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CUSIX vs. CEMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CUSIX vs. CEMFX - Performance Comparison

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

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CUSIX vs. CEMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CUSIX
Cullen Small Cap Value Fund
-4.18%-1.21%4.80%5.77%-0.75%22.04%12.07%22.83%-9.78%0.89%
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%

Returns By Period

In the year-to-date period, CUSIX achieves a -4.18% return, which is significantly lower than CEMFX's 6.79% return. Over the past 10 years, CUSIX has underperformed CEMFX with an annualized return of 6.29%, while CEMFX has yielded a comparatively higher 9.57% annualized return.


CUSIX

1D
-0.06%
1M
-7.72%
YTD
-4.18%
6M
-9.87%
1Y
3.85%
3Y*
3.17%
5Y*
1.31%
10Y*
6.29%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CUSIX vs. CEMFX - Expense Ratio Comparison

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


Return for Risk

CUSIX vs. CEMFX — Risk / Return Rank

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

CUSIX
CUSIX Risk / Return Rank: 88
Overall Rank
CUSIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CUSIX Sortino Ratio Rank: 99
Sortino Ratio Rank
CUSIX Omega Ratio Rank: 88
Omega Ratio Rank
CUSIX Calmar Ratio Rank: 88
Calmar Ratio Rank
CUSIX Martin Ratio Rank: 77
Martin Ratio Rank

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
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.

CUSIX vs. CEMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cullen Small Cap Value Fund (CUSIX) and Cullen Emerging Markets High Dividend Fund (CEMFX). 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.


CUSIXCEMFXDifference

Sharpe ratio

Return per unit of total volatility

0.14

2.25

-2.11

Sortino ratio

Return per unit of downside risk

0.40

2.86

-2.46

Omega ratio

Gain probability vs. loss probability

1.05

1.43

-0.38

Calmar ratio

Return relative to maximum drawdown

0.10

2.87

-2.77

Martin ratio

Return relative to average drawdown

0.23

10.73

-10.50

CUSIX vs. CEMFX - Sharpe Ratio Comparison

The current CUSIX Sharpe Ratio is 0.14, which is lower than the CEMFX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of CUSIX and CEMFX, 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


CUSIXCEMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

2.25

-2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.76

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.64

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.46

-0.17

Correlation

The correlation between CUSIX and CEMFX is 0.47, 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

CUSIX vs. CEMFX - Dividend Comparison

CUSIX's dividend yield for the trailing twelve months is around 1.13%, less than CEMFX's 2.03% yield.


TTM20252024202320222021202020192018201720162015
CUSIX
Cullen Small Cap Value Fund
1.13%1.06%5.46%1.71%7.61%11.67%0.21%3.01%5.98%19.35%0.67%2.63%
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%

Drawdowns

CUSIX vs. CEMFX - Drawdown Comparison

The maximum CUSIX drawdown since its inception was -45.46%, which is greater than CEMFX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for CUSIX and CEMFX.


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Drawdown Indicators


CUSIXCEMFXDifference

Max Drawdown

Largest peak-to-trough decline

-45.46%

-39.30%

-6.16%

Max Drawdown (1Y)

Largest decline over 1 year

-18.49%

-12.41%

-6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-31.76%

-28.13%

-3.63%

Max Drawdown (10Y)

Largest decline over 10 years

-45.46%

-39.30%

-6.16%

Current Drawdown

Current decline from peak

-17.33%

-12.41%

-4.92%

Average Drawdown

Average peak-to-trough decline

-8.49%

-9.69%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.16%

3.33%

+4.83%

Volatility

CUSIX vs. CEMFX - Volatility Comparison

The current volatility for Cullen Small Cap Value Fund (CUSIX) is 5.98%, while Cullen Emerging Markets High Dividend Fund (CEMFX) has a volatility of 6.95%. This indicates that CUSIX experiences smaller price fluctuations and is considered to be less risky than CEMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CUSIXCEMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

6.95%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

16.66%

12.42%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

27.54%

16.42%

+11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

14.09%

+9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.97%

14.92%

+10.05%