MEMQX vs. BEMIX
Compare and contrast key facts about Mercer Emerging Markets Equity Fund (MEMQX) and Brandes Emerging Markets Fund (BEMIX).
MEMQX is managed by Mercer Funds. It was launched on Apr 30, 2012. BEMIX is managed by Brandes. It was launched on Jan 30, 2011.
Performance
MEMQX vs. BEMIX - Performance Comparison
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MEMQX vs. BEMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MEMQX Mercer Emerging Markets Equity Fund | 1.98% | 31.07% | 2.00% | 7.16% | -24.30% | 0.23% | 13.55% | 7.56% |
BEMIX Brandes Emerging Markets Fund | 2.96% | 47.83% | 4.01% | 22.53% | -15.91% | 1.68% | -6.17% | 8.77% |
Returns By Period
In the year-to-date period, MEMQX achieves a 1.98% return, which is significantly lower than BEMIX's 2.96% return.
MEMQX
- 1D
- -0.31%
- 1M
- -11.73%
- YTD
- 1.98%
- 6M
- 6.85%
- 1Y
- 28.55%
- 3Y*
- 11.49%
- 5Y*
- 1.20%
- 10Y*
- —
BEMIX
- 1D
- -0.79%
- 1M
- -11.64%
- YTD
- 2.96%
- 6M
- 11.40%
- 1Y
- 45.15%
- 3Y*
- 21.23%
- 5Y*
- 9.84%
- 10Y*
- 8.04%
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MEMQX vs. BEMIX - Expense Ratio Comparison
MEMQX has a 0.49% expense ratio, which is lower than BEMIX's 1.12% expense ratio.
Return for Risk
MEMQX vs. BEMIX — Risk / Return Rank
MEMQX
BEMIX
MEMQX vs. BEMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercer Emerging Markets Equity Fund (MEMQX) and Brandes Emerging Markets Fund (BEMIX). 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.
| MEMQX | BEMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 2.57 | -0.95 |
Sortino ratioReturn per unit of downside risk | 2.16 | 3.24 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.51 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 3.45 | -1.37 |
Martin ratioReturn relative to average drawdown | 8.28 | 14.31 | -6.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MEMQX | BEMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.57 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.61 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.24 | 0.00 |
Correlation
The correlation between MEMQX and BEMIX is 0.79, 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
MEMQX vs. BEMIX - Dividend Comparison
MEMQX's dividend yield for the trailing twelve months is around 2.82%, more than BEMIX's 2.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEMQX Mercer Emerging Markets Equity Fund | 2.82% | 2.88% | 1.64% | 2.35% | 2.57% | 13.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BEMIX Brandes Emerging Markets Fund | 2.09% | 2.15% | 3.04% | 2.45% | 2.86% | 2.31% | 1.31% | 2.56% | 1.55% | 1.41% | 2.20% | 1.54% |
Drawdowns
MEMQX vs. BEMIX - Drawdown Comparison
The maximum MEMQX drawdown since its inception was -40.09%, smaller than the maximum BEMIX drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for MEMQX and BEMIX.
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Drawdown Indicators
| MEMQX | BEMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.09% | -46.05% | +5.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -12.07% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -39.37% | -36.37% | -3.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.05% | — |
Current DrawdownCurrent decline from peak | -12.37% | -12.07% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -17.51% | -14.32% | -3.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.91% | +0.56% |
Volatility
MEMQX vs. BEMIX - Volatility Comparison
The current volatility for Mercer Emerging Markets Equity Fund (MEMQX) is 7.16%, while Brandes Emerging Markets Fund (BEMIX) has a volatility of 8.42%. This indicates that MEMQX experiences smaller price fluctuations and is considered to be less risky than BEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEMQX | BEMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 8.42% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 12.56% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 17.37% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.78% | 16.15% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.53% | 16.96% | +2.57% |