PortfoliosLab logoPortfoliosLab logo
MXF vs. SLANX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXF vs. SLANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Mexico Fund (MXF) and DWS Latin America Equity Fund Class A (SLANX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXF vs. SLANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXF
The Mexico Fund
5.65%61.94%-27.14%35.83%-1.66%18.01%3.29%11.37%-12.26%15.71%
SLANX
DWS Latin America Equity Fund Class A
7.80%54.13%-28.52%33.24%8.08%-9.06%0.70%35.56%-2.82%32.20%

Returns By Period

In the year-to-date period, MXF achieves a 5.65% return, which is significantly lower than SLANX's 7.80% return. Over the past 10 years, MXF has underperformed SLANX with an annualized return of 6.49%, while SLANX has yielded a comparatively higher 11.44% annualized return.


MXF

1D
2.95%
1M
-8.24%
YTD
5.65%
6M
9.47%
1Y
56.11%
3Y*
13.16%
5Y*
13.34%
10Y*
6.49%

SLANX

1D
0.29%
1M
-8.48%
YTD
7.80%
6M
15.38%
1Y
45.04%
3Y*
15.30%
5Y*
10.40%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MXF vs. SLANX - Expense Ratio Comparison

MXF has a 0.02% expense ratio, which is lower than SLANX's 1.51% expense ratio.


Return for Risk

MXF vs. SLANX — Risk / Return Rank

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

MXF
MXF Risk / Return Rank: 9595
Overall Rank
MXF Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
MXF Sortino Ratio Rank: 9595
Sortino Ratio Rank
MXF Omega Ratio Rank: 9292
Omega Ratio Rank
MXF Calmar Ratio Rank: 9797
Calmar Ratio Rank
MXF Martin Ratio Rank: 9696
Martin Ratio Rank

SLANX
SLANX Risk / Return Rank: 9090
Overall Rank
SLANX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLANX Sortino Ratio Rank: 8585
Sortino Ratio Rank
SLANX Omega Ratio Rank: 8686
Omega Ratio Rank
SLANX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SLANX Martin Ratio Rank: 9393
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.

MXF vs. SLANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Mexico Fund (MXF) and DWS Latin America Equity Fund Class A (SLANX). 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.


MXFSLANXDifference

Sharpe ratio

Return per unit of total volatility

2.49

1.84

+0.66

Sortino ratio

Return per unit of downside risk

3.10

2.27

+0.83

Omega ratio

Gain probability vs. loss probability

1.43

1.36

+0.08

Calmar ratio

Return relative to maximum drawdown

3.88

3.31

+0.57

Martin ratio

Return relative to average drawdown

15.13

11.32

+3.81

MXF vs. SLANX - Sharpe Ratio Comparison

The current MXF Sharpe Ratio is 2.49, which is higher than the SLANX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of MXF and SLANX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MXFSLANXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

1.84

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.45

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.43

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.32

0.00

Correlation

The correlation between MXF and SLANX is 0.65, 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

MXF vs. SLANX - Dividend Comparison

MXF's dividend yield for the trailing twelve months is around 5.11%, more than SLANX's 3.85% yield.


TTM20252024202320222021202020192018201720162015
MXF
The Mexico Fund
5.11%4.67%6.67%4.19%4.88%2.29%3.15%7.28%5.13%3.37%5.03%10.90%
SLANX
DWS Latin America Equity Fund Class A
3.85%4.15%5.13%3.14%7.15%14.19%0.00%0.00%0.00%4.21%1.57%0.00%

Drawdowns

MXF vs. SLANX - Drawdown Comparison

The maximum MXF drawdown since its inception was -80.25%, which is greater than SLANX's maximum drawdown of -70.73%. Use the drawdown chart below to compare losses from any high point for MXF and SLANX.


Loading graphics...

Drawdown Indicators


MXFSLANXDifference

Max Drawdown

Largest peak-to-trough decline

-80.25%

-70.73%

-9.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-12.85%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-30.73%

-29.92%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-56.02%

-50.91%

-5.11%

Current Drawdown

Current decline from peak

-8.24%

-9.63%

+1.39%

Average Drawdown

Average peak-to-trough decline

-31.68%

-23.43%

-8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.75%

-0.16%

Volatility

MXF vs. SLANX - Volatility Comparison

The Mexico Fund (MXF) and DWS Latin America Equity Fund Class A (SLANX) have volatilities of 10.75% and 10.49%, 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.


Loading graphics...

Volatility by Period


MXFSLANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.75%

10.49%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

16.93%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

22.68%

24.11%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.65%

23.14%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.25%

27.01%

-3.76%