TWMIX vs. WAEMX
Compare and contrast key facts about American Century Emerging Markets Fund (TWMIX) and Wasatch Emerging Markets Small Cap Fund (WAEMX).
TWMIX is managed by American Century. It was launched on Sep 29, 1997. WAEMX is managed by Wasatch. It was launched on Sep 30, 2007.
Performance
TWMIX vs. WAEMX - Performance Comparison
Loading graphics...
TWMIX vs. WAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWMIX American Century Emerging Markets Fund | 4.51% | 35.27% | 11.44% | 5.43% | -28.14% | -6.04% | 25.13% | 21.94% | -19.14% | 45.85% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 4.12% | 5.85% | -2.21% | 21.20% | -38.76% | 30.16% | 32.79% | 27.45% | -18.97% | 38.20% |
Returns By Period
In the year-to-date period, TWMIX achieves a 4.51% return, which is significantly higher than WAEMX's 4.12% return. Over the past 10 years, TWMIX has outperformed WAEMX with an annualized return of 7.73%, while WAEMX has yielded a comparatively lower 6.63% annualized return.
TWMIX
- 1D
- 2.92%
- 1M
- -8.98%
- YTD
- 4.51%
- 6M
- 9.51%
- 1Y
- 39.99%
- 3Y*
- 17.46%
- 5Y*
- 1.88%
- 10Y*
- 7.73%
WAEMX
- 1D
- 1.14%
- 1M
- -5.85%
- YTD
- 4.12%
- 6M
- 9.04%
- 1Y
- 21.06%
- 3Y*
- 6.68%
- 5Y*
- -0.10%
- 10Y*
- 6.63%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TWMIX vs. WAEMX - Expense Ratio Comparison
TWMIX has a 1.26% expense ratio, which is lower than WAEMX's 1.91% expense ratio.
Return for Risk
TWMIX vs. WAEMX — Risk / Return Rank
TWMIX
WAEMX
TWMIX vs. WAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Century Emerging Markets Fund (TWMIX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). 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.
| TWMIX | WAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.09 | 1.26 | +0.83 |
Sortino ratioReturn per unit of downside risk | 2.65 | 1.82 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.23 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.20 | +0.78 |
Martin ratioReturn relative to average drawdown | 11.76 | 7.78 | +3.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TWMIX | WAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 1.26 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | -0.01 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.37 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.25 | +0.06 |
Correlation
The correlation between TWMIX and WAEMX is 0.79, 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
TWMIX vs. WAEMX - Dividend Comparison
TWMIX's dividend yield for the trailing twelve months is around 1.10%, less than WAEMX's 67.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWMIX American Century Emerging Markets Fund | 1.10% | 1.14% | 0.71% | 1.30% | 3.37% | 0.58% | 0.97% | 0.48% | 0.92% | 0.24% | 0.12% | 0.08% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 67.61% | 70.40% | 6.49% | 0.00% | 3.32% | 6.03% | 7.15% | 5.82% | 12.81% | 0.00% | 0.00% | 0.02% |
Drawdowns
TWMIX vs. WAEMX - Drawdown Comparison
The maximum TWMIX drawdown since its inception was -68.57%, roughly equal to the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for TWMIX and WAEMX.
Loading graphics...
Drawdown Indicators
| TWMIX | WAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.57% | -66.35% | -2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -9.38% | -3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -43.64% | -44.88% | +1.24% |
Max Drawdown (10Y)Largest decline over 10 years | -47.51% | -44.88% | -2.63% |
Current DrawdownCurrent decline from peak | -10.76% | -22.97% | +12.21% |
Average DrawdownAverage peak-to-trough decline | -24.59% | -16.87% | -7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 2.65% | +0.72% |
Volatility
TWMIX vs. WAEMX - Volatility Comparison
American Century Emerging Markets Fund (TWMIX) has a higher volatility of 10.62% compared to Wasatch Emerging Markets Small Cap Fund (WAEMX) at 7.25%. This indicates that TWMIX's price experiences larger fluctuations and is considered to be riskier than WAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TWMIX | WAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | 7.25% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 15.30% | 12.20% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 16.78% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.89% | 17.41% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.89% | 17.94% | +0.95% |