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PEMYX vs. GQGPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

PEMYX vs. GQGPX

Last updated May 22, 2025

Compare and contrast key facts about Putnam Emerging Markets Equity Fund (PEMYX) and GQG Partners Emerging Markets Equity Fund (GQGPX).

PEMYX is managed by Putnam. It was launched on Sep 28, 2008. GQGPX is managed by GQG Partners Inc. It was launched on Dec 27, 2016.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEMYX or GQGPX.

Correlation

The correlation between PEMYX and GQGPX is 0.60, 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.

Performance

PEMYX vs. GQGPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Emerging Markets Equity Fund (PEMYX) and GQG Partners Emerging Markets Equity Fund (GQGPX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PEMYX:

0.79

GQGPX:

-0.27

Sortino Ratio

PEMYX:

1.11

GQGPX:

-0.24

Omega Ratio

PEMYX:

1.14

GQGPX:

0.96

Calmar Ratio

PEMYX:

0.42

GQGPX:

-0.24

Martin Ratio

PEMYX:

3.04

GQGPX:

-0.48

Ulcer Index

PEMYX:

4.14%

GQGPX:

9.46%

Daily Std Dev

PEMYX:

17.05%

GQGPX:

17.32%

Max Drawdown

PEMYX:

-47.97%

GQGPX:

-34.66%

Current Drawdown

PEMYX:

-16.77%

GQGPX:

-9.56%

Returns By Period

In the year-to-date period, PEMYX achieves a 10.53% return, which is significantly higher than GQGPX's 2.55% return.

PEMYX

YTD

10.53%

1M

10.45%

6M

10.86%

1Y

13.37%

3Y*

10.53%

5Y*

7.10%

10Y*

4.78%

GQGPX

YTD

2.55%

1M

5.24%

6M

7.14%

1Y

-4.62%

3Y*

8.28%

5Y*

9.72%

10Y*

N/A

*Annualized

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Putnam Emerging Markets Equity Fund

GQG Partners Emerging Markets Equity Fund

PEMYX vs. GQGPX - Expense Ratio Comparison

PEMYX has a 1.08% expense ratio, which is lower than GQGPX's 1.22% expense ratio.

GQGPX
GQG Partners Emerging Markets Equity Fund
PEMYX
Putnam Emerging Markets Equity Fund

Risk-Adjusted Performance

PEMYX vs. GQGPX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PEMYX
The Risk-Adjusted Performance Rank of PEMYX is 7070
Overall Rank
The Sharpe Ratio Rank of PEMYX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of PEMYX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of PEMYX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PEMYX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PEMYX is 7676
Martin Ratio Rank
GQGPX
The Risk-Adjusted Performance Rank of GQGPX is 77
Overall Rank
The Sharpe Ratio Rank of GQGPX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of GQGPX is 77
Sortino Ratio Rank
The Omega Ratio Rank of GQGPX is 77
Omega Ratio Rank
The Calmar Ratio Rank of GQGPX is 55
Calmar Ratio Rank
The Martin Ratio Rank of GQGPX is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PEMYX vs. GQGPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Emerging Markets Equity Fund (PEMYX) and GQG Partners Emerging Markets Equity Fund (GQGPX). 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.

The current PEMYX Sharpe Ratio is 0.79, which is higher than the GQGPX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of PEMYX and GQGPX, 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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Dividends

PEMYX vs. GQGPX - Dividend Comparison

PEMYX's dividend yield for the trailing twelve months is around 1.68%, more than GQGPX's 1.46% yield.

TTM20242023202220212020201920182017201620152014
PEMYX
Putnam Emerging Markets Equity Fund		1.68%1.85%0.99%0.00%0.00%0.25%1.40%0.18%0.24%1.18%1.50%1.04%
GQGPX
GQG Partners Emerging Markets Equity Fund		1.46%1.50%2.54%5.52%3.78%0.15%2.39%0.59%0.17%0.00%0.00%0.00%

Drawdowns

PEMYX vs. GQGPX - Drawdown Comparison

The maximum PEMYX drawdown since its inception was -47.97%, which is greater than GQGPX's maximum drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for PEMYX and GQGPX. For additional features, visit the drawdowns tool.

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Volatility

PEMYX vs. GQGPX - Volatility Comparison

Putnam Emerging Markets Equity Fund (PEMYX) has a higher volatility of 3.29% compared to GQG Partners Emerging Markets Equity Fund (GQGPX) at 2.80%. This indicates that PEMYX's price experiences larger fluctuations and is considered to be riskier than GQGPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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