Summary
PEMX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 46.59% Volatility 20.59% Sharpe 2.18
Official loaded data — not a live quote.

Putnam Emerging Markets ex-China ETF

Symbol: PEMX

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 17/05/2023

Latest date: 20/07/2026

Current price: $81.75

Expense ratio: 0.69%

Assets under management
$33.8M
-0.53% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-13.98%

Ann. -60.55% (Sharpe / Sortino numerator)

Volatility

37.79%

Sharpe ratio

-1.698

VaR 95%

-3.88%

CVaR 95%: -4.35%
Max drawdown: -8.18%
Sortino ratio: -2.787
Calmar ratio: -7.41

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.24%

Ann. 28.05% (Sharpe / Sortino numerator)

Volatility

27.56%

Sharpe ratio

0.886

VaR 95%

-3.23%

CVaR 95%: -3.86%
Max drawdown: -14.45%
Sortino ratio: 1.260
Calmar ratio: 1.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

20.20%

Ann. 39.02% (Sharpe / Sortino numerator)

Volatility

22.68%

Sharpe ratio

1.561

VaR 95%

-2.19%

CVaR 95%: -3.26%
Max drawdown: -14.45%
Sortino ratio: 2.141
Calmar ratio: 2.70

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

46.59%

Ann. 48.44% (Sharpe / Sortino numerator)

Volatility

20.59%

Sharpe ratio

2.177

VaR 95%

-1.88%

CVaR 95%: -2.99%
Max drawdown: -14.45%
Sortino ratio: 2.857
Calmar ratio: 3.35

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

70.54%

Ann. 25.20% (Sharpe / Sortino numerator)

Volatility

18.45%

Sharpe ratio

1.169

VaR 95%

-1.92%

CVaR 95%: -2.74%
Max drawdown: -14.91%
Sortino ratio: 1.565
Calmar ratio: 1.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

113.20%

Ann. 34.47% (Sharpe / Sortino numerator)

Volatility

18.34%

Sharpe ratio

1.684

VaR 95%

-1.71%

CVaR 95%: -2.48%
Max drawdown: -14.91%
Sortino ratio: 2.506
Calmar ratio: 2.31

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.167%

Best day

5.209%

11/06/2026
Worst day

-7.462%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $82.19 $82.47 $81.75 $81.75 700
17/07/2026 $81.61 $81.80 $81.61 $81.80 500
16/07/2026 $82.65 $82.69 $82.00 $82.55 2,400
15/07/2026 $84.48 $84.73 $83.86 $84.73 2,100
14/07/2026 $84.97 $85.24 $84.75 $85.24 300
13/07/2026 $85.17 $85.17 $83.92 $83.92 800
10/07/2026 $87.88 $87.88 $87.85 $87.85 500
09/07/2026 $87.32 $87.32 $87.31 $87.31 300
08/07/2026 $85.00 $86.52 $85.00 $86.52 1,200
07/07/2026 $86.46 $86.46 $86.46 $86.46 300