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SLAFX vs. SEMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLAFX vs. SEMGX - Performance Comparison

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

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SLAFX vs. SEMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLAFX
DWS Latin America Equity Fund
7.91%54.49%-28.35%33.60%8.33%-8.82%0.94%35.92%-2.59%32.53%
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%

Returns By Period

In the year-to-date period, SLAFX achieves a 7.91% return, which is significantly higher than SEMGX's -1.44% return. Over the past 10 years, SLAFX has outperformed SEMGX with an annualized return of 11.72%, while SEMGX has yielded a comparatively lower 6.44% annualized return.


SLAFX

1D
0.31%
1M
-8.43%
YTD
7.91%
6M
15.53%
1Y
45.40%
3Y*
15.59%
5Y*
10.68%
10Y*
11.72%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLAFX vs. SEMGX - Expense Ratio Comparison

SLAFX has a 1.26% expense ratio, which is higher than SEMGX's 0.98% expense ratio.


Return for Risk

SLAFX vs. SEMGX — Risk / Return Rank

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

SLAFX
SLAFX Risk / Return Rank: 9090
Overall Rank
SLAFX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLAFX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SLAFX Omega Ratio Rank: 8686
Omega Ratio Rank
SLAFX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SLAFX Martin Ratio Rank: 9393
Martin Ratio Rank

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
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.

SLAFX vs. SEMGX - Risk-Adjusted Trends Comparison

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


SLAFXSEMGXDifference

Sharpe ratio

Return per unit of total volatility

1.85

1.19

+0.66

Sortino ratio

Return per unit of downside risk

2.28

1.70

+0.59

Omega ratio

Gain probability vs. loss probability

1.36

1.24

+0.12

Calmar ratio

Return relative to maximum drawdown

3.34

1.43

+1.91

Martin ratio

Return relative to average drawdown

11.43

5.90

+5.53

SLAFX vs. SEMGX - Sharpe Ratio Comparison

The current SLAFX Sharpe Ratio is 1.85, which is higher than the SEMGX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of SLAFX and SEMGX, 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


SLAFXSEMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.19

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.01

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.36

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.22

+0.11

Correlation

The correlation between SLAFX and SEMGX is 0.69, 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

SLAFX vs. SEMGX - Dividend Comparison

SLAFX's dividend yield for the trailing twelve months is around 3.79%, more than SEMGX's 3.04% yield.


TTM20252024202320222021202020192018201720162015
SLAFX
DWS Latin America Equity Fund
3.79%4.09%5.41%3.40%7.44%14.43%0.00%0.11%0.00%4.47%1.82%0.00%
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%

Drawdowns

SLAFX vs. SEMGX - Drawdown Comparison

The maximum SLAFX drawdown since its inception was -70.68%, which is greater than SEMGX's maximum drawdown of -67.21%. Use the drawdown chart below to compare losses from any high point for SLAFX and SEMGX.


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Drawdown Indicators


SLAFXSEMGXDifference

Max Drawdown

Largest peak-to-trough decline

-70.68%

-67.21%

-3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-16.11%

+3.28%

Max Drawdown (5Y)

Largest decline over 5 years

-29.87%

-41.58%

+11.71%

Max Drawdown (10Y)

Largest decline over 10 years

-50.90%

-45.82%

-5.08%

Current Drawdown

Current decline from peak

-9.60%

-16.11%

+6.51%

Average Drawdown

Average peak-to-trough decline

-22.30%

-25.39%

+3.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.90%

-0.15%

Volatility

SLAFX vs. SEMGX - Volatility Comparison

DWS Latin America Equity Fund (SLAFX) has a higher volatility of 10.50% compared to DWS Emerging Markets Equity Fund (SEMGX) at 8.75%. This indicates that SLAFX's price experiences larger fluctuations and is considered to be riskier than SEMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLAFXSEMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

8.75%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

16.95%

14.44%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

24.13%

20.97%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.14%

18.07%

+5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.02%

18.00%

+9.02%