EAD vs. DEMIX
EAD (Emerging Markets Dividend Fund) and DEMIX (Delaware Emerging Markets Fund) are both Emerging Markets Equities funds. Over the past 10 years, EAD returned 6.61%/yr vs 18.72%/yr for DEMIX. Their 0.36 correlation means their historical movements had little consistent relationship. EAD charges 0.04%/yr vs 1.26%/yr for DEMIX.
Performance
EAD vs. DEMIX - 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 DEMIX's 77.44% return. Over the past 10 years, EAD has underperformed DEMIX with an annualized return of 6.61%, while DEMIX has yielded a comparatively higher 18.72% 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%
DEMIX
- 1D
- 5.25%
- 1M
- -13.93%
- 6M
- 47.30%
- YTD
- 77.44%
- 1Y
- 169.50%
- 3Y*
- 54.09%
- 5Y*
- 24.43%
- 10Y*
- 18.72%
- ALL TIME*
- 10.99%
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. DEMIX - 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% |
DEMIX Delaware Emerging Markets Fund | 77.44% | 86.79% | 6.52% | 17.59% | -28.66% | -2.08% | 26.09% | 24.33% | -17.10% | 41.98% |
Correlation
The correlation between EAD and DEMIX 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. DEMIX — Risk / Return Rank
EAD
DEMIX
EAD vs. DEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Dividend Fund (EAD) and Delaware Emerging Markets Fund (DEMIX). 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 | DEMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.09 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.45 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 4.40 | -4.47 |
| Martin ratioReturn relative to average drawdown | -0.22 | 18.01 | -18.23 |
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Drawdowns
EAD vs. DEMIX - Drawdown Comparison
The maximum EAD drawdown since its inception was -67.37%, which is greater than DEMIX's maximum drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for EAD and DEMIX.
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Drawdown Indicators
| EAD | DEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.37% | -63.15% | -4.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -36.51% | +28.35% |
Max Drawdown (3Y)Largest decline over 3 years | -12.65% | -36.51% | +23.86% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -38.47% | +9.03% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -46.29% | +4.75% |
Current DrawdownCurrent decline from peak | -3.58% | -27.61% | +24.03% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -18.43% | +11.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 8.90% | -6.49% |
Volatility
EAD vs. DEMIX - Volatility Comparison
The current volatility for Emerging Markets Dividend Fund (EAD) is 1.90%, while Delaware Emerging Markets Fund (DEMIX) has a volatility of 25.87%. This indicates that EAD experiences smaller price fluctuations and is considered to be less risky than DEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAD | DEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.90% | 25.87% | -23.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 49.74% | -42.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.99% | 53.13% | -44.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.58% | 30.18% | -16.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 25.84% | -9.74% |
EAD vs. DEMIX - Expense Ratio Comparison
EAD has a 0.04% expense ratio, which is lower than DEMIX's 1.26% expense ratio.
Dividends
EAD vs. DEMIX - Dividend Comparison
EAD's dividend yield for the trailing twelve months is around 10.11%, less than DEMIX's 10.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEMIX Delaware Emerging Markets Fund | 10.69% | 18.97% | 1.99% | 2.95% | 1.89% | 3.42% | 0.87% | 0.80% | 0.65% | 1.80% | 0.94% | 0.30% |
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 DEMIX 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.
DEMIX has higher volatility (25.87%) compared to EAD (1.90%). In terms of maximum drawdown, EAD dropped -67.37% vs DEMIX's -63.15%.
DEMIX currently has the higher Sharpe Ratio (3.03 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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