EAD vs. DEMCX
EAD (Emerging Markets Dividend Fund) and DEMCX (Nomura Emerging Markets Fund Class C) are both Emerging Markets Equities funds. Over the past 10 years, EAD returned 6.61%/yr vs 17.52%/yr for DEMCX. Their 0.36 correlation means their historical movements had little consistent relationship. EAD charges 0.04%/yr vs 2.17%/yr for DEMCX.
Performance
EAD vs. DEMCX - Performance Comparison
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Returns By Period
In the year-to-date period, EAD achieves a -0.90% return, which is significantly lower than DEMCX's 76.42% return. Over the past 10 years, EAD has underperformed DEMCX with an annualized return of 6.61%, while DEMCX has yielded a comparatively higher 17.52% annualized return.
EAD
- 1D
- 0.79%
- 1M
- -1.65%
- 6M
- -2.96%
- YTD
- -0.90%
- 1Y
- -0.53%
- 3Y*
- 9.71%
- 5Y*
- 2.42%
- 10Y*
- 6.61%
- ALL TIME*
- 6.74%
DEMCX
- 1D
- 5.26%
- 1M
- -13.98%
- 6M
- 46.60%
- YTD
- 76.42%
- 1Y
- 166.77%
- 3Y*
- 52.54%
- 5Y*
- 23.20%
- 10Y*
- 17.52%
- ALL TIME*
- 9.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $2.13M | $1.89M | $1.54M |
EAD vs. DEMCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EAD Emerging Markets Dividend Fund | -0.90% | 8.05% | 15.86% | 11.94% | -23.08% | 21.62% | 6.35% | 27.22% | -6.52% | 7.80% |
DEMCX Nomura Emerging Markets Fund Class C | 76.42% | 84.86% | 5.47% | 16.47% | -29.38% | -3.05% | 24.55% | 23.16% | -17.94% | 40.59% |
Correlation
The correlation between EAD and DEMCX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2003 | 0.36 |
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Return for Risk
EAD vs. DEMCX — Risk / Return Rank
EAD
DEMCX
EAD vs. DEMCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Dividend Fund (EAD) and Nomura Emerging Markets Fund Class C (DEMCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EAD | DEMCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.04 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.45 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 4.32 | -4.39 |
| Martin ratioReturn relative to average drawdown | -0.22 | 17.66 | -17.88 |
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Drawdowns
EAD vs. DEMCX - Drawdown Comparison
The maximum EAD drawdown since its inception was -67.37%, which is greater than DEMCX's maximum drawdown of -63.54%. Use the drawdown chart below to compare losses from any high point for EAD and DEMCX.
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Drawdown Indicators
| EAD | DEMCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.37% | -63.54% | -3.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -36.58% | +28.42% |
Max Drawdown (3Y)Largest decline over 3 years | -12.65% | -36.58% | +23.93% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -38.96% | +9.52% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -47.21% | +5.67% |
Current DrawdownCurrent decline from peak | -3.58% | -27.69% | +24.11% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -19.60% | +12.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 8.93% | -6.52% |
Volatility
EAD vs. DEMCX - Volatility Comparison
The current volatility for Emerging Markets Dividend Fund (EAD) is 1.90%, while Nomura Emerging Markets Fund Class C (DEMCX) has a volatility of 25.89%. This indicates that EAD experiences smaller price fluctuations and is considered to be less risky than DEMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAD | DEMCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 25.89% | -23.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 49.75% | -42.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.99% | 53.14% | -44.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.58% | 30.19% | -16.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 25.84% | -9.74% |
EAD vs. DEMCX - Expense Ratio Comparison
EAD has a 0.04% expense ratio, which is lower than DEMCX's 2.17% expense ratio.
Dividends
EAD vs. DEMCX - Dividend Comparison
EAD's dividend yield for the trailing twelve months is around 10.11%, less than DEMCX's 11.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMCX Nomura Emerging Markets Fund Class C | 11.61% | 20.47% | 1.09% | 2.03% | 0.69% | 2.58% | 0.61% | 0.00% | 0.00% | 1.03% | 0.08% | 0.00% |
EAD Emerging Markets Dividend Fund | 10.11% | 9.47% | 9.08% | 9.07% | 10.97% | 7.59% | 8.51% | 8.44% | 9.11% | 8.58% | 9.62% | 10.95% |
Frequently Asked Questions
EAD and DEMCX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEMCX has higher volatility (25.89%) compared to EAD (1.90%). In terms of maximum drawdown, EAD dropped -67.37% vs DEMCX's -63.54%.
DEMCX currently has the higher Sharpe Ratio (2.98 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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