- Inception Date
- Mar 19, 1997
- Category
- Emerging Markets Diversified
- Min. Investment
- $500,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
EMSQX Performance Chart
Shelton Emerging Markets Fund (EMSQX) is up 22.7% since the beginning of the year. EMSQX is currently trading at $23 per share. Investors who bought $1,000 worth of EMSQX shares 5 years ago would now be looking at an investment worth $1,650.
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Returns By Period
Shelton Emerging Markets Fund (EMSQX) has returned 22.69% so far this year and 50.61% over the past 12 months.
Shelton Emerging Markets Fund
- 1D
- 1.73%
- 1M
- 7.71%
- YTD
- 22.69%
- 6M
- 25.78%
- 1Y
- 50.61%
- 3Y*
- 20.87%
- 5Y*
- 10.54%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
EMSQX Monthly Returns History
Based on dividend-adjusted daily data since Jun 30, 2020, EMSQX's average daily return is +0.07%, while the average monthly return is +1.37%. At this rate, an investment would double in approximately 4.2 years.
Historically, 63% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +15.0%, while the worst month was Mar 2026 at -10.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EMSQX closed higher 52% of trading days. The best single day was Apr 8, 2026 with a return of +5.7%, while the worst single day was Apr 4, 2025 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.41% | 6.31% | -10.74% | 9.77% | 5.83% | 1.73% | 22.69% | ||||||
| 2025 | 1.31% | 1.06% | -0.12% | 1.28% | 5.46% | 3.98% | 2.67% | 3.01% | 6.98% | 2.27% | -2.22% | 3.50% | 32.98% |
| 2024 | -4.62% | 6.16% | 0.85% | -1.28% | 0.06% | 2.77% | -2.15% | 1.46% | 5.38% | -3.73% | -1.39% | 0.49% | 3.45% |
| 2023 | 10.26% | -5.19% | 5.14% | -1.47% | -0.83% | 4.56% | 5.10% | -5.41% | -2.57% | -3.57% | 6.49% | 3.33% | 15.43% |
| 2022 | -0.30% | -2.53% | 0.10% | -8.02% | 1.69% | -8.91% | 1.15% | -0.90% | -8.73% | 1.59% | 15.03% | -3.32% | -14.33% |
| 2021 | 0.10% | 1.69% | -1.81% | 2.24% | -1.12% | 1.48% | -2.67% | 3.89% | -4.32% | 0.55% | -2.84% | 3.98% | 0.77% |
Benchmark Metrics
Shelton Emerging Markets Fund has an annualized alpha of 7.31%, beta of 0.57, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since July 01, 2020.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (75.40%) than losses (65.69%) - typical of diversified or defensive assets.
- Beta of 0.57 may look defensive, but with R2 of 0.32 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.32 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 7.31%
- Beta
- 0.57
- R²
- 0.32
- Upside Capture
- 75.40%
- Downside Capture
- 65.69%
Expense Ratio
EMSQX has a high expense ratio of 1.77%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
EMSQX ranks 77 for risk / return — better than 77% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Shelton Emerging Markets Fund (EMSQX) and compare them to S&P 500 Index.
| EMSQX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.76 | 2.39 | +0.37 |
Sortino ratioReturn per unit of downside risk | 3.60 | 3.25 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.49 | 1.43 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.65 | 3.11 | +0.53 |
Martin ratioReturn relative to average drawdown | 13.81 | 14.38 | -0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Shelton Emerging Markets Fund provided a 13.33% dividend yield over the last twelve months, with an annual payout of $3.13 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $3.13 | $3.13 | $1.32 | $1.76 | $0.26 | $0.38 | $0.04 |
Dividend yield | 13.33% | 16.36% | 7.85% | 10.06% | 1.52% | 1.94% | 0.18% |
Monthly Dividends
The table displays the monthly dividend distributions for Shelton Emerging Markets 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.76 | $0.37 | $3.13 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.70 | $1.32 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.54 | $0.22 | $1.76 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Shelton Emerging Markets 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 Shelton Emerging Markets Fund was 29.96%, occurring on Oct 14, 2022. Recovery took 489 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -29.96%Oct 2022 | 1y 7mo | 1y 11mo | 3y 7moFeb 2021 - Sep 2024 |
2025 selloff2025 | -14.66%Apr 2025 | 6mo 2d | 1mo 4d | 7mo 6dOct 2024 - May 2025 |
2026 correction2026 | -13.60%Mar 2026 | 1mo 1d | 1mo 7d | 2mo 8dFeb 2026 - May 2026 |
2021 pullback2021 | -6.20%Jan 2021 | 7d | 10d | 17dJan 2021 - Feb 2021 |
2020 pullback2020 | -6.20%Sep 2020 | 1mo 5d | 27d | 2mo 2dAug 2020 - Oct 2020 |
Drawdown Indicators
| EMSQX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.96% | -56.78% | +26.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.60% | -9.10% | -4.50% |
Max Drawdown (3Y)Largest decline over 3 years | -14.66% | -18.90% | +4.24% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -25.43% | -1.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -10.72% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 1.97% | +1.62% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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