% return, which is significantly higher than RNWGX's -1.47% return. Both investments have delivered pretty close results over the past 10 years, with CEMFX having a 9.60% annualized return and RNWGX not far ahead at 9.76%.


CEMFX

1D
0.29%
1M
-10.12%
YTD
7.09%
6M
11.76%
1Y
38.29%
3Y*
21.61%
5Y*
10.53%
10Y*
9.60%

RNWGX

1D
2.62%
1M
-8.56%
YTD
-1.47%
6M
2.11%
1Y
24.01%
3Y*
13.88%
5Y*
4.79%
10Y*
9.76%
*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.


CEMFX vs. RNWGX - Expense Ratio Comparison

CEMFX has a 1.00% expense ratio, which is higher than RNWGX's 0.57% expense ratio.


Return for Risk

CEMFX vs. RNWGX — 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: 9494
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

RNWGX
RNWGX Risk / Return Rank: 7979
Overall Rank
RNWGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
RNWGX Sortino Ratio Rank: 8383
Sortino Ratio Rank
RNWGX Omega Ratio Rank: 7979
Omega Ratio Rank
RNWGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
RNWGX Martin Ratio Rank: 7777
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. RNWGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen Emerging Markets High Dividend Fund (CEMFX) and American Funds New World Fund® Class R-6 (RNWGX). 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.


CEMFXRNWGXDifference

Sharpe ratio

Return per unit of total volatility

2.37

1.59

+0.79

Sortino ratio

Return per unit of downside risk

2.99

2.19

+0.80

Omega ratio

Gain probability vs. loss probability

1.45

1.32

+0.14

Calmar ratio

Return relative to maximum drawdown

2.99

1.83

+1.16

Martin ratio

Return relative to average drawdown

11.06

7.62

+3.44

CEMFX vs. RNWGX - Sharpe Ratio Comparison

The current CEMFX Sharpe Ratio is 2.37, which is higher than the RNWGX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of CEMFX and RNWGX, 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


CEMFXRNWGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

1.59

+0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.32

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.61

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.46

0.00

Correlation

The correlation between CEMFX and RNWGX is 0.79, 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

CEMFX vs. RNWGX - Dividend Comparison

CEMFX's dividend yield for the trailing twelve months is around 2.03%, less than RNWGX's 6.18% 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%
RNWGX
American Funds New World Fund® Class R-6
6.18%6.09%4.11%2.88%1.33%7.32%0.44%4.05%2.71%2.26%1.37%1.04%

Drawdowns

CEMFX vs. RNWGX - Drawdown Comparison

The maximum CEMFX drawdown since its inception was -39.30%, which is greater than RNWGX's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for CEMFX and RNWGX.


Loading graphics...

Drawdown Indicators


CEMFXRNWGXDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-33.40%

-5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-13.00%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-28.13%

-33.40%

+5.27%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-33.40%

-5.90%

Current Drawdown

Current decline from peak

-12.16%

-10.73%

-1.43%

Average Drawdown

Average peak-to-trough decline

-9.69%

-8.12%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

3.13%

+0.22%

Volatility

CEMFX vs. RNWGX - Volatility Comparison

Cullen Emerging Markets High Dividend Fund (CEMFX) and American Funds New World Fund® Class R-6 (RNWGX) have volatilities of 6.93% and 7.09%, 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


CEMFXRNWGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

7.09%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.36%

11.01%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

15.63%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

15.17%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.92%

15.98%

-1.06%