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MXE vs. PRLAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXE vs. PRLAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mexico Equity and Income Fund Inc (MXE) and T. Rowe Price Latin America Fund (PRLAX). The values are adjusted to include any dividend payments, if applicable.

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MXE vs. PRLAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXE
Mexico Equity and Income Fund Inc
4.20%57.14%-25.74%31.01%-1.57%-8.42%-16.03%16.39%-1.84%12.41%
PRLAX
T. Rowe Price Latin America Fund
7.33%45.79%-23.09%34.73%0.23%-14.98%-7.55%27.23%-8.27%28.54%

Returns By Period

In the year-to-date period, MXE achieves a 4.20% return, which is significantly lower than PRLAX's 7.33% return. Over the past 10 years, MXE has underperformed PRLAX with an annualized return of 2.42%, while PRLAX has yielded a comparatively higher 7.56% annualized return.


MXE

1D
2.35%
1M
-8.77%
YTD
4.20%
6M
10.77%
1Y
50.78%
3Y*
11.58%
5Y*
6.25%
10Y*
2.42%

PRLAX

1D
0.34%
1M
-8.09%
YTD
7.33%
6M
13.48%
1Y
41.25%
3Y*
15.48%
5Y*
8.17%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXE vs. PRLAX - Expense Ratio Comparison

MXE has a 0.02% expense ratio, which is lower than PRLAX's 1.46% expense ratio.


Return for Risk

MXE vs. PRLAX — Risk / Return Rank

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

MXE
MXE Risk / Return Rank: 9595
Overall Rank
MXE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MXE Sortino Ratio Rank: 9595
Sortino Ratio Rank
MXE Omega Ratio Rank: 9292
Omega Ratio Rank
MXE Calmar Ratio Rank: 9696
Calmar Ratio Rank
MXE Martin Ratio Rank: 9696
Martin Ratio Rank

PRLAX
PRLAX Risk / Return Rank: 8888
Overall Rank
PRLAX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PRLAX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PRLAX Omega Ratio Rank: 8282
Omega Ratio Rank
PRLAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRLAX Martin Ratio Rank: 8989
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.

MXE vs. PRLAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mexico Equity and Income Fund Inc (MXE) and T. Rowe Price Latin America Fund (PRLAX). 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.


MXEPRLAXDifference

Sharpe ratio

Return per unit of total volatility

2.42

1.77

+0.65

Sortino ratio

Return per unit of downside risk

3.09

2.30

+0.79

Omega ratio

Gain probability vs. loss probability

1.44

1.32

+0.12

Calmar ratio

Return relative to maximum drawdown

3.61

2.80

+0.81

Martin ratio

Return relative to average drawdown

14.72

9.99

+4.74

MXE vs. PRLAX - Sharpe Ratio Comparison

The current MXE Sharpe Ratio is 2.42, which is higher than the PRLAX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of MXE and PRLAX, 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


MXEPRLAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.77

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.36

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.29

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.23

-0.11

Correlation

The correlation between MXE and PRLAX is 0.57, 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

MXE vs. PRLAX - Dividend Comparison

MXE's dividend yield for the trailing twelve months is around 1.81%, less than PRLAX's 6.61% yield.


TTM20252024202320222021202020192018201720162015
MXE
Mexico Equity and Income Fund Inc
1.81%1.89%3.71%2.69%0.00%0.00%0.00%1.04%0.01%0.47%0.00%5.20%
PRLAX
T. Rowe Price Latin America Fund
6.61%7.09%7.84%2.44%3.10%9.92%1.09%10.55%2.41%1.30%1.45%6.65%

Drawdowns

MXE vs. PRLAX - Drawdown Comparison

The maximum MXE drawdown since its inception was -91.12%, which is greater than PRLAX's maximum drawdown of -70.03%. Use the drawdown chart below to compare losses from any high point for MXE and PRLAX.


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Drawdown Indicators


MXEPRLAXDifference

Max Drawdown

Largest peak-to-trough decline

-91.12%

-70.03%

-21.09%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-13.65%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-42.10%

-30.74%

-11.36%

Max Drawdown (10Y)

Largest decline over 10 years

-52.04%

-49.80%

-2.24%

Current Drawdown

Current decline from peak

-49.37%

-10.28%

-39.09%

Average Drawdown

Average peak-to-trough decline

-50.70%

-23.92%

-26.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

3.82%

-0.36%

Volatility

MXE vs. PRLAX - Volatility Comparison

Mexico Equity and Income Fund Inc (MXE) and T. Rowe Price Latin America Fund (PRLAX) have volatilities of 10.71% and 10.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXEPRLAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.71%

10.82%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

17.30%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.10%

22.68%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.00%

22.81%

-2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

25.72%

-2.81%