PEMYX vs. GQGPX
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.
Key characteristics
| PEMYX | GQGPX | |
|---|---|---|
| YTD Return | 15.69% | 9.08% |
| 1Y Return | 23.92% | 19.58% |
| 3Y Return (Ann) | -5.40% | 1.65% |
| 5Y Return (Ann) | 4.37% | 8.47% |
| Sharpe Ratio | 1.66 | 1.40 |
| Sortino Ratio | 2.27 | 1.89 |
| Omega Ratio | 1.28 | 1.27 |
| Calmar Ratio | 0.61 | 0.98 |
| Martin Ratio | 8.45 | 5.29 |
| Ulcer Index | 2.84% | 3.73% |
| Daily Std Dev | 14.50% | 14.14% |
| Max Drawdown | -47.97% | -34.66% |
| Current Drawdown | -25.03% | -9.24% |
Correlation
The correlation between PEMYX and GQGPX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
PEMYX vs. GQGPX - Performance Comparison
In the year-to-date period, PEMYX achieves a 15.69% return, which is significantly higher than GQGPX's 9.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PEMYX vs. GQGPX - Expense Ratio Comparison
PEMYX has a 1.08% expense ratio, which is lower than GQGPX's 1.22% expense ratio.
Risk-Adjusted Performance
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.
Dividends
PEMYX vs. GQGPX - Dividend Comparison
PEMYX's dividend yield for the trailing twelve months is around 0.86%, less than GQGPX's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEMYX Putnam Emerging Markets Equity Fund | 0.86% | 0.99% | 0.00% | 0.00% | 0.25% | 1.40% | 0.18% | 0.24% | 1.18% | 1.50% | 1.04% | 0.60% |
GQGPX GQG Partners Emerging Markets Equity Fund | 2.32% | 2.53% | 5.52% | 2.27% | 0.15% | 2.39% | 0.59% | 0.17% | 0.00% | 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.
Volatility
PEMYX vs. GQGPX - Volatility Comparison
Putnam Emerging Markets Equity Fund (PEMYX) has a higher volatility of 4.31% compared to GQG Partners Emerging Markets Equity Fund (GQGPX) at 2.70%. 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.