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Issuer
Matthews
Inception Date
Apr 29, 2020
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MEGMX Performance Chart

Matthews Emerging Markets Equity Fund (MEGMX) is up 38.1% since the beginning of the year. MEGMX is currently trading at $23 per share. Investors who bought $1,000 worth of MEGMX shares 5 years ago would now be looking at an investment worth $1,561.


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S&P 500 Index

Returns By Period

Matthews Emerging Markets Equity Fund (MEGMX) has returned 38.07% so far this year and 62.23% over the past 12 months.


Matthews Emerging Markets Equity Fund

1D
3.62%
1M
9.27%
YTD
38.07%
6M
40.65%
1Y
62.23%
3Y*
25.71%
5Y*
9.31%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEGMX Monthly Returns History

Based on dividend-adjusted daily data since Apr 30, 2020, MEGMX's average daily return is +0.07%, while the average monthly return is +1.47%. At this rate, an investment would double in approximately 4.0 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2026 with a return of +16.5%, while the worst month was Mar 2026 at -11.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MEGMX closed higher 53% of trading days. The best single day was Apr 8, 2026 with a return of +5.6%, while the worst single day was Jun 5, 2026 at -7.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.85%6.39%-11.17%16.49%11.05%3.76%38.07%
20253.45%-1.18%-0.52%0.08%5.19%6.15%1.08%2.40%6.97%3.16%-2.12%1.84%29.37%
2024-4.64%5.48%3.52%-0.73%0.90%3.56%-0.86%2.68%7.75%-2.49%-1.53%-2.32%11.11%
20238.08%-5.23%0.96%-0.52%-1.48%4.61%4.32%-5.03%-3.85%-4.80%7.94%4.52%8.46%
2022-1.32%-7.84%-2.61%-6.69%0.00%-8.86%3.15%-0.00%-8.89%2.17%13.31%-3.51%-20.94%
20210.51%2.84%-1.78%1.63%3.51%2.38%-6.15%1.05%-3.43%2.53%-5.62%1.25%-1.90%

Benchmark Metrics

Matthews Emerging Markets Equity Fund has an annualized alpha of 5.78%, beta of 0.73, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since April 30, 2020.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.77%) than losses (82.21%) - typical of diversified or defensive assets.
  • R2 of 0.46 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
5.78%
Beta
0.73
0.46
Upside Capture
89.77%
Downside Capture
82.21%

Expense Ratio

MEGMX has a high expense ratio of 1.08%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MEGMX ranks 87 for risk / return — in the top 87% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


MEGMX Risk / Return Rank: 8787
Overall Rank
MEGMX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MEGMX Sortino Ratio Rank: 8282
Sortino Ratio Rank
MEGMX Omega Ratio Rank: 8686
Omega Ratio Rank
MEGMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
MEGMX Martin Ratio Rank: 8888
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Matthews Emerging Markets Equity Fund (MEGMX) 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.


MEGMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.55

1.37

+0.18

Calmar ratioReturn relative to maximum drawdown

4.20

2.78

+1.42

Martin ratioReturn relative to average drawdown

15.64

12.44

+3.20

Dividends

Dividend History

Matthews Emerging Markets Equity Fund provided a 2.15% dividend yield over the last twelve months, with an annual payout of $0.49 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.49$0.49$0.12$0.22$0.20$1.11$0.36

Dividend yield

2.15%2.97%0.92%1.82%1.81%7.76%2.26%

Monthly Dividends

The table displays the monthly dividend distributions for Matthews Emerging Markets Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.00$0.49$0.49
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.11$1.11

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 Matthews Emerging Markets Equity 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 Matthews Emerging Markets Equity Fund was 37.64%, occurring on Sep 29, 2022. Recovery took 735 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-37.64%Sep 2022
1y 7mo2y 11mo
4y 6moFeb 2021 - Sep 2025
2026 correction2026
-15.34%Mar 2026
1mo 2d23d
1mo 25dFeb 2026 - Apr 2026
2026 correction2026
-10.43%Jun 2026
7d8d
15dJun 2026 - Jun 2026
2026 pullback2026
-6.53%May 2026
7d7d
14dMay 2026 - May 2026
2021 pullback2021
-6.22%Jan 2021
8d7d
15dJan 2021 - Feb 2021

Drawdown Indicators


MEGMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.64%

-56.78%

+19.14%

Max Drawdown (1Y)

Largest decline over 1 year

-15.34%

-9.10%

-6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.39%

-18.90%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-37.03%

-25.43%

-11.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-14.49%

-10.71%

-3.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

2.03%

+2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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