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ZEMIX vs. XEC.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZEMIX vs. XEC.TO - Performance Comparison

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

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ZEMIX vs. XEC.TO - 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%
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF
3.74%31.81%6.97%10.38%-20.39%-1.02%17.38%17.10%-4.41%
Different Trading Currencies

ZEMIX is traded in USD, while XEC.TO is traded in CAD. To make them comparable, the XEC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ZEMIX achieves a 2.82% return, which is significantly lower than XEC.TO's 3.74% return.


ZEMIX

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

XEC.TO

1D
3.08%
1M
-8.90%
YTD
3.74%
6M
7.70%
1Y
33.33%
3Y*
15.73%
5Y*
3.95%
10Y*
7.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZEMIX vs. XEC.TO - Expense Ratio Comparison

ZEMIX has a 0.85% expense ratio, which is higher than XEC.TO's 0.28% expense ratio.


Return for Risk

ZEMIX vs. XEC.TO — 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

XEC.TO
XEC.TO Risk / Return Rank: 8282
Overall Rank
XEC.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XEC.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
XEC.TO Omega Ratio Rank: 8282
Omega Ratio Rank
XEC.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
XEC.TO Martin Ratio Rank: 7979
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. XEC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ninety One Emerging Markets Equity Fund (ZEMIX) and iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO). 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.


ZEMIXXEC.TODifference

Sharpe ratio

Return per unit of total volatility

1.97

1.68

+0.29

Sortino ratio

Return per unit of downside risk

2.50

2.28

+0.22

Omega ratio

Gain probability vs. loss probability

1.38

1.33

+0.05

Calmar ratio

Return relative to maximum drawdown

2.48

2.55

-0.06

Martin ratio

Return relative to average drawdown

9.30

9.56

-0.25

ZEMIX vs. XEC.TO - Sharpe Ratio Comparison

The current ZEMIX Sharpe Ratio is 1.97, which is comparable to the XEC.TO Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ZEMIX and XEC.TO, 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


ZEMIXXEC.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

1.68

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.22

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.25

+0.17

Correlation

The correlation between ZEMIX and XEC.TO is 0.78, 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

ZEMIX vs. XEC.TO - Dividend Comparison

ZEMIX's dividend yield for the trailing twelve months is around 16.36%, more than XEC.TO's 1.83% 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%
XEC.TO
iShares Core MSCI Emerging Markets IMI Index ETF
1.83%1.92%2.03%2.16%2.28%2.78%1.64%2.87%2.66%2.13%1.80%2.19%

Drawdowns

ZEMIX vs. XEC.TO - Drawdown Comparison

The maximum ZEMIX drawdown since its inception was -40.26%, roughly equal to the maximum XEC.TO drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for ZEMIX and XEC.TO.


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Drawdown Indicators


ZEMIXXEC.TODifference

Max Drawdown

Largest peak-to-trough decline

-40.26%

-32.54%

-7.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-12.55%

-0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-37.92%

-29.14%

-8.78%

Max Drawdown (10Y)

Largest decline over 10 years

-32.54%

Current Drawdown

Current decline from peak

-13.12%

-8.54%

-4.58%

Average Drawdown

Average peak-to-trough decline

-14.71%

-9.67%

-5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

3.55%

-0.05%

Volatility

ZEMIX vs. XEC.TO - Volatility Comparison

The current volatility for Ninety One Emerging Markets Equity Fund (ZEMIX) is 7.95%, while iShares Core MSCI Emerging Markets IMI Index ETF (XEC.TO) has a volatility of 10.24%. This indicates that ZEMIX experiences smaller price fluctuations and is considered to be less risky than XEC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZEMIXXEC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

10.24%

-2.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

14.32%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

17.91%

19.97%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

18.01%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

20.00%

-1.12%