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EFEIX vs. PDEZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFEIX vs. PDEZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashmore Emerging Markets Frontier Equity Fund (EFEIX) and PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX). The values are adjusted to include any dividend payments, if applicable.

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EFEIX vs. PDEZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFEIX
Ashmore Emerging Markets Frontier Equity Fund
-4.81%20.69%24.12%10.60%-15.91%24.18%-4.12%14.07%-18.04%19.28%
PDEZX
PGIM Jennison Emerging Markets Equity Opportunities Fund
2.64%14.88%18.48%16.12%-41.65%-0.86%72.88%30.33%-18.26%40.80%

Returns By Period

In the year-to-date period, EFEIX achieves a -4.81% return, which is significantly lower than PDEZX's 2.64% return. Over the past 10 years, EFEIX has underperformed PDEZX with an annualized return of 6.72%, while PDEZX has yielded a comparatively higher 9.10% annualized return.


EFEIX

1D
-0.39%
1M
-10.76%
YTD
-4.81%
6M
-1.64%
1Y
12.63%
3Y*
15.99%
5Y*
9.66%
10Y*
6.72%

PDEZX

1D
-1.17%
1M
-13.24%
YTD
2.64%
6M
1.50%
1Y
19.21%
3Y*
16.65%
5Y*
-1.37%
10Y*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFEIX vs. PDEZX - Expense Ratio Comparison

EFEIX has a 1.52% expense ratio, which is higher than PDEZX's 1.05% expense ratio.


Return for Risk

EFEIX vs. PDEZX — Risk / Return Rank

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

EFEIX
EFEIX Risk / Return Rank: 4444
Overall Rank
EFEIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EFEIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
EFEIX Omega Ratio Rank: 4646
Omega Ratio Rank
EFEIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
EFEIX Martin Ratio Rank: 3333
Martin Ratio Rank

PDEZX
PDEZX Risk / Return Rank: 3131
Overall Rank
PDEZX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PDEZX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PDEZX Omega Ratio Rank: 2929
Omega Ratio Rank
PDEZX Calmar Ratio Rank: 3232
Calmar Ratio Rank
PDEZX Martin Ratio Rank: 3232
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.

EFEIX vs. PDEZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Frontier Equity Fund (EFEIX) and PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX). 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.


EFEIXPDEZXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.72

+0.28

Sortino ratio

Return per unit of downside risk

1.36

1.08

+0.27

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.03

0.91

+0.12

Martin ratio

Return relative to average drawdown

3.59

3.49

+0.10

EFEIX vs. PDEZX - Sharpe Ratio Comparison

The current EFEIX Sharpe Ratio is 1.00, which is higher than the PDEZX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of EFEIX and PDEZX, 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


EFEIXPDEZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.72

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

-0.06

+1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.42

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.30

+0.05

Correlation

The correlation between EFEIX and PDEZX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EFEIX vs. PDEZX - Dividend Comparison

EFEIX's dividend yield for the trailing twelve months is around 11.96%, more than PDEZX's 2.15% yield.


TTM2025202420232022202120202019201820172016
EFEIX
Ashmore Emerging Markets Frontier Equity Fund
11.96%11.69%2.15%2.26%0.17%1.61%0.96%1.63%1.44%0.88%0.38%
PDEZX
PGIM Jennison Emerging Markets Equity Opportunities Fund
2.15%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EFEIX vs. PDEZX - Drawdown Comparison

The maximum EFEIX drawdown since its inception was -40.50%, smaller than the maximum PDEZX drawdown of -54.95%. Use the drawdown chart below to compare losses from any high point for EFEIX and PDEZX.


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Drawdown Indicators


EFEIXPDEZXDifference

Max Drawdown

Largest peak-to-trough decline

-40.50%

-54.95%

+14.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-16.06%

+4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-52.88%

+32.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.50%

-54.95%

+14.45%

Current Drawdown

Current decline from peak

-11.62%

-23.17%

+11.55%

Average Drawdown

Average peak-to-trough decline

-12.38%

-20.43%

+8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

4.31%

-0.99%

Volatility

EFEIX vs. PDEZX - Volatility Comparison

The current volatility for Ashmore Emerging Markets Frontier Equity Fund (EFEIX) is 6.28%, while PGIM Jennison Emerging Markets Equity Opportunities Fund (PDEZX) has a volatility of 11.26%. This indicates that EFEIX experiences smaller price fluctuations and is considered to be less risky than PDEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFEIXPDEZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

11.26%

-4.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

17.71%

-8.97%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

24.60%

-12.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.69%

23.12%

-13.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.93%

21.89%

-10.96%