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DEMIX vs. EMQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEMIX vs. EMQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Emerging Markets Fund (DEMIX) and Emerging Markets Internet & Ecommerce ETF (EMQQ). The values are adjusted to include any dividend payments, if applicable.

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DEMIX vs. EMQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEMIX
Delaware Emerging Markets Fund
13.36%86.79%6.52%17.59%-28.66%-2.08%26.09%24.33%-17.10%41.98%
EMQQ
Emerging Markets Internet & Ecommerce ETF
-18.04%20.66%13.79%4.48%-30.70%-32.53%80.45%33.86%-29.82%68.20%

Returns By Period

In the year-to-date period, DEMIX achieves a 13.36% return, which is significantly higher than EMQQ's -18.04% return. Over the past 10 years, DEMIX has outperformed EMQQ with an annualized return of 14.40%, while EMQQ has yielded a comparatively lower 4.87% annualized return.


DEMIX

1D
0.99%
1M
-18.24%
YTD
13.36%
6M
43.46%
1Y
104.80%
3Y*
35.24%
5Y*
12.50%
10Y*
14.40%

EMQQ

1D
3.89%
1M
-7.88%
YTD
-18.04%
6M
-26.57%
1Y
-10.64%
3Y*
2.89%
5Y*
-11.95%
10Y*
4.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEMIX vs. EMQQ - Expense Ratio Comparison

DEMIX has a 1.26% expense ratio, which is higher than EMQQ's 0.86% expense ratio.


Return for Risk

DEMIX vs. EMQQ — Risk / Return Rank

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

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

EMQQ
EMQQ Risk / Return Rank: 44
Overall Rank
EMQQ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EMQQ Sortino Ratio Rank: 44
Sortino Ratio Rank
EMQQ Omega Ratio Rank: 44
Omega Ratio Rank
EMQQ Calmar Ratio Rank: 66
Calmar Ratio Rank
EMQQ Martin Ratio Rank: 44
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.

DEMIX vs. EMQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Emerging Markets Fund (DEMIX) and Emerging Markets Internet & Ecommerce ETF (EMQQ). 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.


DEMIXEMQQDifference

Sharpe ratio

Return per unit of total volatility

3.11

-0.48

+3.59

Sortino ratio

Return per unit of downside risk

3.29

-0.54

+3.83

Omega ratio

Gain probability vs. loss probability

1.51

0.93

+0.57

Calmar ratio

Return relative to maximum drawdown

4.81

-0.38

+5.18

Martin ratio

Return relative to average drawdown

18.57

-1.07

+19.64

DEMIX vs. EMQQ - Sharpe Ratio Comparison

The current DEMIX Sharpe Ratio is 3.11, which is higher than the EMQQ Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of DEMIX and EMQQ, 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


DEMIXEMQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.11

-0.48

+3.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

-0.36

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.16

+0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.10

+0.35

Correlation

The correlation between DEMIX and EMQQ is 0.74, 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

DEMIX vs. EMQQ - Dividend Comparison

DEMIX's dividend yield for the trailing twelve months is around 16.74%, more than EMQQ's 3.77% yield.


TTM20252024202320222021202020192018201720162015
DEMIX
Delaware Emerging Markets Fund
16.74%18.97%1.99%2.95%1.89%3.42%0.87%0.80%0.65%1.80%0.94%0.30%
EMQQ
Emerging Markets Internet & Ecommerce ETF
3.77%3.09%1.70%0.79%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%

Drawdowns

DEMIX vs. EMQQ - Drawdown Comparison

The maximum DEMIX drawdown since its inception was -63.15%, smaller than the maximum EMQQ drawdown of -73.24%. Use the drawdown chart below to compare losses from any high point for DEMIX and EMQQ.


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Drawdown Indicators


DEMIXEMQQDifference

Max Drawdown

Largest peak-to-trough decline

-63.15%

-73.24%

+10.09%

Max Drawdown (1Y)

Largest decline over 1 year

-20.32%

-29.96%

+9.64%

Max Drawdown (5Y)

Largest decline over 5 years

-43.95%

-67.62%

+23.67%

Max Drawdown (10Y)

Largest decline over 10 years

-46.29%

-73.24%

+26.95%

Current Drawdown

Current decline from peak

-19.53%

-56.82%

+37.29%

Average Drawdown

Average peak-to-trough decline

-18.54%

-30.98%

+12.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

10.58%

-5.32%

Volatility

DEMIX vs. EMQQ - Volatility Comparison

Delaware Emerging Markets Fund (DEMIX) has a higher volatility of 19.15% compared to Emerging Markets Internet & Ecommerce ETF (EMQQ) at 9.36%. This indicates that DEMIX's price experiences larger fluctuations and is considered to be riskier than EMQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEMIXEMQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.15%

9.36%

+9.79%

Volatility (6M)

Calculated over the trailing 6-month period

28.50%

15.45%

+13.05%

Volatility (1Y)

Calculated over the trailing 1-year period

33.36%

22.48%

+10.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.11%

33.27%

-10.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

30.54%

-8.60%