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SEMGX vs. BEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEMGX vs. BEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DWS Emerging Markets Equity Fund (SEMGX) and Brandes Emerging Markets Fund (BEMIX). The values are adjusted to include any dividend payments, if applicable.

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SEMGX vs. BEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEMGX
DWS Emerging Markets Equity Fund
-1.44%28.85%7.48%6.32%-21.66%-11.60%18.65%19.23%-12.25%37.71%
BEMIX
Brandes Emerging Markets Fund
2.96%47.83%4.01%22.53%-15.91%1.68%-6.17%18.60%-15.56%26.00%

Returns By Period

In the year-to-date period, SEMGX achieves a -1.44% return, which is significantly lower than BEMIX's 2.96% return. Over the past 10 years, SEMGX has underperformed BEMIX with an annualized return of 6.44%, while BEMIX has yielded a comparatively higher 8.04% annualized return.


SEMGX

1D
-2.04%
1M
-14.78%
YTD
-1.44%
6M
4.16%
1Y
25.42%
3Y*
11.59%
5Y*
-0.25%
10Y*
6.44%

BEMIX

1D
-0.79%
1M
-11.64%
YTD
2.96%
6M
11.40%
1Y
45.15%
3Y*
21.23%
5Y*
9.84%
10Y*
8.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEMGX vs. BEMIX - Expense Ratio Comparison

SEMGX has a 0.98% expense ratio, which is lower than BEMIX's 1.12% expense ratio.


Return for Risk

SEMGX vs. BEMIX — Risk / Return Rank

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

SEMGX
SEMGX Risk / Return Rank: 6565
Overall Rank
SEMGX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SEMGX Sortino Ratio Rank: 6868
Sortino Ratio Rank
SEMGX Omega Ratio Rank: 6565
Omega Ratio Rank
SEMGX Calmar Ratio Rank: 6262
Calmar Ratio Rank
SEMGX Martin Ratio Rank: 6262
Martin Ratio Rank

BEMIX
BEMIX Risk / Return Rank: 9696
Overall Rank
BEMIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BEMIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BEMIX Omega Ratio Rank: 9595
Omega Ratio Rank
BEMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BEMIX Martin Ratio Rank: 9696
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.

SEMGX vs. BEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Emerging Markets Equity Fund (SEMGX) and Brandes Emerging Markets Fund (BEMIX). 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.


SEMGXBEMIXDifference

Sharpe ratio

Return per unit of total volatility

1.19

2.57

-1.38

Sortino ratio

Return per unit of downside risk

1.70

3.24

-1.54

Omega ratio

Gain probability vs. loss probability

1.24

1.51

-0.27

Calmar ratio

Return relative to maximum drawdown

1.43

3.45

-2.02

Martin ratio

Return relative to average drawdown

5.90

14.31

-8.41

SEMGX vs. BEMIX - Sharpe Ratio Comparison

The current SEMGX Sharpe Ratio is 1.19, which is lower than the BEMIX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of SEMGX and BEMIX, 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


SEMGXBEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.57

-1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.61

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.48

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.24

-0.01

Correlation

The correlation between SEMGX and BEMIX is 0.86, 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.


Dividends

SEMGX vs. BEMIX - Dividend Comparison

SEMGX's dividend yield for the trailing twelve months is around 3.04%, more than BEMIX's 2.09% yield.


TTM20252024202320222021202020192018201720162015
SEMGX
DWS Emerging Markets Equity Fund
3.04%3.00%0.15%2.16%2.16%1.71%1.23%1.94%0.71%0.62%0.54%0.23%
BEMIX
Brandes Emerging Markets Fund
2.09%2.15%3.04%2.45%2.86%2.31%1.31%2.56%1.55%1.41%2.20%1.54%

Drawdowns

SEMGX vs. BEMIX - Drawdown Comparison

The maximum SEMGX drawdown since its inception was -67.21%, which is greater than BEMIX's maximum drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for SEMGX and BEMIX.


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Drawdown Indicators


SEMGXBEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.21%

-46.05%

-21.16%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-12.07%

-4.04%

Max Drawdown (5Y)

Largest decline over 5 years

-41.58%

-36.37%

-5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

-46.05%

+0.23%

Current Drawdown

Current decline from peak

-16.11%

-12.07%

-4.04%

Average Drawdown

Average peak-to-trough decline

-25.39%

-14.32%

-11.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

2.91%

+0.99%

Volatility

SEMGX vs. BEMIX - Volatility Comparison

DWS Emerging Markets Equity Fund (SEMGX) and Brandes Emerging Markets Fund (BEMIX) have volatilities of 8.75% and 8.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEMGXBEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.75%

8.42%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

12.56%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

20.97%

17.37%

+3.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.07%

16.15%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

16.96%

+1.04%