SEMGX vs. SSKEX
Compare and contrast key facts about DWS Emerging Markets Equity Fund (SEMGX) and State Street Emerging Markets Equity Index Fund (SSKEX).
SEMGX is managed by DWS. It was launched on May 7, 1996. SSKEX is managed by State Street. It was launched on Dec 17, 2015.
Performance
SEMGX vs. SSKEX - Performance Comparison
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SEMGX vs. SSKEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSKEX State Street Emerging Markets Equity Index Fund | 1.08% | 33.79% | 7.00% | 9.50% | -20.23% | -2.80% | 18.20% | 18.16% | -14.78% | 37.18% |
Returns By Period
In the year-to-date period, SEMGX achieves a -1.44% return, which is significantly lower than SSKEX's 1.08% return. Over the past 10 years, SEMGX has underperformed SSKEX with an annualized return of 6.44%, while SSKEX has yielded a comparatively higher 7.79% 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%
SSKEX
- 1D
- -0.06%
- 1M
- -11.97%
- YTD
- 1.08%
- 6M
- 5.80%
- 1Y
- 30.40%
- 3Y*
- 15.02%
- 5Y*
- 3.75%
- 10Y*
- 7.79%
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SEMGX vs. SSKEX - Expense Ratio Comparison
SEMGX has a 0.98% expense ratio, which is higher than SSKEX's 0.17% expense ratio.
Return for Risk
SEMGX vs. SSKEX — Risk / Return Rank
SEMGX
SSKEX
SEMGX vs. SSKEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS Emerging Markets Equity Fund (SEMGX) and State Street Emerging Markets Equity Index Fund (SSKEX). 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.
| SEMGX | SSKEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.84 | -0.65 |
Sortino ratioReturn per unit of downside risk | 1.70 | 2.37 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.35 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.43 | 2.22 | -0.79 |
Martin ratioReturn relative to average drawdown | 5.90 | 8.63 | -2.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SEMGX | SSKEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.84 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.23 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.46 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.49 | -0.27 |
Correlation
The correlation between SEMGX and SSKEX is 0.91, 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. SSKEX - Dividend Comparison
SEMGX's dividend yield for the trailing twelve months is around 3.04%, more than SSKEX's 2.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSKEX State Street Emerging Markets Equity Index Fund | 2.82% | 2.85% | 2.90% | 3.26% | 3.90% | 1.95% | 1.84% | 2.84% | 3.01% | 2.55% | 2.29% | 0.00% |
Drawdowns
SEMGX vs. SSKEX - Drawdown Comparison
The maximum SEMGX drawdown since its inception was -67.21%, which is greater than SSKEX's maximum drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for SEMGX and SSKEX.
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Drawdown Indicators
| SEMGX | SSKEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.21% | -39.23% | -27.98% |
Max Drawdown (1Y)Largest decline over 1 year | -16.11% | -12.44% | -3.67% |
Max Drawdown (5Y)Largest decline over 5 years | -41.58% | -37.16% | -4.42% |
Max Drawdown (10Y)Largest decline over 10 years | -45.82% | -39.23% | -6.59% |
Current DrawdownCurrent decline from peak | -16.11% | -12.44% | -3.67% |
Average DrawdownAverage peak-to-trough decline | -25.39% | -13.46% | -11.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 3.21% | +0.69% |
Volatility
SEMGX vs. SSKEX - Volatility Comparison
DWS Emerging Markets Equity Fund (SEMGX) has a higher volatility of 8.75% compared to State Street Emerging Markets Equity Index Fund (SSKEX) at 7.57%. This indicates that SEMGX's price experiences larger fluctuations and is considered to be riskier than SSKEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SEMGX | SSKEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.75% | 7.57% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 12.01% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.97% | 16.37% | +4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 16.10% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 17.09% | +0.91% |