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SLANX vs. SEMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLANX vs. SEMGX - Performance Comparison

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

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SLANX vs. SEMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLANX
DWS Latin America Equity Fund Class A
12.39%54.13%-28.52%33.24%8.08%-9.06%0.70%35.56%-2.82%32.20%
SEMGX
DWS Emerging Markets Equity Fund
1.61%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, SLANX achieves a 12.39% return, which is significantly higher than SEMGX's 1.61% return. Over the past 10 years, SLANX has outperformed SEMGX with an annualized return of 11.90%, while SEMGX has yielded a comparatively lower 6.76% annualized return.


SLANX

1D
4.25%
1M
-3.83%
YTD
12.39%
6M
21.33%
1Y
49.05%
3Y*
16.91%
5Y*
11.45%
10Y*
11.90%

SEMGX

1D
3.10%
1M
-11.27%
YTD
1.61%
6M
6.29%
1Y
28.61%
3Y*
12.73%
5Y*
0.07%
10Y*
6.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLANX vs. SEMGX - Expense Ratio Comparison

SLANX has a 1.51% expense ratio, which is higher than SEMGX's 0.98% expense ratio.


Return for Risk

SLANX vs. SEMGX — Risk / Return Rank

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

SLANX
SLANX Risk / Return Rank: 9292
Overall Rank
SLANX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SLANX Sortino Ratio Rank: 8989
Sortino Ratio Rank
SLANX Omega Ratio Rank: 8989
Omega Ratio Rank
SLANX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SLANX Martin Ratio Rank: 9494
Martin Ratio Rank

SEMGX
SEMGX Risk / Return Rank: 7171
Overall Rank
SEMGX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SEMGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SEMGX Omega Ratio Rank: 7272
Omega Ratio Rank
SEMGX Calmar Ratio Rank: 6464
Calmar Ratio Rank
SEMGX Martin Ratio Rank: 6868
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.

SLANX vs. SEMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Latin America Equity Fund Class A (SLANX) 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.


SLANXSEMGXDifference

Sharpe ratio

Return per unit of total volatility

2.12

1.40

+0.72

Sortino ratio

Return per unit of downside risk

2.57

1.96

+0.61

Omega ratio

Gain probability vs. loss probability

1.41

1.28

+0.12

Calmar ratio

Return relative to maximum drawdown

3.77

1.62

+2.14

Martin ratio

Return relative to average drawdown

12.84

6.84

+6.00

SLANX vs. SEMGX - Sharpe Ratio Comparison

The current SLANX Sharpe Ratio is 2.12, which is higher than the SEMGX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SLANX 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


SLANXSEMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.40

+0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.00

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.38

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.23

+0.10

Correlation

The correlation between SLANX and SEMGX is 0.70, 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

SLANX vs. SEMGX - Dividend Comparison

SLANX's dividend yield for the trailing twelve months is around 3.69%, more than SEMGX's 2.95% yield.


TTM20252024202320222021202020192018201720162015
SLANX
DWS Latin America Equity Fund Class A
3.69%4.15%5.13%3.14%7.15%14.19%0.00%0.00%0.00%4.21%1.57%0.00%
SEMGX
DWS Emerging Markets Equity Fund
2.95%3.00%0.15%2.16%2.16%1.71%1.23%1.94%0.71%0.62%0.54%0.23%

Drawdowns

SLANX vs. SEMGX - Drawdown Comparison

The maximum SLANX drawdown since its inception was -70.73%, which is greater than SEMGX's maximum drawdown of -67.21%. Use the drawdown chart below to compare losses from any high point for SLANX and SEMGX.


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Drawdown Indicators


SLANXSEMGXDifference

Max Drawdown

Largest peak-to-trough decline

-70.73%

-67.21%

-3.52%

Max Drawdown (1Y)

Largest decline over 1 year

-12.85%

-16.11%

+3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-29.92%

-41.58%

+11.66%

Max Drawdown (10Y)

Largest decline over 10 years

-50.91%

-45.82%

-5.09%

Current Drawdown

Current decline from peak

-5.79%

-13.51%

+7.72%

Average Drawdown

Average peak-to-trough decline

-23.43%

-25.38%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

3.82%

-0.05%

Volatility

SLANX vs. SEMGX - Volatility Comparison

DWS Latin America Equity Fund Class A (SLANX) has a higher volatility of 11.44% compared to DWS Emerging Markets Equity Fund (SEMGX) at 9.54%. This indicates that SLANX'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


SLANXSEMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.44%

9.54%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

17.40%

14.70%

+2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

24.41%

21.15%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

18.12%

+5.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

18.03%

+9.01%