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RWCEX vs. EFEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RWCEX vs. EFEIX - Performance Comparison

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

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RWCEX vs. EFEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWCEX
Redwheel Global Emerging Equity Fund
-0.41%40.13%-1.85%5.59%-24.47%-5.10%34.62%23.99%-27.36%41.23%
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%18.00%

Returns By Period

In the year-to-date period, RWCEX achieves a -0.41% return, which is significantly higher than EFEIX's -4.81% return.


RWCEX

1D
-0.82%
1M
-13.64%
YTD
-0.41%
6M
2.24%
1Y
30.78%
3Y*
11.72%
5Y*
0.28%
10Y*

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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RWCEX vs. EFEIX - Expense Ratio Comparison

RWCEX has a 1.22% expense ratio, which is lower than EFEIX's 1.52% expense ratio.


Return for Risk

RWCEX vs. EFEIX — Risk / Return Rank

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

RWCEX
RWCEX Risk / Return Rank: 7575
Overall Rank
RWCEX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
RWCEX Sortino Ratio Rank: 7474
Sortino Ratio Rank
RWCEX Omega Ratio Rank: 7171
Omega Ratio Rank
RWCEX Calmar Ratio Rank: 7777
Calmar Ratio Rank
RWCEX Martin Ratio Rank: 7272
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.

RWCEX vs. EFEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Redwheel Global Emerging Equity Fund (RWCEX) 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.


RWCEXEFEIXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.00

+0.45

Sortino ratio

Return per unit of downside risk

1.88

1.36

+0.53

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

1.85

1.03

+0.82

Martin ratio

Return relative to average drawdown

6.87

3.59

+3.28

RWCEX vs. EFEIX - Sharpe Ratio Comparison

The current RWCEX Sharpe Ratio is 1.45, which is higher than the EFEIX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of RWCEX 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


RWCEXEFEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.00

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

1.00

-0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.36

-0.04

Correlation

The correlation between RWCEX and EFEIX is 0.52, 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

RWCEX vs. EFEIX - Dividend Comparison

RWCEX's dividend yield for the trailing twelve months is around 0.96%, less than EFEIX's 11.96% yield.


TTM2025202420232022202120202019201820172016
RWCEX
Redwheel Global Emerging Equity Fund
0.96%0.96%1.27%0.68%0.54%16.01%0.24%0.49%0.14%1.47%0.00%
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%

Drawdowns

RWCEX vs. EFEIX - Drawdown Comparison

The maximum RWCEX drawdown since its inception was -46.08%, which is greater than EFEIX's maximum drawdown of -40.50%. Use the drawdown chart below to compare losses from any high point for RWCEX and EFEIX.


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Drawdown Indicators


RWCEXEFEIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.08%

-40.50%

-5.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.62%

-11.62%

-3.00%

Max Drawdown (5Y)

Largest decline over 5 years

-43.04%

-20.83%

-22.21%

Max Drawdown (10Y)

Largest decline over 10 years

-40.50%

Current Drawdown

Current decline from peak

-14.62%

-11.62%

-3.00%

Average Drawdown

Average peak-to-trough decline

-20.59%

-12.38%

-8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.32%

+0.61%

Volatility

RWCEX vs. EFEIX - Volatility Comparison

Redwheel Global Emerging Equity Fund (RWCEX) has a higher volatility of 8.90% compared to Ashmore Emerging Markets Frontier Equity Fund (EFEIX) at 6.28%. This indicates that RWCEX'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


RWCEXEFEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

6.28%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

8.74%

+6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

12.26%

+8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.54%

9.69%

+10.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.63%

10.93%

+9.70%