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GEME vs. KEMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEME vs. KEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific North of South Global Emerging Markets Equity Active ETF (GEME) and KraneShares MSCI Emerging Markets ex China Index ETF (KEMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with GEME having a 30.26% return and KEMX slightly lower at 30.22%.


GEME

1D
0.43%
1M
-0.52%
6M
17.23%
YTD
30.26%
1Y
61.53%
3Y*
5Y*
10Y*
ALL TIME*
46.50%

KEMX

1D
0.80%
1M
-4.08%
6M
16.35%
YTD
30.22%
1Y
56.00%
3Y*
25.12%
5Y*
12.08%
10Y*
ALL TIME*
12.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$7.17M$4.51M$3.42M
$527.87K$528.96K$586.53K

GEME vs. KEMX - Yearly Performance Comparison


Correlation

The correlation between GEME and KEMX is 0.88, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2025

0.84

The correlation between GEME and KEMX has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

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Return for Risk

GEME vs. KEMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GEME
GEME Risk / Return Rank: 9090
Overall Rank
GEME Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GEME Sortino Ratio Rank: 8787
Sortino Ratio Rank
GEME Omega Ratio Rank: 9090
Omega Ratio Rank
GEME Calmar Ratio Rank: 9393
Calmar Ratio Rank
GEME Martin Ratio Rank: 8888
Martin Ratio Rank

KEMX
KEMX Risk / Return Rank: 8383
Overall Rank
KEMX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KEMX Sortino Ratio Rank: 7878
Sortino Ratio Rank
KEMX Omega Ratio Rank: 8383
Omega Ratio Rank
KEMX Calmar Ratio Rank: 8686
Calmar Ratio Rank
KEMX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GEME vs. KEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific North of South Global Emerging Markets Equity Active ETF (GEME) and KraneShares MSCI Emerging Markets ex China Index ETF (KEMX). 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.


GEMEKEMXDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.44

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

4.60

3.49

+1.10

Martin ratioReturn relative to average drawdown

14.11

10.97

+3.14

GEME vs. KEMX - Sharpe Ratio Comparison

The current GEME Sharpe Ratio is 2.56, which is comparable to the KEMX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of GEME and KEMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GEME vs. KEMX - Drawdown Comparison

The maximum GEME drawdown since its inception was -16.86%, smaller than the maximum KEMX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for GEME and KEMX.


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Drawdown Indicators


GEMEKEMXDifference

Max Drawdown

Largest peak-to-trough decline

-16.86%

-38.80%

+21.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.46%

-16.11%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-19.62%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

Current Drawdown

Current decline from peak

-7.12%

-11.37%

+4.25%

Average Drawdown

Average peak-to-trough decline

-2.73%

-8.82%

+6.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

5.12%

-0.75%

Volatility

GEME vs. KEMX - Volatility Comparison

The current volatility for Pacific North of South Global Emerging Markets Equity Active ETF (GEME) is 7.57%, while KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) has a volatility of 9.60%. This indicates that GEME experiences smaller price fluctuations and is considered to be less risky than KEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GEMEKEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

9.60%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

21.31%

24.90%

-3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

24.16%

26.99%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.06%

19.41%

+4.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.06%

21.51%

+2.55%

GEME vs. KEMX - Expense Ratio Comparison

GEME has a 0.75% expense ratio, which is higher than KEMX's 0.25% expense ratio.


Dividends

GEME vs. KEMX - Dividend Comparison

GEME's dividend yield for the trailing twelve months is around 5.38%, more than KEMX's 2.52% yield.


PositionTTM2025202420232022202120202019
GEME
Pacific North of South Global Emerging Markets Equity Active ETF
5.38%7.01%0.00%0.00%0.00%0.00%0.00%0.00%
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
2.52%3.28%3.39%2.00%4.10%4.79%1.69%2.77%

Frequently Asked Questions


GEME and KEMX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KEMX has higher volatility (9.60%) compared to GEME (7.57%). In terms of maximum drawdown, GEME dropped -16.86% vs KEMX's -38.80%.

On 1-year performance, GEME leads with 61.53% vs 56.00% for KEMX. On fees, KEMX is cheaper at 0.25% per year. On volatility, GEME has been the lower-risk option at 7.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GEME has performed better with a 61.53% return vs 56.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KEMX is cheaper with a 0.25% expense ratio, compared with 0.75% for GEME.

GEME has the higher dividend yield at 5.38%, compared with 2.52% for KEMX.

They also come from different issuers: Pacific AM and CICC. Their fees differ too: 0.75% for GEME and 0.25% for KEMX.

GEME currently has the higher Sharpe Ratio (2.56 vs 2.09), 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.

Portfolio Optimizer

Find the right allocation for GEME and KEMX

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