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PCEMX vs. EFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCEMX vs. EFEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PACE International Emerging Markets Equity Investments (PCEMX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX). The values are adjusted to include any dividend payments, if applicable.

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PCEMX vs. EFEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCEMX
PACE International Emerging Markets Equity Investments
0.24%36.75%4.15%10.33%-18.97%-1.79%20.13%19.01%-16.42%34.14%
EFEIX
Ashmore Emerging Markets Frontier Equity Fund
-4.81%20.69%24.12%10.60%-15.91%24.18%-4.12%14.07%-18.04%19.28%

Returns By Period

In the year-to-date period, PCEMX achieves a 0.24% return, which is significantly higher than EFEIX's -4.81% return. Over the past 10 years, PCEMX has outperformed EFEIX with an annualized return of 7.49%, while EFEIX has yielded a comparatively lower 6.72% annualized return.


PCEMX

1D
-0.99%
1M
-14.42%
YTD
0.24%
6M
4.50%
1Y
32.08%
3Y*
14.19%
5Y*
3.97%
10Y*
7.49%

EFEIX

1D
-0.39%
1M
-10.76%
YTD
-4.81%
6M
-1.64%
1Y
12.63%
3Y*
15.99%
5Y*
9.66%
10Y*
6.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCEMX vs. EFEIX - Expense Ratio Comparison

PCEMX has a 1.20% expense ratio, which is lower than EFEIX's 1.52% expense ratio.


Return for Risk

PCEMX vs. EFEIX — Risk / Return Rank

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

PCEMX
PCEMX Risk / Return Rank: 8787
Overall Rank
PCEMX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
PCEMX Sortino Ratio Rank: 8686
Sortino Ratio Rank
PCEMX Omega Ratio Rank: 8585
Omega Ratio Rank
PCEMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PCEMX Martin Ratio Rank: 8585
Martin Ratio Rank

EFEIX
EFEIX Risk / Return Rank: 4444
Overall Rank
EFEIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EFEIX Sortino Ratio Rank: 4646
Sortino Ratio Rank
EFEIX Omega Ratio Rank: 4646
Omega Ratio Rank
EFEIX Calmar Ratio Rank: 3939
Calmar Ratio Rank
EFEIX Martin Ratio Rank: 3333
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.

PCEMX vs. EFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PACE International Emerging Markets Equity Investments (PCEMX) and Ashmore Emerging Markets Frontier Equity Fund (EFEIX). 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.


PCEMXEFEIXDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.00

+0.82

Sortino ratio

Return per unit of downside risk

2.31

1.36

+0.95

Omega ratio

Gain probability vs. loss probability

1.36

1.19

+0.16

Calmar ratio

Return relative to maximum drawdown

2.34

1.03

+1.31

Martin ratio

Return relative to average drawdown

8.95

3.59

+5.36

PCEMX vs. EFEIX - Sharpe Ratio Comparison

The current PCEMX Sharpe Ratio is 1.82, which is higher than the EFEIX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of PCEMX and EFEIX, 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


PCEMXEFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.00

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.00

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.62

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.36

-0.12

Correlation

The correlation between PCEMX and EFEIX is 0.53, 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

PCEMX vs. EFEIX - Dividend Comparison

PCEMX's dividend yield for the trailing twelve months is around 4.89%, less than EFEIX's 11.96% yield.


TTM20252024202320222021202020192018201720162015
PCEMX
PACE International Emerging Markets Equity Investments
4.89%4.91%1.22%1.44%2.52%11.70%1.10%1.04%1.84%1.16%1.09%1.09%
EFEIX
Ashmore Emerging Markets Frontier Equity Fund
11.96%11.69%2.15%2.26%0.17%1.61%0.96%1.63%1.44%0.88%0.38%0.00%

Drawdowns

PCEMX vs. EFEIX - Drawdown Comparison

The maximum PCEMX drawdown since its inception was -65.32%, which is greater than EFEIX's maximum drawdown of -40.50%. Use the drawdown chart below to compare losses from any high point for PCEMX and EFEIX.


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Drawdown Indicators


PCEMXEFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.32%

-40.50%

-24.82%

Max Drawdown (1Y)

Largest decline over 1 year

-14.42%

-11.62%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-36.66%

-20.83%

-15.83%

Max Drawdown (10Y)

Largest decline over 10 years

-39.17%

-40.50%

+1.33%

Current Drawdown

Current decline from peak

-14.42%

-11.62%

-2.80%

Average Drawdown

Average peak-to-trough decline

-20.98%

-12.38%

-8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

3.32%

+0.50%

Volatility

PCEMX vs. EFEIX - Volatility Comparison

PACE International Emerging Markets Equity Investments (PCEMX) has a higher volatility of 8.92% compared to Ashmore Emerging Markets Frontier Equity Fund (EFEIX) at 6.28%. This indicates that PCEMX's price experiences larger fluctuations and is considered to be riskier than EFEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCEMXEFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

6.28%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

8.74%

+4.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.15%

12.26%

+5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

9.69%

+7.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

10.93%

+6.36%