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

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.


-0.50.00.51.0
Correlation: 0.8

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.

60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
60.83%
80.66%
PEMYX
GQGPX

Key characteristics

Sharpe Ratio

PEMYX:

0.27

GQGPX:

-0.58

Sortino Ratio

PEMYX:

0.46

GQGPX:

-0.67

Omega Ratio

PEMYX:

1.06

GQGPX:

0.90

Calmar Ratio

PEMYX:

0.13

GQGPX:

-0.60

Martin Ratio

PEMYX:

1.12

GQGPX:

-1.17

Ulcer Index

PEMYX:

3.80%

GQGPX:

8.30%

Daily Std Dev

PEMYX:

15.91%

GQGPX:

16.79%

Max Drawdown

PEMYX:

-47.97%

GQGPX:

-34.66%

Current Drawdown

PEMYX:

-26.70%

GQGPX:

-16.10%

Returns By Period

In the year-to-date period, PEMYX achieves a -2.67% return, which is significantly higher than GQGPX's -4.86% return.


PEMYX

YTD

-2.67%

1M

-7.22%

6M

-7.79%

1Y

4.18%

5Y*

6.11%

10Y*

3.59%

GQGPX

YTD

-4.86%

1M

-2.86%

6M

-12.05%

1Y

-9.86%

5Y*

9.64%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


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
Expense ratio chart for GQGPX: current value is 1.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GQGPX: 1.22%
Expense ratio chart for PEMYX: current value is 1.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PEMYX: 1.08%

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 6262
Overall Rank
The Sharpe Ratio Rank of PEMYX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of PEMYX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of PEMYX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of PEMYX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PEMYX is 6363
Martin Ratio Rank

GQGPX
The Risk-Adjusted Performance Rank of GQGPX is 1919
Overall Rank
The Sharpe Ratio Rank of GQGPX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of GQGPX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of GQGPX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of GQGPX is 66
Calmar Ratio Rank
The Martin Ratio Rank of GQGPX is 3434
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.


Sharpe ratio
The chart of Sharpe ratio for PEMYX, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.00
PEMYX: 0.27
GQGPX: -0.58
The chart of Sortino ratio for PEMYX, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.0010.00
PEMYX: 0.46
GQGPX: -0.67
The chart of Omega ratio for PEMYX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.50
PEMYX: 1.06
GQGPX: 0.90
The chart of Calmar ratio for PEMYX, currently valued at 0.13, compared to the broader market0.005.0010.0015.00
PEMYX: 0.13
GQGPX: -0.60
The chart of Martin ratio for PEMYX, currently valued at 1.12, compared to the broader market0.0020.0040.0060.00
PEMYX: 1.12
GQGPX: -1.17

The current PEMYX Sharpe Ratio is 0.27, which is higher than the GQGPX Sharpe Ratio of -0.58. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.27
-0.58
PEMYX
GQGPX

Dividends

PEMYX vs. GQGPX - Dividend Comparison

PEMYX's dividend yield for the trailing twelve months is around 1.90%, more than GQGPX's 1.57% yield.


TTM20242023202220212020201920182017201620152014
PEMYX
Putnam Emerging Markets Equity Fund
1.90%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
1.57%1.50%2.53%5.52%2.27%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.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-26.70%
-16.10%
PEMYX
GQGPX

Volatility

PEMYX vs. GQGPX - Volatility Comparison

Putnam Emerging Markets Equity Fund (PEMYX) has a higher volatility of 6.23% compared to GQG Partners Emerging Markets Equity Fund (GQGPX) at 5.46%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
6.23%
5.46%
PEMYX
GQGPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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