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EAEMX vs. PCEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EAEMX vs. PCEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Parametric Emerging Markets Fund (EAEMX) and PACE International Emerging Markets Equity Investments (PCEMX). The values are adjusted to include any dividend payments, if applicable.

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EAEMX vs. PCEMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EAEMX
Parametric Emerging Markets Fund
2.89%27.16%5.39%9.46%-11.27%4.19%2.65%12.32%-14.02%27.03%
PCEMX
PACE International Emerging Markets Equity Investments
3.14%36.75%4.15%10.33%-18.97%-1.79%20.13%19.01%-16.42%34.14%

Returns By Period

In the year-to-date period, EAEMX achieves a 2.89% return, which is significantly lower than PCEMX's 3.14% return. Over the past 10 years, EAEMX has underperformed PCEMX with an annualized return of 6.23%, while PCEMX has yielded a comparatively higher 7.80% annualized return.


EAEMX

1D
1.89%
1M
-6.17%
YTD
2.89%
6M
6.54%
1Y
26.50%
3Y*
13.51%
5Y*
6.33%
10Y*
6.23%

PCEMX

1D
2.90%
1M
-10.44%
YTD
3.14%
6M
7.40%
1Y
35.40%
3Y*
15.28%
5Y*
4.25%
10Y*
7.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EAEMX vs. PCEMX - Expense Ratio Comparison

EAEMX has a 1.58% expense ratio, which is higher than PCEMX's 1.20% expense ratio.


Return for Risk

EAEMX vs. PCEMX — Risk / Return Rank

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

EAEMX
EAEMX Risk / Return Rank: 9191
Overall Rank
EAEMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EAEMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
EAEMX Omega Ratio Rank: 9292
Omega Ratio Rank
EAEMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EAEMX Martin Ratio Rank: 8888
Martin Ratio Rank

PCEMX
PCEMX Risk / Return Rank: 8787
Overall Rank
PCEMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PCEMX Sortino Ratio Rank: 9090
Sortino Ratio Rank
PCEMX Omega Ratio Rank: 9090
Omega Ratio Rank
PCEMX Calmar Ratio Rank: 8484
Calmar Ratio Rank
PCEMX Martin Ratio Rank: 7979
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.

EAEMX vs. PCEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parametric Emerging Markets Fund (EAEMX) and PACE International Emerging Markets Equity Investments (PCEMX). 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.


EAEMXPCEMXDifference

Sharpe ratio

Return per unit of total volatility

2.25

2.14

+0.11

Sortino ratio

Return per unit of downside risk

2.86

2.67

+0.19

Omega ratio

Gain probability vs. loss probability

1.46

1.42

+0.04

Calmar ratio

Return relative to maximum drawdown

2.68

2.32

+0.36

Martin ratio

Return relative to average drawdown

10.25

8.71

+1.54

EAEMX vs. PCEMX - Sharpe Ratio Comparison

The current EAEMX Sharpe Ratio is 2.25, which is comparable to the PCEMX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of EAEMX and PCEMX, 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


EAEMXPCEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

2.14

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.25

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.46

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.24

+0.04

Correlation

The correlation between EAEMX and PCEMX is 0.91, 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

EAEMX vs. PCEMX - Dividend Comparison

EAEMX's dividend yield for the trailing twelve months is around 2.75%, less than PCEMX's 4.76% yield.


TTM20252024202320222021202020192018201720162015
EAEMX
Parametric Emerging Markets Fund
2.75%2.83%3.00%2.71%4.40%1.64%1.08%2.48%2.14%2.31%1.52%1.68%
PCEMX
PACE International Emerging Markets Equity Investments
4.76%4.91%1.22%1.44%2.52%11.70%1.10%1.04%1.84%1.16%1.09%1.09%

Drawdowns

EAEMX vs. PCEMX - Drawdown Comparison

The maximum EAEMX drawdown since its inception was -62.70%, roughly equal to the maximum PCEMX drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for EAEMX and PCEMX.


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Drawdown Indicators


EAEMXPCEMXDifference

Max Drawdown

Largest peak-to-trough decline

-62.70%

-65.32%

+2.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.90%

-14.42%

+4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-36.66%

+11.23%

Max Drawdown (10Y)

Largest decline over 10 years

-44.16%

-39.17%

-4.99%

Current Drawdown

Current decline from peak

-8.20%

-11.94%

+3.74%

Average Drawdown

Average peak-to-trough decline

-13.58%

-20.98%

+7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.89%

-1.30%

Volatility

EAEMX vs. PCEMX - Volatility Comparison

The current volatility for Parametric Emerging Markets Fund (EAEMX) is 5.94%, while PACE International Emerging Markets Equity Investments (PCEMX) has a volatility of 9.58%. This indicates that EAEMX experiences smaller price fluctuations and is considered to be less risky than PCEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EAEMXPCEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

9.58%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.80%

13.62%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

18.33%

-6.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.42%

17.12%

-5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.38%

17.32%

-3.94%