PortfoliosLab logoPortfoliosLab logo
DEMAX vs. WSTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEMAX vs. WSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nomura Emerging Markets Fund Class A (DEMAX) and Nomura Science and Technology Fund Class A (WSTAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DEMAX vs. WSTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEMAX
Nomura Emerging Markets Fund Class A
13.26%86.33%6.25%17.34%-28.85%-2.32%25.54%24.05%-17.32%41.62%
WSTAX
Nomura Science and Technology Fund Class A
-6.53%33.91%59.64%40.44%-32.50%14.19%36.12%50.35%-5.23%32.77%

Returns By Period

In the year-to-date period, DEMAX achieves a 13.26% return, which is significantly higher than WSTAX's -6.53% return. Over the past 10 years, DEMAX has underperformed WSTAX with an annualized return of 14.09%, while WSTAX has yielded a comparatively higher 19.82% annualized return.


DEMAX

1D
0.97%
1M
-18.27%
YTD
13.26%
6M
43.25%
1Y
104.18%
3Y*
34.89%
5Y*
12.22%
10Y*
14.09%

WSTAX

1D
-1.89%
1M
-11.47%
YTD
-6.53%
6M
-3.97%
1Y
37.90%
3Y*
34.43%
5Y*
15.99%
10Y*
19.82%
*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.


DEMAX vs. WSTAX - Expense Ratio Comparison

DEMAX has a 1.42% expense ratio, which is higher than WSTAX's 1.17% expense ratio.


Return for Risk

DEMAX vs. WSTAX — Risk / Return Rank

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

DEMAX
DEMAX Risk / Return Rank: 9797
Overall Rank
DEMAX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DEMAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DEMAX Omega Ratio Rank: 9595
Omega Ratio Rank
DEMAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DEMAX Martin Ratio Rank: 9898
Martin Ratio Rank

WSTAX
WSTAX Risk / Return Rank: 7474
Overall Rank
WSTAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WSTAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
WSTAX Omega Ratio Rank: 6969
Omega Ratio Rank
WSTAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
WSTAX Martin Ratio Rank: 7373
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.

DEMAX vs. WSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nomura Emerging Markets Fund Class A (DEMAX) and Nomura Science and Technology Fund Class A (WSTAX). 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.


DEMAXWSTAXDifference

Sharpe ratio

Return per unit of total volatility

3.10

1.27

+1.83

Sortino ratio

Return per unit of downside risk

3.27

1.82

+1.46

Omega ratio

Gain probability vs. loss probability

1.50

1.26

+0.24

Calmar ratio

Return relative to maximum drawdown

4.78

1.98

+2.80

Martin ratio

Return relative to average drawdown

18.45

6.93

+11.53

DEMAX vs. WSTAX - Sharpe Ratio Comparison

The current DEMAX Sharpe Ratio is 3.10, which is higher than the WSTAX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of DEMAX and WSTAX, 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


DEMAXWSTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

1.27

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.44

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.65

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.46

-0.03

Correlation

The correlation between DEMAX and WSTAX is 0.64, 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

DEMAX vs. WSTAX - Dividend Comparison

DEMAX's dividend yield for the trailing twelve months is around 16.80%, less than WSTAX's 19.60% yield.


TTM20252024202320222021202020192018201720162015
DEMAX
Nomura Emerging Markets Fund Class A
16.80%19.03%1.74%2.76%1.60%3.16%0.56%0.57%0.34%1.59%0.70%0.03%
WSTAX
Nomura Science and Technology Fund Class A
19.60%18.32%36.08%11.62%33.72%42.99%8.89%11.48%13.99%6.95%0.00%2.50%

Drawdowns

DEMAX vs. WSTAX - Drawdown Comparison

The maximum DEMAX drawdown since its inception was -63.23%, which is greater than WSTAX's maximum drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for DEMAX and WSTAX.


Loading graphics...

Drawdown Indicators


DEMAXWSTAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.23%

-55.39%

-7.84%

Max Drawdown (1Y)

Largest decline over 1 year

-20.32%

-16.73%

-3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-44.15%

-55.39%

+11.24%

Max Drawdown (10Y)

Largest decline over 10 years

-46.51%

-55.39%

+8.88%

Current Drawdown

Current decline from peak

-19.55%

-16.73%

-2.82%

Average Drawdown

Average peak-to-trough decline

-18.84%

-15.03%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

4.78%

+0.49%

Volatility

DEMAX vs. WSTAX - Volatility Comparison

Nomura Emerging Markets Fund Class A (DEMAX) has a higher volatility of 19.13% compared to Nomura Science and Technology Fund Class A (WSTAX) at 8.82%. This indicates that DEMAX's price experiences larger fluctuations and is considered to be riskier than WSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DEMAXWSTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.13%

8.82%

+10.31%

Volatility (6M)

Calculated over the trailing 6-month period

28.50%

18.86%

+9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

33.35%

29.32%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.12%

36.75%

-13.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

30.55%

-8.61%