DEMIX vs. FNDE
Compare and contrast key facts about Delaware Emerging Markets Fund (DEMIX) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE).
DEMIX is managed by Delaware Funds. It was launched on Jun 9, 1996. FNDE is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Emerging Markets Large Company Index. It was launched on Aug 15, 2013.
Performance
DEMIX vs. FNDE - Performance Comparison
Loading graphics...
DEMIX vs. FNDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 6.10% | 29.46% | 12.10% | 14.99% | -15.58% | 14.41% | -2.77% | 19.75% | -10.37% | 26.77% |
Returns By Period
In the year-to-date period, DEMIX achieves a 13.36% return, which is significantly higher than FNDE's 6.10% return. Over the past 10 years, DEMIX has outperformed FNDE with an annualized return of 14.40%, while FNDE has yielded a comparatively lower 10.24% 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%
FNDE
- 1D
- 2.71%
- 1M
- -5.06%
- YTD
- 6.10%
- 6M
- 9.65%
- 1Y
- 29.56%
- 3Y*
- 18.98%
- 5Y*
- 9.51%
- 10Y*
- 10.24%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DEMIX vs. FNDE - Expense Ratio Comparison
DEMIX has a 1.26% expense ratio, which is higher than FNDE's 0.39% expense ratio.
Return for Risk
DEMIX vs. FNDE — Risk / Return Rank
DEMIX
FNDE
DEMIX vs. FNDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delaware Emerging Markets Fund (DEMIX) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). 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.
| DEMIX | FNDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.11 | 1.67 | +1.44 |
Sortino ratioReturn per unit of downside risk | 3.29 | 2.25 | +1.04 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.34 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 4.81 | 2.16 | +2.64 |
Martin ratioReturn relative to average drawdown | 18.57 | 9.71 | +8.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DEMIX | FNDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.11 | 1.67 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.57 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.53 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.34 | +0.10 |
Correlation
The correlation between DEMIX and FNDE is 0.80, 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. FNDE - Dividend Comparison
DEMIX's dividend yield for the trailing twelve months is around 16.74%, more than FNDE's 3.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF | 3.94% | 4.19% | 4.82% | 4.74% | 5.59% | 4.32% | 2.50% | 3.47% | 2.98% | 2.05% | 1.65% | 2.02% |
Drawdowns
DEMIX vs. FNDE - Drawdown Comparison
The maximum DEMIX drawdown since its inception was -63.15%, which is greater than FNDE's maximum drawdown of -43.55%. Use the drawdown chart below to compare losses from any high point for DEMIX and FNDE.
Loading graphics...
Drawdown Indicators
| DEMIX | FNDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.15% | -43.55% | -19.60% |
Max Drawdown (1Y)Largest decline over 1 year | -20.32% | -13.72% | -6.60% |
Max Drawdown (5Y)Largest decline over 5 years | -43.95% | -29.44% | -14.51% |
Max Drawdown (10Y)Largest decline over 10 years | -46.29% | -39.93% | -6.36% |
Current DrawdownCurrent decline from peak | -19.53% | -6.41% | -13.12% |
Average DrawdownAverage peak-to-trough decline | -18.54% | -11.84% | -6.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.26% | 3.06% | +2.20% |
Volatility
DEMIX vs. FNDE - Volatility Comparison
Delaware Emerging Markets Fund (DEMIX) has a higher volatility of 19.15% compared to Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) at 7.66%. This indicates that DEMIX's price experiences larger fluctuations and is considered to be riskier than FNDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DEMIX | FNDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.15% | 7.66% | +11.49% |
Volatility (6M)Calculated over the trailing 6-month period | 28.50% | 11.93% | +16.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.36% | 17.79% | +15.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.11% | 16.87% | +6.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 19.41% | +2.53% |