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CEMVX vs. LCSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEMVX vs. LCSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Causeway Emerging Markets Investor (CEMVX) and Martin Currie SMA-Shares Series EM Fund (LCSMX). The values are adjusted to include any dividend payments, if applicable.

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CEMVX vs. LCSMX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CEMVX
Causeway Emerging Markets Investor
4.63%35.92%14.62%16.83%-23.20%-1.10%16.73%16.39%-21.00%
LCSMX
Martin Currie SMA-Shares Series EM Fund
11.23%51.52%-13.60%16.26%-27.25%4.73%35.72%6.81%1.42%

Returns By Period

In the year-to-date period, CEMVX achieves a 4.63% return, which is significantly lower than LCSMX's 11.23% return.


CEMVX

1D
2.74%
1M
-9.54%
YTD
4.63%
6M
9.91%
1Y
39.93%
3Y*
21.98%
5Y*
6.35%
10Y*
9.02%

LCSMX

1D
1.89%
1M
-12.34%
YTD
11.23%
6M
26.19%
1Y
63.67%
3Y*
17.07%
5Y*
4.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEMVX vs. LCSMX - Expense Ratio Comparison

CEMVX has a 1.36% expense ratio, which is higher than LCSMX's 0.00% expense ratio.


Return for Risk

CEMVX vs. LCSMX — Risk / Return Rank

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

CEMVX
CEMVX Risk / Return Rank: 9090
Overall Rank
CEMVX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
CEMVX Sortino Ratio Rank: 9090
Sortino Ratio Rank
CEMVX Omega Ratio Rank: 8888
Omega Ratio Rank
CEMVX Calmar Ratio Rank: 9090
Calmar Ratio Rank
CEMVX Martin Ratio Rank: 8989
Martin Ratio Rank

LCSMX
LCSMX Risk / Return Rank: 9797
Overall Rank
LCSMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LCSMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
LCSMX Omega Ratio Rank: 9595
Omega Ratio Rank
LCSMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
LCSMX Martin Ratio Rank: 9797
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.

CEMVX vs. LCSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Causeway Emerging Markets Investor (CEMVX) and Martin Currie SMA-Shares Series EM Fund (LCSMX). 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.


CEMVXLCSMXDifference

Sharpe ratio

Return per unit of total volatility

2.12

2.92

-0.80

Sortino ratio

Return per unit of downside risk

2.68

3.47

-0.80

Omega ratio

Gain probability vs. loss probability

1.39

1.54

-0.15

Calmar ratio

Return relative to maximum drawdown

2.74

4.11

-1.37

Martin ratio

Return relative to average drawdown

10.74

16.92

-6.17

CEMVX vs. LCSMX - Sharpe Ratio Comparison

The current CEMVX Sharpe Ratio is 2.12, which is comparable to the LCSMX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of CEMVX and LCSMX, 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


CEMVXLCSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.92

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.26

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.42

-0.16

Correlation

The correlation between CEMVX and LCSMX is 0.75, 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

CEMVX vs. LCSMX - Dividend Comparison

CEMVX's dividend yield for the trailing twelve months is around 2.16%, more than LCSMX's 0.90% yield.


TTM20252024202320222021202020192018201720162015
CEMVX
Causeway Emerging Markets Investor
2.16%2.26%3.45%4.55%4.40%22.65%1.18%1.79%1.54%1.36%1.30%1.48%
LCSMX
Martin Currie SMA-Shares Series EM Fund
0.90%1.00%1.29%1.22%1.11%3.03%0.48%0.88%1.40%0.00%0.00%0.00%

Drawdowns

CEMVX vs. LCSMX - Drawdown Comparison

The maximum CEMVX drawdown since its inception was -69.02%, which is greater than LCSMX's maximum drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for CEMVX and LCSMX.


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Drawdown Indicators


CEMVXLCSMXDifference

Max Drawdown

Largest peak-to-trough decline

-69.02%

-39.72%

-29.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-15.39%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-36.87%

-39.72%

+2.85%

Max Drawdown (10Y)

Largest decline over 10 years

-39.88%

Current Drawdown

Current decline from peak

-11.31%

-13.80%

+2.49%

Average Drawdown

Average peak-to-trough decline

-16.14%

-13.97%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

3.74%

-0.25%

Volatility

CEMVX vs. LCSMX - Volatility Comparison

The current volatility for Causeway Emerging Markets Investor (CEMVX) is 10.08%, while Martin Currie SMA-Shares Series EM Fund (LCSMX) has a volatility of 12.00%. This indicates that CEMVX experiences smaller price fluctuations and is considered to be less risky than LCSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMVXLCSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

12.00%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.09%

17.91%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.69%

22.02%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

17.90%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

19.35%

-1.23%