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PEMYX vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

PEMYX vs. BRK-B

Last updated Apr 2, 2026

Compare and contrast key facts about Putnam Emerging Markets Equity Fund (PEMYX) and Berkshire Hathaway Inc. (BRK-B).

PEMYX is managed by Putnam. It was launched on Sep 28, 2008.

Performance

PEMYX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Emerging Markets Equity Fund (PEMYX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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PEMYX vs. BRK-B - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PEMYX
Putnam Emerging Markets Equity Fund		4.56%33.48%16.22%12.16%-27.42%-3.85%37.11%22.70%-17.39%42.73%
BRK-B
Berkshire Hathaway Inc.		-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, PEMYX achieves a 4.56% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, PEMYX has underperformed BRK-B with an annualized return of 10.24%, while BRK-B has yielded a comparatively higher 12.78% annualized return.

PEMYX

1D
2.97%
1M
-8.45%
YTD
4.56%
6M
7.97%
1Y
34.55%
3Y*
19.64%
5Y*
4.46%
10Y*
10.24%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Putnam Emerging Markets Equity Fund

Berkshire Hathaway Inc.

Often compared with PEMYX:
PEMYX vs. GQGPXPEMYX vs. VEMAXPEMYX vs. BEMIXPEMYX vs. FERGXPEMYX vs. LCSMXPEMYX vs. COBYXPEMYX vs. AVEM
Often compared with BRK-B:
BRK-B vs. SPYBRK-B vs. VOOBRK-B vs. BRK-ABRK-B vs. QQQBRK-B vs. ^NDXBRK-B vs. VTIBRK-B vs. VGT

Return for Risk

PEMYX vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PEMYX
PEMYX Risk / Return Rank: 8989
Overall Rank
PEMYX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PEMYX Sortino Ratio Rank: 8989
Sortino Ratio Rank
PEMYX Omega Ratio Rank: 8787
Omega Ratio Rank
PEMYX Calmar Ratio Rank: 8989
Calmar Ratio Rank
PEMYX Martin Ratio Rank: 9090
Martin Ratio Rank
BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

PEMYX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Emerging Markets Equity Fund (PEMYX) and Berkshire Hathaway Inc. (BRK-B). 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.

PEMYXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

2.00

-0.56

+2.56

Sortino ratio

Return per unit of downside risk

2.61

-0.65

+3.26

Omega ratio

Gain probability vs. loss probability

1.38

0.91

+0.47

Calmar ratio

Return relative to maximum drawdown

2.59

-0.68

+3.27

Martin ratio

Return relative to average drawdown

10.56

-1.16

+11.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PEMYX vs. BRK-B - Sharpe Ratio Comparison

The current PEMYX Sharpe Ratio is 2.00, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of PEMYX and BRK-B, 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

PEMYXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

-0.56

+2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.77

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.66

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.48

-0.18

Correlation

The correlation between PEMYX and BRK-B is 0.46, 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

PEMYX vs. BRK-B - Dividend Comparison

PEMYX's dividend yield for the trailing twelve months is around 0.74%, while BRK-B has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
PEMYX
Putnam Emerging Markets Equity Fund		0.74%0.78%1.85%0.99%0.00%5.27%1.78%1.40%2.16%0.24%1.18%1.50%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PEMYX vs. BRK-B - Drawdown Comparison

The maximum PEMYX drawdown since its inception was -45.25%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for PEMYX and BRK-B.

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Drawdown Indicators

PEMYXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-45.25%

-53.86%

+8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-14.95%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-41.05%

-26.58%

-14.47%

Max Drawdown (10Y)

Largest decline over 10 years

-45.16%

-29.57%

-15.59%

Current Drawdown

Current decline from peak

-10.68%

-11.36%

+0.68%

Average Drawdown

Average peak-to-trough decline

-16.52%

-11.07%

-5.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

8.72%

-5.47%

Volatility

PEMYX vs. BRK-B - Volatility Comparison

Putnam Emerging Markets Equity Fund (PEMYX) has a higher volatility of 9.00% compared to Berkshire Hathaway Inc. (BRK-B) at 4.33%. This indicates that PEMYX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PEMYXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

4.33%

+4.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

11.14%

+2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

18.30%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

17.20%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

19.45%

-1.80%