PortfoliosLab logoPortfoliosLab logo
TEMR vs. CEFS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEMR vs. CEFS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Emerging Markets Equity Research ETF (TEMR) and Saba Closed-End Funds ETF (CEFS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


TEMR

1D
-2.26%
1M
-9.70%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

CEFS

1D
-0.77%
1M
-3.35%
6M
8.83%
YTD
10.48%
1Y
18.25%
3Y*
18.45%
5Y*
13.23%
10Y*
ALL TIME*
11.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.29M$2.05M$2.23M
$55.08K$37.97K$35.36K

TEMR vs. CEFS - Yearly Performance Comparison


Correlation

The correlation between TEMR and CEFS is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 12, 2026

0.74

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TEMR vs. CEFS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TEMR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CEFS
CEFS Risk / Return Rank: 7979
Overall Rank
CEFS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
CEFS Sortino Ratio Rank: 7777
Sortino Ratio Rank
CEFS Omega Ratio Rank: 7474
Omega Ratio Rank
CEFS Calmar Ratio Rank: 8484
Calmar Ratio Rank
CEFS Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TEMR vs. CEFS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Equity Research ETF (TEMR) and Saba Closed-End Funds ETF (CEFS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TEMRCEFSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.23

Martin ratioReturn relative to average drawdown

11.31

TEMR vs. CEFS - Sharpe Ratio Comparison


Loading charts...

Drawdowns

TEMR vs. CEFS - Drawdown Comparison

The maximum TEMR drawdown since its inception was -14.32%, smaller than the maximum CEFS drawdown of -38.99%. Use the drawdown chart below to compare losses from any high point for TEMR and CEFS.


Loading charts...

Drawdown Indicators


TEMRCEFSDifference

Max Drawdown

Largest peak-to-trough decline

-14.32%

-38.99%

+24.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-13.37%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

Current Drawdown

Current decline from peak

-14.32%

-4.51%

-9.81%

Average Drawdown

Average peak-to-trough decline

-3.66%

-3.63%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

Volatility

TEMR vs. CEFS - Volatility Comparison


Loading charts...

Volatility by Period


TEMRCEFSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

33.01%

10.83%

+22.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.01%

13.22%

+19.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.01%

15.30%

+17.71%

TEMR vs. CEFS - Expense Ratio Comparison

TEMR has a 0.40% expense ratio, which is lower than CEFS's 2.61% expense ratio.


Dividends

TEMR vs. CEFS - Dividend Comparison

TEMR has not paid dividends to shareholders, while CEFS's dividend yield for the trailing twelve months is around 7.96%.


PositionTTM202520242023202220212020201920182017
CEFS
Saba Closed-End Funds ETF
7.96%7.84%8.79%9.20%11.32%10.73%8.61%8.10%10.43%5.02%
TEMR
T. Rowe Price Emerging Markets Equity Research ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TEMR and CEFS have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TEMR is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TEMR is cheaper with a 0.40% expense ratio, compared with 2.61% for CEFS.

CEFS has the higher dividend yield at 7.96%, compared with 0.00% for TEMR.

They also come from different issuers: T. Rowe Price and Exchange Traded Concepts. Their fees differ too: 0.40% for TEMR and 2.61% for CEFS.

Portfolio Optimizer

Find the right allocation for TEMR and CEFS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer