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SFGIX vs. BEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFGIX vs. BEMIX - Performance Comparison

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

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SFGIX vs. BEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SFGIX
Seafarer Overseas Growth and Income Fund
1.49%32.47%-5.52%13.80%-12.75%-2.39%22.17%23.04%-18.14%25.99%
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, SFGIX achieves a 1.49% return, which is significantly lower than BEMIX's 2.96% return. Over the past 10 years, SFGIX has underperformed BEMIX with an annualized return of 6.65%, while BEMIX has yielded a comparatively higher 8.04% annualized return.


SFGIX

1D
-0.66%
1M
-12.55%
YTD
1.49%
6M
8.46%
1Y
29.83%
3Y*
11.60%
5Y*
3.62%
10Y*
6.65%

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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SFGIX vs. BEMIX - Expense Ratio Comparison

SFGIX has a 1.00% expense ratio, which is lower than BEMIX's 1.12% expense ratio.


Return for Risk

SFGIX vs. BEMIX — Risk / Return Rank

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

SFGIX
SFGIX Risk / Return Rank: 8787
Overall Rank
SFGIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SFGIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
SFGIX Omega Ratio Rank: 8888
Omega Ratio Rank
SFGIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
SFGIX Martin Ratio Rank: 8484
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.

SFGIX vs. BEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Seafarer Overseas Growth and Income Fund (SFGIX) 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.


SFGIXBEMIXDifference

Sharpe ratio

Return per unit of total volatility

1.98

2.57

-0.59

Sortino ratio

Return per unit of downside risk

2.45

3.24

-0.79

Omega ratio

Gain probability vs. loss probability

1.38

1.51

-0.13

Calmar ratio

Return relative to maximum drawdown

2.11

3.45

-1.34

Martin ratio

Return relative to average drawdown

8.53

14.31

-5.78

SFGIX vs. BEMIX - Sharpe Ratio Comparison

The current SFGIX Sharpe Ratio is 1.98, which is comparable to the BEMIX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of SFGIX 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


SFGIXBEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.57

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.61

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.48

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.24

+0.15

Correlation

The correlation between SFGIX and BEMIX is 0.82, 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

SFGIX vs. BEMIX - Dividend Comparison

SFGIX's dividend yield for the trailing twelve months is around 3.34%, more than BEMIX's 2.09% yield.


TTM20252024202320222021202020192018201720162015
SFGIX
Seafarer Overseas Growth and Income Fund
3.34%3.39%3.28%1.70%1.90%8.82%2.24%2.49%8.74%2.95%0.93%1.30%
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

SFGIX vs. BEMIX - Drawdown Comparison

The maximum SFGIX drawdown since its inception was -35.64%, smaller than the maximum BEMIX drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for SFGIX and BEMIX.


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Drawdown Indicators


SFGIXBEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.64%

-46.05%

+10.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-12.07%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-29.93%

-36.37%

+6.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.64%

-46.05%

+10.41%

Current Drawdown

Current decline from peak

-12.86%

-12.07%

-0.79%

Average Drawdown

Average peak-to-trough decline

-9.64%

-14.32%

+4.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.91%

+0.26%

Volatility

SFGIX vs. BEMIX - Volatility Comparison

The current volatility for Seafarer Overseas Growth and Income Fund (SFGIX) is 7.89%, while Brandes Emerging Markets Fund (BEMIX) has a volatility of 8.42%. This indicates that SFGIX experiences smaller price fluctuations and is considered to be less risky than BEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFGIXBEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.89%

8.42%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

12.56%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.70%

17.37%

-2.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

16.15%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

16.96%

-1.93%