UMEMX vs. VWILX

In the year-to-date period, UMEMX achieves a 6.76% return, which is significantly lower than VWILX's 11.53% return. Over the past 10 years, UMEMX has underperformed VWILX with an annualized return of 3.42%, while VWILX has yielded a comparatively higher 5.34% annualized return.

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UMEMX has a 1.20% expense ratio, which is higher than VWILX's 0.32% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Fund (UMEMX) and Vanguard International Growth Fund Admiral Shares (VWILX). 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.

The current UMEMX Sharpe Ratio is 0.53, which is higher than the VWILX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of UMEMX and VWILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UMEMX's dividend yield for the trailing twelve months is around 1.21%, less than VWILX's 8.80% yield.

The maximum UMEMX drawdown since its inception was -69.51%, which is greater than VWILX's maximum drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for UMEMX and VWILX.

Columbia Emerging Markets Fund (UMEMX) and Vanguard International Growth Fund Admiral Shares (VWILX) have volatilities of 4.08% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.