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MGHYX vs. SEMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGHYX vs. SEMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Global High Income Fund (MGHYX) and DWS Emerging Markets Equity Fund (SEMGX). The values are adjusted to include any dividend payments, if applicable.

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MGHYX vs. SEMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGHYX
DWS Global High Income Fund
-0.34%9.82%6.99%11.17%-11.67%3.22%6.83%16.36%-1.85%6.49%
SEMGX
DWS Emerging Markets Equity Fund
1.61%28.85%7.48%6.32%-21.66%-11.60%18.65%19.23%-12.25%37.71%

Returns By Period

In the year-to-date period, MGHYX achieves a -0.34% return, which is significantly lower than SEMGX's 1.61% return. Over the past 10 years, MGHYX has underperformed SEMGX with an annualized return of 5.07%, while SEMGX has yielded a comparatively higher 6.76% annualized return.


MGHYX

1D
0.49%
1M
-1.08%
YTD
-0.34%
6M
1.21%
1Y
8.81%
3Y*
7.79%
5Y*
3.45%
10Y*
5.07%

SEMGX

1D
3.10%
1M
-11.27%
YTD
1.61%
6M
6.29%
1Y
28.61%
3Y*
12.73%
5Y*
0.07%
10Y*
6.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGHYX vs. SEMGX - Expense Ratio Comparison

MGHYX has a 0.60% expense ratio, which is lower than SEMGX's 0.98% expense ratio.


Return for Risk

MGHYX vs. SEMGX — Risk / Return Rank

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

MGHYX
MGHYX Risk / Return Rank: 9393
Overall Rank
MGHYX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MGHYX Sortino Ratio Rank: 9191
Sortino Ratio Rank
MGHYX Omega Ratio Rank: 9696
Omega Ratio Rank
MGHYX Calmar Ratio Rank: 9292
Calmar Ratio Rank
MGHYX Martin Ratio Rank: 9393
Martin Ratio Rank

SEMGX
SEMGX Risk / Return Rank: 7171
Overall Rank
SEMGX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SEMGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SEMGX Omega Ratio Rank: 7272
Omega Ratio Rank
SEMGX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SEMGX Martin Ratio Rank: 6868
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.

MGHYX vs. SEMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Global High Income Fund (MGHYX) and DWS Emerging Markets Equity Fund (SEMGX). 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.


MGHYXSEMGXDifference

Sharpe ratio

Return per unit of total volatility

2.09

1.40

+0.70

Sortino ratio

Return per unit of downside risk

2.76

1.96

+0.80

Omega ratio

Gain probability vs. loss probability

1.58

1.28

+0.29

Calmar ratio

Return relative to maximum drawdown

2.88

1.62

+1.26

Martin ratio

Return relative to average drawdown

11.90

6.84

+5.06

MGHYX vs. SEMGX - Sharpe Ratio Comparison

The current MGHYX Sharpe Ratio is 2.09, which is higher than the SEMGX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of MGHYX and SEMGX, 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


MGHYXSEMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.40

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.00

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.38

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.23

-0.21

Correlation

The correlation between MGHYX and SEMGX is 0.40, 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

MGHYX vs. SEMGX - Dividend Comparison

MGHYX's dividend yield for the trailing twelve months is around 7.33%, more than SEMGX's 2.95% yield.


TTM20252024202320222021202020192018201720162015
MGHYX
DWS Global High Income Fund
7.33%7.17%5.58%4.35%5.81%4.20%5.81%5.63%6.96%3.76%0.00%0.00%
SEMGX
DWS Emerging Markets Equity Fund
2.95%3.00%0.15%2.16%2.16%1.71%1.23%1.94%0.71%0.62%0.54%0.23%

Drawdowns

MGHYX vs. SEMGX - Drawdown Comparison

The maximum MGHYX drawdown since its inception was -53.47%, smaller than the maximum SEMGX drawdown of -67.21%. Use the drawdown chart below to compare losses from any high point for MGHYX and SEMGX.


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Drawdown Indicators


MGHYXSEMGXDifference

Max Drawdown

Largest peak-to-trough decline

-53.47%

-67.21%

+13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-16.11%

+13.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.93%

-41.58%

+25.65%

Max Drawdown (10Y)

Largest decline over 10 years

-21.84%

-45.82%

+23.98%

Current Drawdown

Current decline from peak

-1.55%

-13.51%

+11.96%

Average Drawdown

Average peak-to-trough decline

-24.27%

-25.38%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

3.82%

-3.11%

Volatility

MGHYX vs. SEMGX - Volatility Comparison

The current volatility for DWS Global High Income Fund (MGHYX) is 1.45%, while DWS Emerging Markets Equity Fund (SEMGX) has a volatility of 9.54%. This indicates that MGHYX experiences smaller price fluctuations and is considered to be less risky than SEMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGHYXSEMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.45%

9.54%

-8.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

14.70%

-12.36%

Volatility (1Y)

Calculated over the trailing 1-year period

4.33%

21.15%

-16.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.06%

18.12%

-13.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.90%

18.03%

-12.13%