- ISIN
- US62827M8626
- CUSIP
- 62827M862
- Issuer
- Empiric Funds
- Inception Date
- Nov 6, 1995
- Category
- Small Cap Growth Equities
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Growth
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
EMCAX Performance Chart
Empiric Fund (EMCAX) is up 14.0% since the beginning of the year. EMCAX is currently trading at $77 per share. Investors who bought $1,000 worth of EMCAX shares 5 years ago would now be looking at an investment worth $1,234.
Loading charts...
Compare this symbol against anything
Returns By Period
Empiric Fund (EMCAX) has returned 14.02% so far this year and 17.69% over the past 12 months. Over the last ten years, EMCAX has returned 10.71% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Empiric Fund
- 1D
- 1.16%
- 1M
- -0.73%
- 6M
- 12.46%
- YTD
- 14.02%
- 1Y
- 17.69%
- 3Y*
- 11.53%
- 5Y*
- 4.30%
- 10Y*
- 10.71%
- ALL TIME*
- 9.16%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
EMCAX Monthly Returns History
Based on dividend-adjusted daily data since Nov 6, 1995, EMCAX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2020 with a return of +15.0%, while the worst month was Aug 1998 at -22.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 6 months.
On a daily basis, EMCAX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -13.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.39% | 3.47% | -5.21% | 10.01% | 0.83% | 5.57% | -2.07% | 14.02% | |||||
| 2025 | 1.36% | -2.57% | -3.86% | 0.71% | 1.85% | 1.38% | 1.57% | 2.16% | 0.70% | 0.44% | 1.80% | -2.94% | 2.37% |
| 2024 | -1.56% | 5.79% | 3.04% | -5.46% | 2.99% | 1.67% | 4.66% | 1.15% | 1.28% | -2.77% | 9.65% | -6.22% | 13.89% |
| 2023 | 5.86% | -2.41% | -1.28% | -0.46% | -3.05% | 7.68% | 1.67% | -1.59% | -3.38% | -3.76% | 6.78% | 6.79% | 12.43% |
| 2022 | -9.80% | 0.73% | -0.52% | -9.63% | 0.28% | -7.53% | 10.36% | -4.73% | -6.44% | 10.58% | 5.10% | -3.06% | -16.06% |
| 2021 | 4.29% | 7.12% | 0.47% | 3.65% | -0.05% | 1.96% | -0.49% | 0.94% | -4.79% | 4.20% | -5.11% | 3.54% | 16.07% |
Benchmark Metrics
Empiric Fund has an annualized alpha of 2.36%, beta of 0.85, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since November 06, 1995.
- This fund generated an annualized alpha of 2.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.36%
- Beta
- 0.85
- R²
- 0.66
- Upside Capture
- 99.42%
- Downside Capture
- 96.44%
Expense Ratio
EMCAX has a high expense ratio of 1.96%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
EMCAX ranks 34 for risk / return — above 34% of mutual funds peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Empiric Fund (EMCAX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EMCAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 2.00 | -0.21 |
| Martin ratioReturn relative to average drawdown | 6.53 | 8.49 | -1.96 |
Dividends
Dividend History
Empiric Fund provided a 0.12% dividend yield over the last twelve months, with an annual payout of $0.09 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.09 | $0.09 | $0.08 | $0.00 | $0.00 | $0.31 | $3.95 |
Dividend yield | 0.12% | 0.13% | 0.13% | 0.00% | 0.00% | 0.51% | 7.46% |
Monthly Dividends
The table displays the monthly dividend distributions for Empiric Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.01 | $0.09 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.31 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Empiric Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Empiric Fund was 51.81%, occurring on Mar 9, 2009. Recovery took 1108 trading sessions.
The current Empiric Fund drawdown is 2.07%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-51.81%Mar 2009 | 1y 2mo | 4y 4mo | 5y 7moJan 2008 - Jul 2013 | Financial crisis2007–2009 |
-47.27%Oct 1998 | 5mo 6d | 4y 11mo | 5y 4moMay 1998 - Sep 2003 | — |
-42.79%Mar 2020 | 1y 6mo | 6mo 24d | 2y 22dSep 2018 - Oct 2020 | COVID crash2020 |
-32.94%Feb 2016 | 7mo 22d | 1y 5mo | 2y 1moJun 2015 - Jul 2017 | — |
-30.60%Jun 2022 | 7mo 10d | 2y 2mo | 2y 9moNov 2021 - Aug 2024 | Bear market2022 |
Drawdown Indicators
| EMCAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.81% | -56.78% | +4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.60% | -9.10% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -18.90% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -25.43% | -5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -42.79% | -33.92% | -8.87% |
Current DrawdownCurrent decline from peak | -2.07% | -1.58% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -13.21% | -10.70% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.14% | +0.23% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with EMCAX
Add Empiric Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with EMCAX