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MEMQX vs. GLLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEMQX vs. GLLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mercer Emerging Markets Equity Fund (MEMQX) and abrdn Emerging Markets ex-China Fund (GLLSX). The values are adjusted to include any dividend payments, if applicable.

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MEMQX vs. GLLSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MEMQX
Mercer Emerging Markets Equity Fund
1.98%31.07%2.00%7.16%-24.30%0.23%13.55%7.56%
GLLSX
abrdn Emerging Markets ex-China Fund
5.47%34.81%0.73%21.35%-23.04%36.50%15.93%11.90%

Returns By Period

In the year-to-date period, MEMQX achieves a 1.98% return, which is significantly lower than GLLSX's 5.47% return.


MEMQX

1D
-0.31%
1M
-11.73%
YTD
1.98%
6M
6.85%
1Y
28.55%
3Y*
11.49%
5Y*
1.20%
10Y*

GLLSX

1D
-1.45%
1M
-13.34%
YTD
5.47%
6M
15.81%
1Y
48.29%
3Y*
17.69%
5Y*
12.22%
10Y*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEMQX vs. GLLSX - Expense Ratio Comparison

MEMQX has a 0.49% expense ratio, which is lower than GLLSX's 1.23% expense ratio.


Return for Risk

MEMQX vs. GLLSX — Risk / Return Rank

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

MEMQX
MEMQX Risk / Return Rank: 8383
Overall Rank
MEMQX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MEMQX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MEMQX Omega Ratio Rank: 8282
Omega Ratio Rank
MEMQX Calmar Ratio Rank: 8383
Calmar Ratio Rank
MEMQX Martin Ratio Rank: 8282
Martin Ratio Rank

GLLSX
GLLSX Risk / Return Rank: 9595
Overall Rank
GLLSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
GLLSX Sortino Ratio Rank: 9494
Sortino Ratio Rank
GLLSX Omega Ratio Rank: 9393
Omega Ratio Rank
GLLSX Calmar Ratio Rank: 9494
Calmar Ratio Rank
GLLSX Martin Ratio Rank: 9595
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.

MEMQX vs. GLLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercer Emerging Markets Equity Fund (MEMQX) and abrdn Emerging Markets ex-China Fund (GLLSX). 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.


MEMQXGLLSXDifference

Sharpe ratio

Return per unit of total volatility

1.62

2.46

-0.84

Sortino ratio

Return per unit of downside risk

2.16

3.02

-0.86

Omega ratio

Gain probability vs. loss probability

1.32

1.46

-0.14

Calmar ratio

Return relative to maximum drawdown

2.07

3.15

-1.07

Martin ratio

Return relative to average drawdown

8.28

13.47

-5.19

MEMQX vs. GLLSX - Sharpe Ratio Comparison

The current MEMQX Sharpe Ratio is 1.62, which is lower than the GLLSX Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of MEMQX and GLLSX, 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


MEMQXGLLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

2.46

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.71

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.55

-0.31

Correlation

The correlation between MEMQX and GLLSX is 0.72, 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. GLLSX - Dividend Comparison

MEMQX's dividend yield for the trailing twelve months is around 2.82%, more than GLLSX's 1.78% yield.


TTM20252024202320222021202020192018201720162015
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%
GLLSX
abrdn Emerging Markets ex-China Fund
1.78%1.88%0.74%0.77%29.32%22.85%0.00%3.38%9.47%8.40%1.09%0.94%

Drawdowns

MEMQX vs. GLLSX - Drawdown Comparison

The maximum MEMQX drawdown since its inception was -40.09%, which is greater than GLLSX's maximum drawdown of -32.59%. Use the drawdown chart below to compare losses from any high point for MEMQX and GLLSX.


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Drawdown Indicators


MEMQXGLLSXDifference

Max Drawdown

Largest peak-to-trough decline

-40.09%

-32.59%

-7.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-14.39%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-39.37%

-30.02%

-9.35%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

Current Drawdown

Current decline from peak

-12.37%

-14.39%

+2.02%

Average Drawdown

Average peak-to-trough decline

-17.51%

-7.99%

-9.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.36%

+0.11%

Volatility

MEMQX vs. GLLSX - Volatility Comparison

The current volatility for Mercer Emerging Markets Equity Fund (MEMQX) is 7.16%, while abrdn Emerging Markets ex-China Fund (GLLSX) has a volatility of 10.78%. This indicates that MEMQX experiences smaller price fluctuations and is considered to be less risky than GLLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEMQXGLLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

10.78%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

15.60%

-4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

19.51%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.78%

17.21%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.53%

17.34%

+2.19%