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LCSMX vs. PEPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCSMX vs. PEPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Martin Currie SMA-Shares Series EM Fund (LCSMX) and PIMCO RAE Emerging Markets Fund (PEPFX). The values are adjusted to include any dividend payments, if applicable.

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LCSMX vs. PEPFX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCSMX
Martin Currie SMA-Shares Series EM Fund
9.17%51.52%-13.60%16.26%-27.25%4.73%35.72%6.81%1.42%
PEPFX
PIMCO RAE Emerging Markets Fund
6.55%20.60%2.45%22.46%-10.50%15.79%9.76%13.56%-16.89%

Returns By Period

In the year-to-date period, LCSMX achieves a 9.17% return, which is significantly higher than PEPFX's 6.55% return.


LCSMX

1D
-1.38%
1M
-14.64%
YTD
9.17%
6M
25.14%
1Y
60.99%
3Y*
16.35%
5Y*
4.66%
10Y*

PEPFX

1D
0.08%
1M
-8.61%
YTD
6.55%
6M
8.38%
1Y
24.77%
3Y*
15.73%
5Y*
8.50%
10Y*
10.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCSMX vs. PEPFX - Expense Ratio Comparison

LCSMX has a 0.00% expense ratio, which is lower than PEPFX's 0.85% expense ratio.


Return for Risk

LCSMX vs. PEPFX — Risk / Return Rank

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

LCSMX
LCSMX Risk / Return Rank: 9696
Overall Rank
LCSMX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LCSMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
LCSMX Omega Ratio Rank: 9595
Omega Ratio Rank
LCSMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
LCSMX Martin Ratio Rank: 9797
Martin Ratio Rank

PEPFX
PEPFX Risk / Return Rank: 7979
Overall Rank
PEPFX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PEPFX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PEPFX Omega Ratio Rank: 8080
Omega Ratio Rank
PEPFX Calmar Ratio Rank: 7676
Calmar Ratio Rank
PEPFX Martin Ratio Rank: 7575
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.

LCSMX vs. PEPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Martin Currie SMA-Shares Series EM Fund (LCSMX) and PIMCO RAE Emerging Markets Fund (PEPFX). 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.


LCSMXPEPFXDifference

Sharpe ratio

Return per unit of total volatility

2.76

1.58

+1.18

Sortino ratio

Return per unit of downside risk

3.31

2.00

+1.32

Omega ratio

Gain probability vs. loss probability

1.51

1.31

+0.20

Calmar ratio

Return relative to maximum drawdown

3.68

1.77

+1.91

Martin ratio

Return relative to average drawdown

15.56

7.22

+8.34

LCSMX vs. PEPFX - Sharpe Ratio Comparison

The current LCSMX Sharpe Ratio is 2.76, which is higher than the PEPFX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of LCSMX and PEPFX, 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


LCSMXPEPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.76

1.58

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.57

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.47

-0.07

Correlation

The correlation between LCSMX and PEPFX is 0.68, 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

LCSMX vs. PEPFX - Dividend Comparison

LCSMX's dividend yield for the trailing twelve months is around 0.91%, less than PEPFX's 2.73% yield.


TTM20252024202320222021202020192018201720162015
LCSMX
Martin Currie SMA-Shares Series EM Fund
0.91%1.00%1.29%1.22%1.11%3.03%0.48%0.88%1.40%0.00%0.00%0.00%
PEPFX
PIMCO RAE Emerging Markets Fund
2.73%2.91%1.99%4.05%11.30%9.12%9.73%2.21%11.05%8.06%2.74%2.46%

Drawdowns

LCSMX vs. PEPFX - Drawdown Comparison

The maximum LCSMX drawdown since its inception was -39.72%, smaller than the maximum PEPFX drawdown of -46.88%. Use the drawdown chart below to compare losses from any high point for LCSMX and PEPFX.


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Drawdown Indicators


LCSMXPEPFXDifference

Max Drawdown

Largest peak-to-trough decline

-39.72%

-46.88%

+7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.39%

-12.12%

-3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-28.31%

-11.41%

Max Drawdown (10Y)

Largest decline over 10 years

-46.88%

Current Drawdown

Current decline from peak

-15.39%

-9.41%

-5.98%

Average Drawdown

Average peak-to-trough decline

-13.97%

-11.24%

-2.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.20%

+0.44%

Volatility

LCSMX vs. PEPFX - Volatility Comparison

Martin Currie SMA-Shares Series EM Fund (LCSMX) has a higher volatility of 11.71% compared to PIMCO RAE Emerging Markets Fund (PEPFX) at 5.62%. This indicates that LCSMX's price experiences larger fluctuations and is considered to be riskier than PEPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCSMXPEPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.71%

5.62%

+6.09%

Volatility (6M)

Calculated over the trailing 6-month period

17.87%

11.24%

+6.63%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

15.57%

+6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

14.90%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

17.39%

+1.95%