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HIEMX vs. EFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HIEMX vs. EFEIX - Performance Comparison

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

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HIEMX vs. EFEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIEMX
Virtus Vontobel Emerging Markets Opportunities Fund
-10.74%21.39%-8.26%0.39%-23.26%-6.34%15.71%18.35%-14.37%34.47%
EFEIX
Ashmore Emerging Markets Frontier Equity Fund
-2.96%20.69%24.12%10.60%-15.91%24.18%-4.12%14.07%-18.04%19.28%

Returns By Period

In the year-to-date period, HIEMX achieves a -10.74% return, which is significantly lower than EFEIX's -2.96% return. Over the past 10 years, HIEMX has underperformed EFEIX with an annualized return of 1.13%, while EFEIX has yielded a comparatively higher 6.92% annualized return.


HIEMX

1D
2.58%
1M
-10.95%
YTD
-10.74%
6M
-10.01%
1Y
4.67%
3Y*
-0.50%
5Y*
-7.23%
10Y*
1.13%

EFEIX

1D
1.94%
1M
-7.22%
YTD
-2.96%
6M
0.21%
1Y
14.37%
3Y*
16.74%
5Y*
9.79%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HIEMX vs. EFEIX - Expense Ratio Comparison

HIEMX has a 1.24% expense ratio, which is lower than EFEIX's 1.52% expense ratio.


Return for Risk

HIEMX vs. EFEIX — Risk / Return Rank

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

HIEMX
HIEMX Risk / Return Rank: 99
Overall Rank
HIEMX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HIEMX Sortino Ratio Rank: 1010
Sortino Ratio Rank
HIEMX Omega Ratio Rank: 99
Omega Ratio Rank
HIEMX Calmar Ratio Rank: 99
Calmar Ratio Rank
HIEMX Martin Ratio Rank: 1010
Martin Ratio Rank

EFEIX
EFEIX Risk / Return Rank: 5050
Overall Rank
EFEIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EFEIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
EFEIX Omega Ratio Rank: 5454
Omega Ratio Rank
EFEIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
EFEIX Martin Ratio Rank: 3636
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.

HIEMX vs. EFEIX - Risk-Adjusted Trends Comparison

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


HIEMXEFEIXDifference

Sharpe ratio

Return per unit of total volatility

0.32

1.20

-0.88

Sortino ratio

Return per unit of downside risk

0.55

1.62

-1.06

Omega ratio

Gain probability vs. loss probability

1.07

1.23

-0.16

Calmar ratio

Return relative to maximum drawdown

0.25

1.24

-0.99

Martin ratio

Return relative to average drawdown

1.01

4.25

-3.24

HIEMX vs. EFEIX - Sharpe Ratio Comparison

The current HIEMX Sharpe Ratio is 0.32, which is lower than the EFEIX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of HIEMX and EFEIX, 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


HIEMXEFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.20

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

1.01

-1.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.63

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.37

-0.12

Correlation

The correlation between HIEMX and EFEIX is 0.49, 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

HIEMX vs. EFEIX - Dividend Comparison

HIEMX's dividend yield for the trailing twelve months is around 2.11%, less than EFEIX's 11.73% yield.


TTM20252024202320222021202020192018201720162015
HIEMX
Virtus Vontobel Emerging Markets Opportunities Fund
2.11%1.89%0.00%0.00%0.00%23.24%0.63%2.05%3.83%0.70%0.44%0.94%
EFEIX
Ashmore Emerging Markets Frontier Equity Fund
11.73%11.69%2.15%2.26%0.17%1.61%0.96%1.63%1.44%0.88%0.38%0.00%

Drawdowns

HIEMX vs. EFEIX - Drawdown Comparison

The maximum HIEMX drawdown since its inception was -58.48%, which is greater than EFEIX's maximum drawdown of -40.50%. Use the drawdown chart below to compare losses from any high point for HIEMX and EFEIX.


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Drawdown Indicators


HIEMXEFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.48%

-40.50%

-17.98%

Max Drawdown (1Y)

Largest decline over 1 year

-17.19%

-11.62%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-41.42%

-20.83%

-20.59%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

-40.50%

-3.72%

Current Drawdown

Current decline from peak

-35.86%

-9.90%

-25.96%

Average Drawdown

Average peak-to-trough decline

-17.52%

-12.38%

-5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.38%

+0.82%

Volatility

HIEMX vs. EFEIX - Volatility Comparison

Virtus Vontobel Emerging Markets Opportunities Fund (HIEMX) has a higher volatility of 7.17% compared to Ashmore Emerging Markets Frontier Equity Fund (EFEIX) at 6.55%. This indicates that HIEMX's price experiences larger fluctuations and is considered to be riskier than EFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HIEMXEFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

6.55%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.20%

8.95%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

12.38%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.34%

9.72%

+5.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

10.94%

+5.15%