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GQGIX vs. DEMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQGIX vs. DEMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) and Nomura Emerging Markets Fund Class A (DEMAX). The values are adjusted to include any dividend payments, if applicable.

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GQGIX vs. DEMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GQGIX
GQG Partners Emerging Markets Equity Fund Institutional Shares
0.45%9.92%6.19%28.81%-20.85%-2.37%33.98%21.08%-14.70%30.20%
DEMAX
Nomura Emerging Markets Fund Class A
13.26%86.33%6.25%17.34%-28.85%-2.32%25.54%24.05%-17.32%39.31%

Returns By Period

In the year-to-date period, GQGIX achieves a 0.45% return, which is significantly lower than DEMAX's 13.26% return.


GQGIX

1D
-0.61%
1M
-7.74%
YTD
0.45%
6M
4.06%
1Y
10.75%
3Y*
13.55%
5Y*
3.40%
10Y*

DEMAX

1D
0.97%
1M
-18.27%
YTD
13.26%
6M
43.25%
1Y
104.18%
3Y*
34.89%
5Y*
12.22%
10Y*
14.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQGIX vs. DEMAX - Expense Ratio Comparison

GQGIX has a 0.98% expense ratio, which is lower than DEMAX's 1.42% expense ratio.


Return for Risk

GQGIX vs. DEMAX — Risk / Return Rank

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

GQGIX
GQGIX Risk / Return Rank: 3838
Overall Rank
GQGIX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
GQGIX Sortino Ratio Rank: 4040
Sortino Ratio Rank
GQGIX Omega Ratio Rank: 3333
Omega Ratio Rank
GQGIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
GQGIX Martin Ratio Rank: 3434
Martin Ratio Rank

DEMAX
DEMAX Risk / Return Rank: 9797
Overall Rank
DEMAX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DEMAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DEMAX Omega Ratio Rank: 9595
Omega Ratio Rank
DEMAX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DEMAX Martin Ratio Rank: 9898
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.

GQGIX vs. DEMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) and Nomura Emerging Markets Fund Class A (DEMAX). 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.


GQGIXDEMAXDifference

Sharpe ratio

Return per unit of total volatility

0.85

3.10

-2.24

Sortino ratio

Return per unit of downside risk

1.23

3.27

-2.05

Omega ratio

Gain probability vs. loss probability

1.16

1.50

-0.34

Calmar ratio

Return relative to maximum drawdown

1.03

4.78

-3.76

Martin ratio

Return relative to average drawdown

3.60

18.45

-14.86

GQGIX vs. DEMAX - Sharpe Ratio Comparison

The current GQGIX Sharpe Ratio is 0.85, which is lower than the DEMAX Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of GQGIX and DEMAX, 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


GQGIXDEMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

3.10

-2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.53

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.43

+0.09

Correlation

The correlation between GQGIX and DEMAX is 0.77, 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

GQGIX vs. DEMAX - Dividend Comparison

GQGIX's dividend yield for the trailing twelve months is around 2.12%, less than DEMAX's 16.80% yield.


TTM20252024202320222021202020192018201720162015
GQGIX
GQG Partners Emerging Markets Equity Fund Institutional Shares
2.12%2.13%1.70%2.71%5.67%3.91%0.24%1.16%0.81%0.25%0.00%0.00%
DEMAX
Nomura Emerging Markets Fund Class A
16.80%19.03%1.74%2.76%1.60%3.16%0.56%0.57%0.34%1.59%0.70%0.03%

Drawdowns

GQGIX vs. DEMAX - Drawdown Comparison

The maximum GQGIX drawdown since its inception was -33.50%, smaller than the maximum DEMAX drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for GQGIX and DEMAX.


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Drawdown Indicators


GQGIXDEMAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-63.23%

+29.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-20.32%

+11.21%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

-44.15%

+14.26%

Max Drawdown (10Y)

Largest decline over 10 years

-46.51%

Current Drawdown

Current decline from peak

-8.96%

-19.55%

+10.59%

Average Drawdown

Average peak-to-trough decline

-11.54%

-18.84%

+7.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

5.27%

-2.67%

Volatility

GQGIX vs. DEMAX - Volatility Comparison

The current volatility for GQG Partners Emerging Markets Equity Fund Institutional Shares (GQGIX) is 5.75%, while Nomura Emerging Markets Fund Class A (DEMAX) has a volatility of 19.13%. This indicates that GQGIX experiences smaller price fluctuations and is considered to be less risky than DEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GQGIXDEMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

19.13%

-13.38%

Volatility (6M)

Calculated over the trailing 6-month period

8.87%

28.50%

-19.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.51%

33.35%

-20.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.72%

23.12%

-8.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

21.94%

-5.95%