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ZEMIX vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZEMIX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ninety One Emerging Markets Equity Fund (ZEMIX) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

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ZEMIX vs. QQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ZEMIX
Ninety One Emerging Markets Equity Fund
2.82%36.71%11.16%10.49%-23.11%-0.74%14.67%20.51%-3.95%
QQQ
Invesco QQQ ETF
-5.93%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-8.30%

Returns By Period

In the year-to-date period, ZEMIX achieves a 2.82% return, which is significantly higher than QQQ's -5.93% return.


ZEMIX

1D
-0.16%
1M
-12.41%
YTD
2.82%
6M
7.87%
1Y
36.21%
3Y*
17.96%
5Y*
4.89%
10Y*

QQQ

1D
3.39%
1M
-4.84%
YTD
-5.93%
6M
-3.62%
1Y
23.68%
3Y*
22.32%
5Y*
12.88%
10Y*
18.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZEMIX vs. QQQ - Expense Ratio Comparison

ZEMIX has a 0.85% expense ratio, which is higher than QQQ's 0.18% expense ratio.


Return for Risk

ZEMIX vs. QQQ — Risk / Return Rank

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

ZEMIX
ZEMIX Risk / Return Rank: 8989
Overall Rank
ZEMIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ZEMIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
ZEMIX Omega Ratio Rank: 8888
Omega Ratio Rank
ZEMIX Calmar Ratio Rank: 9090
Calmar Ratio Rank
ZEMIX Martin Ratio Rank: 8787
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6969
Overall Rank
QQQ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6868
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6767
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7373
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.

ZEMIX vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ninety One Emerging Markets Equity Fund (ZEMIX) and Invesco QQQ ETF (QQQ). 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.


ZEMIXQQQDifference

Sharpe ratio

Return per unit of total volatility

1.97

1.05

+0.92

Sortino ratio

Return per unit of downside risk

2.50

1.63

+0.87

Omega ratio

Gain probability vs. loss probability

1.38

1.23

+0.14

Calmar ratio

Return relative to maximum drawdown

2.48

1.88

+0.61

Martin ratio

Return relative to average drawdown

9.30

6.95

+2.35

ZEMIX vs. QQQ - Sharpe Ratio Comparison

The current ZEMIX Sharpe Ratio is 1.97, which is higher than the QQQ Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ZEMIX and QQQ, 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


ZEMIXQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.05

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.58

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.37

+0.05

Correlation

The correlation between ZEMIX and QQQ is 0.56, 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

ZEMIX vs. QQQ - Dividend Comparison

ZEMIX's dividend yield for the trailing twelve months is around 16.36%, more than QQQ's 0.49% yield.


TTM20252024202320222021202020192018201720162015
ZEMIX
Ninety One Emerging Markets Equity Fund
16.36%16.82%0.00%2.28%1.22%8.23%1.08%2.74%0.16%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF
0.49%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

ZEMIX vs. QQQ - Drawdown Comparison

The maximum ZEMIX drawdown since its inception was -40.26%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for ZEMIX and QQQ.


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Drawdown Indicators


ZEMIXQQQDifference

Max Drawdown

Largest peak-to-trough decline

-40.26%

-82.97%

+42.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-12.62%

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-37.92%

-35.12%

-2.80%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-13.12%

-8.98%

-4.14%

Average Drawdown

Average peak-to-trough decline

-14.71%

-32.99%

+18.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.41%

+0.09%

Volatility

ZEMIX vs. QQQ - Volatility Comparison

Ninety One Emerging Markets Equity Fund (ZEMIX) has a higher volatility of 7.95% compared to Invesco QQQ ETF (QQQ) at 6.51%. This indicates that ZEMIX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZEMIXQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

6.51%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

12.77%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.91%

22.67%

-4.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

22.39%

-5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

22.25%

-3.37%