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DGIEX vs. EMPTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGIEX vs. EMPTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Global Emerging Markets Fund (DGIEX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX). The values are adjusted to include any dividend payments, if applicable.

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DGIEX vs. EMPTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DGIEX
BNY Mellon Global Emerging Markets Fund
-1.25%22.65%4.34%7.01%-23.34%-3.12%58.75%23.34%-19.83%
EMPTX
UBS Emerging Markets Equity Opportunity Fund
-0.19%43.82%2.51%8.92%-25.38%-9.36%24.79%14.98%0.55%

Returns By Period

In the year-to-date period, DGIEX achieves a -1.25% return, which is significantly lower than EMPTX's -0.19% return.


DGIEX

1D
-0.20%
1M
-9.24%
YTD
-1.25%
6M
0.98%
1Y
26.37%
3Y*
8.96%
5Y*
0.19%
10Y*
8.25%

EMPTX

1D
-0.94%
1M
-14.50%
YTD
-0.19%
6M
5.92%
1Y
34.87%
3Y*
15.95%
5Y*
1.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGIEX vs. EMPTX - Expense Ratio Comparison

DGIEX has a 1.00% expense ratio, which is higher than EMPTX's 0.19% expense ratio.


Return for Risk

DGIEX vs. EMPTX — Risk / Return Rank

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

DGIEX
DGIEX Risk / Return Rank: 8080
Overall Rank
DGIEX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DGIEX Sortino Ratio Rank: 8181
Sortino Ratio Rank
DGIEX Omega Ratio Rank: 7676
Omega Ratio Rank
DGIEX Calmar Ratio Rank: 8383
Calmar Ratio Rank
DGIEX Martin Ratio Rank: 7878
Martin Ratio Rank

EMPTX
EMPTX Risk / Return Rank: 8989
Overall Rank
EMPTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMPTX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EMPTX Omega Ratio Rank: 8787
Omega Ratio Rank
EMPTX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EMPTX Martin Ratio Rank: 8888
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.

DGIEX vs. EMPTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Global Emerging Markets Fund (DGIEX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX). 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.


DGIEXEMPTXDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.91

-0.38

Sortino ratio

Return per unit of downside risk

2.07

2.44

-0.37

Omega ratio

Gain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratio

Return relative to maximum drawdown

2.04

2.43

-0.40

Martin ratio

Return relative to average drawdown

7.62

9.59

-1.97

DGIEX vs. EMPTX - Sharpe Ratio Comparison

The current DGIEX Sharpe Ratio is 1.53, which is comparable to the EMPTX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of DGIEX and EMPTX, 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


DGIEXEMPTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.91

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.08

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.31

+0.05

Correlation

The correlation between DGIEX and EMPTX is 0.77, 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

DGIEX vs. EMPTX - Dividend Comparison

DGIEX's dividend yield for the trailing twelve months is around 0.39%, less than EMPTX's 1.92% yield.


TTM20252024202320222021202020192018201720162015
DGIEX
BNY Mellon Global Emerging Markets Fund
0.39%0.38%0.00%0.07%0.25%6.74%0.30%2.32%1.32%1.21%0.04%0.45%
EMPTX
UBS Emerging Markets Equity Opportunity Fund
1.92%1.91%3.40%3.20%3.84%11.93%1.50%2.75%0.54%0.00%0.00%0.00%

Drawdowns

DGIEX vs. EMPTX - Drawdown Comparison

The maximum DGIEX drawdown since its inception was -42.97%, smaller than the maximum EMPTX drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for DGIEX and EMPTX.


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Drawdown Indicators


DGIEXEMPTXDifference

Max Drawdown

Largest peak-to-trough decline

-42.97%

-46.03%

+3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-14.50%

+3.32%

Max Drawdown (5Y)

Largest decline over 5 years

-37.32%

-41.73%

+4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-42.97%

Current Drawdown

Current decline from peak

-13.41%

-14.50%

+1.09%

Average Drawdown

Average peak-to-trough decline

-17.57%

-18.72%

+1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.87%

-0.88%

Volatility

DGIEX vs. EMPTX - Volatility Comparison

The current volatility for BNY Mellon Global Emerging Markets Fund (DGIEX) is 6.83%, while UBS Emerging Markets Equity Opportunity Fund (EMPTX) has a volatility of 8.90%. This indicates that DGIEX experiences smaller price fluctuations and is considered to be less risky than EMPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGIEXEMPTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.83%

8.90%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

13.64%

-2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

18.77%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

18.85%

-2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

19.21%

-0.82%