AEMGX vs. ESCIX
Compare and contrast key facts about Acadian Emerging Markets Portfolio (AEMGX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX).
AEMGX is managed by Acadian Funds. It was launched on Jun 16, 1993. ESCIX is managed by Ashmore. It was launched on Oct 3, 2011.
Performance
AEMGX vs. ESCIX - Performance Comparison
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AEMGX vs. ESCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AEMGX Acadian Emerging Markets Portfolio | 0.40% | 27.51% | 13.91% | 22.67% | -20.09% | 6.96% | 10.35% | 18.01% | -18.67% | 37.64% |
ESCIX Ashmore Emerging Markets Small Cap Equity Fund | 8.91% | 26.07% | 3.55% | 19.64% | -24.45% | 11.93% | 43.41% | 15.24% | -22.01% | 28.57% |
Returns By Period
In the year-to-date period, AEMGX achieves a 0.40% return, which is significantly lower than ESCIX's 8.91% return. Over the past 10 years, AEMGX has underperformed ESCIX with an annualized return of 9.27%, while ESCIX has yielded a comparatively higher 9.84% annualized return.
AEMGX
- 1D
- -1.00%
- 1M
- -13.42%
- YTD
- 0.40%
- 6M
- 4.93%
- 1Y
- 26.51%
- 3Y*
- 18.77%
- 5Y*
- 7.50%
- 10Y*
- 9.27%
ESCIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 8.91%
- 6M
- 13.79%
- 1Y
- 41.15%
- 3Y*
- 16.77%
- 5Y*
- 5.75%
- 10Y*
- 9.84%
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AEMGX vs. ESCIX - Expense Ratio Comparison
AEMGX has a 1.49% expense ratio, which is lower than ESCIX's 1.52% expense ratio.
Return for Risk
AEMGX vs. ESCIX — Risk / Return Rank
AEMGX
ESCIX
AEMGX vs. ESCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acadian Emerging Markets Portfolio (AEMGX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX). 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.
| AEMGX | ESCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 2.59 | -1.12 |
Sortino ratioReturn per unit of downside risk | 1.94 | 3.42 | -1.48 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.53 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.47 | -0.79 |
Martin ratioReturn relative to average drawdown | 6.74 | 14.33 | -7.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AEMGX | ESCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 2.59 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.37 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.39 | -0.01 |
Correlation
The correlation between AEMGX and ESCIX is 0.76, 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
AEMGX vs. ESCIX - Dividend Comparison
AEMGX's dividend yield for the trailing twelve months is around 4.28%, more than ESCIX's 0.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEMGX Acadian Emerging Markets Portfolio | 4.28% | 4.30% | 3.38% | 3.85% | 7.27% | 3.15% | 1.29% | 1.79% | 1.83% | 1.30% | 2.01% | 1.27% |
ESCIX Ashmore Emerging Markets Small Cap Equity Fund | 0.42% | 0.91% | 0.00% | 0.56% | 0.60% | 0.00% | 0.00% | 0.13% | 0.11% | 1.66% | 1.16% | 0.00% |
Drawdowns
AEMGX vs. ESCIX - Drawdown Comparison
The maximum AEMGX drawdown since its inception was -70.30%, which is greater than ESCIX's maximum drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for AEMGX and ESCIX.
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Drawdown Indicators
| AEMGX | ESCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.30% | -48.76% | -21.54% |
Max Drawdown (1Y)Largest decline over 1 year | -14.19% | -12.84% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -34.24% | -36.59% | +2.35% |
Max Drawdown (10Y)Largest decline over 10 years | -41.36% | -48.76% | +7.40% |
Current DrawdownCurrent decline from peak | -14.19% | -0.74% | -13.45% |
Average DrawdownAverage peak-to-trough decline | -19.20% | -13.45% | -5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 2.49% | +1.05% |
Volatility
AEMGX vs. ESCIX - Volatility Comparison
Acadian Emerging Markets Portfolio (AEMGX) has a higher volatility of 8.47% compared to Ashmore Emerging Markets Small Cap Equity Fund (ESCIX) at 0.00%. This indicates that AEMGX's price experiences larger fluctuations and is considered to be riskier than ESCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEMGX | ESCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.47% | 0.00% | +8.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.41% | 8.91% | +4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.81% | 15.75% | +2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 15.86% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 17.64% | -0.90% |