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DEMCX vs. PEAFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEMCX vs. PEAFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nomura Emerging Markets Fund Class C (DEMCX) and PIMCO RAE Emerging Markets Fund Class A (PEAFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DEMCX achieves a 10.95% return, which is significantly higher than PEAFX's 8.77% return. Over the past 10 years, DEMCX has outperformed PEAFX with an annualized return of 13.13%, while PEAFX has yielded a comparatively lower 10.51% annualized return.


DEMCX

1D
-5.71%
1M
-10.01%
YTD
10.95%
6M
31.69%
1Y
115.54%
3Y*
33.53%
5Y*
10.48%
10Y*
13.13%

PEAFX

1D
-0.16%
1M
-0.48%
YTD
8.77%
6M
10.49%
1Y
33.92%
3Y*
15.84%
5Y*
8.34%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEMCX vs. PEAFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEMCX
Nomura Emerging Markets Fund Class C
10.95%84.86%5.47%16.47%-29.38%-3.05%24.55%23.16%-17.94%40.59%
PEAFX
PIMCO RAE Emerging Markets Fund Class A
8.77%20.25%1.14%22.28%-10.71%15.47%6.43%13.30%-12.77%28.91%

Correlation

The correlation between DEMCX and PEAFX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


DEMCX vs. PEAFX - Expense Ratio Comparison

DEMCX has a 2.17% expense ratio, which is higher than PEAFX's 1.10% expense ratio.


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Return for Risk

DEMCX vs. PEAFX — Risk / Return Rank

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

DEMCX
DEMCX Risk / Return Rank: 9696
Overall Rank
DEMCX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DEMCX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DEMCX Omega Ratio Rank: 9393
Omega Ratio Rank
DEMCX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DEMCX Martin Ratio Rank: 9797
Martin Ratio Rank

PEAFX
PEAFX Risk / Return Rank: 7878
Overall Rank
PEAFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PEAFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
PEAFX Omega Ratio Rank: 7878
Omega Ratio Rank
PEAFX Calmar Ratio Rank: 7979
Calmar Ratio Rank
PEAFX Martin Ratio Rank: 7474
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.

DEMCX vs. PEAFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nomura Emerging Markets Fund Class C (DEMCX) and PIMCO RAE Emerging Markets Fund Class A (PEAFX). 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.


DEMCXPEAFXDifference

Sharpe ratio

Return per unit of total volatility

2.87

1.70

+1.17

Sortino ratio

Return per unit of downside risk

3.07

2.13

+0.94

Omega ratio

Gain probability vs. loss probability

1.47

1.33

+0.14

Calmar ratio

Return relative to maximum drawdown

4.68

2.23

+2.46

Martin ratio

Return relative to average drawdown

18.22

8.53

+9.69

DEMCX vs. PEAFX - Sharpe Ratio Comparison

The current DEMCX Sharpe Ratio is 2.87, which is higher than the PEAFX Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of DEMCX and PEAFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DEMCXPEAFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.87

1.70

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.56

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.61

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.66

-0.27

Drawdowns

DEMCX vs. PEAFX - Drawdown Comparison

The maximum DEMCX drawdown since its inception was -63.54%, which is greater than PEAFX's maximum drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for DEMCX and PEAFX.


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Drawdown Indicators


DEMCXPEAFXDifference

Max Drawdown

Largest peak-to-trough decline

-63.54%

-47.18%

-16.36%

Max Drawdown (1Y)

Largest decline over 1 year

-21.11%

-9.98%

-11.13%

Max Drawdown (5Y)

Largest decline over 5 years

-44.75%

-28.57%

-16.18%

Max Drawdown (10Y)

Largest decline over 10 years

-47.21%

-47.18%

-0.03%

Current Drawdown

Current decline from peak

-21.11%

-7.46%

-13.65%

Average Drawdown

Average peak-to-trough decline

-19.72%

-10.29%

-9.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.43%

3.17%

+2.26%

Volatility

DEMCX vs. PEAFX - Volatility Comparison

Nomura Emerging Markets Fund Class C (DEMCX) has a higher volatility of 17.00% compared to PIMCO RAE Emerging Markets Fund Class A (PEAFX) at 4.69%. This indicates that DEMCX's price experiences larger fluctuations and is considered to be riskier than PEAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEMCXPEAFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.00%

4.69%

+12.31%

Volatility (6M)

Calculated over the trailing 6-month period

29.19%

11.22%

+17.97%

Volatility (1Y)

Calculated over the trailing 1-year period

33.92%

15.53%

+18.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.28%

14.89%

+8.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.03%

17.23%

+4.80%

Dividends

DEMCX vs. PEAFX - Dividend Comparison

DEMCX's dividend yield for the trailing twelve months is around 18.45%, more than PEAFX's 2.73% yield.


TTM2025202420232022202120202019201820172016
DEMCX
Nomura Emerging Markets Fund Class C
18.45%20.47%1.09%2.03%0.69%2.58%0.61%0.00%0.00%1.03%0.08%
PEAFX
PIMCO RAE Emerging Markets Fund Class A
2.73%2.97%1.01%4.01%11.33%9.19%7.05%2.48%11.05%8.07%2.59%