AMEM.DE vs. EMRGX
Compare and contrast key facts about Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and Emerging Markets Growth Fund, Inc. (EMRGX).
AMEM.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Emerging Markets. It was launched on Nov 30, 2010. EMRGX is managed by T. Rowe Price. It was launched on May 29, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMEM.DE or EMRGX.
Key characteristics
| AMEM.DE | EMRGX | |
|---|---|---|
| YTD Return | 14.66% | 7.25% |
| 1Y Return | 19.01% | 13.01% |
| 3Y Return (Ann) | 0.85% | -6.26% |
| 5Y Return (Ann) | 3.63% | 1.91% |
| 10Y Return (Ann) | 4.82% | 2.99% |
| Sharpe Ratio | 1.35 | 1.13 |
| Sortino Ratio | 1.93 | 1.67 |
| Omega Ratio | 1.25 | 1.21 |
| Calmar Ratio | 0.85 | 0.48 |
| Martin Ratio | 6.77 | 4.56 |
| Ulcer Index | 2.75% | 3.41% |
| Daily Std Dev | 13.76% | 13.64% |
| Max Drawdown | -35.87% | -42.84% |
| Current Drawdown | -5.70% | -22.94% |
Correlation
The correlation between AMEM.DE and EMRGX is 0.78, 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.
Performance
AMEM.DE vs. EMRGX - Performance Comparison
In the year-to-date period, AMEM.DE achieves a 14.66% return, which is significantly higher than EMRGX's 7.25% return. Over the past 10 years, AMEM.DE has outperformed EMRGX with an annualized return of 4.82%, while EMRGX has yielded a comparatively lower 2.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AMEM.DE vs. EMRGX - Expense Ratio Comparison
AMEM.DE has a 0.20% expense ratio, which is lower than EMRGX's 0.76% expense ratio.
Risk-Adjusted Performance
AMEM.DE vs. EMRGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and Emerging Markets Growth Fund, Inc. (EMRGX). 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.
Dividends
AMEM.DE vs. EMRGX - Dividend Comparison
AMEM.DE has not paid dividends to shareholders, while EMRGX's dividend yield for the trailing twelve months is around 1.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMEM.DE Amundi MSCI Emerging Markets UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMRGX Emerging Markets Growth Fund, Inc. | 1.40% | 1.50% | 1.34% | 11.22% | 6.63% | 5.90% | 1.30% | 1.11% | 1.14% | 3.06% | 2.06% |
Drawdowns
AMEM.DE vs. EMRGX - Drawdown Comparison
The maximum AMEM.DE drawdown since its inception was -35.87%, smaller than the maximum EMRGX drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for AMEM.DE and EMRGX. For additional features, visit the drawdowns tool.
Volatility
AMEM.DE vs. EMRGX - Volatility Comparison
Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) has a higher volatility of 4.02% compared to Emerging Markets Growth Fund, Inc. (EMRGX) at 3.30%. This indicates that AMEM.DE's price experiences larger fluctuations and is considered to be riskier than EMRGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.