EEMA vs. MATFX
Compare and contrast key facts about iShares MSCI Emerging Markets Asia ETF (EEMA) and Matthews Asia Innovators Fund (MATFX).
EEMA is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Asia Index. It was launched on Feb 8, 2012. MATFX is managed by Matthews Asia Funds. It was launched on Dec 26, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEMA or MATFX.
Performance
EEMA vs. MATFX - Performance Comparison
Returns By Period
In the year-to-date period, EEMA achieves a 12.55% return, which is significantly lower than MATFX's 18.54% return. Over the past 10 years, EEMA has outperformed MATFX with an annualized return of 4.19%, while MATFX has yielded a comparatively lower -0.55% annualized return.
EEMA
12.55%
-5.91%
1.63%
17.05%
3.85%
4.19%
MATFX
18.54%
-2.37%
3.62%
22.06%
-0.96%
-0.55%
Key characteristics
| EEMA | MATFX | |
|---|---|---|
| Sharpe Ratio | 0.96 | 1.26 |
| Sortino Ratio | 1.45 | 1.84 |
| Omega Ratio | 1.18 | 1.22 |
| Calmar Ratio | 0.50 | 0.33 |
| Martin Ratio | 4.58 | 5.88 |
| Ulcer Index | 3.71% | 3.79% |
| Daily Std Dev | 17.84% | 17.73% |
| Max Drawdown | -44.19% | -77.90% |
| Current Drawdown | -20.54% | -59.63% |
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EEMA vs. MATFX - Expense Ratio Comparison
EEMA has a 0.50% expense ratio, which is lower than MATFX's 1.18% expense ratio.
Correlation
The correlation between EEMA and MATFX is 0.79, 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.
Risk-Adjusted Performance
EEMA vs. MATFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Asia ETF (EEMA) and Matthews Asia Innovators Fund (MATFX). 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
EEMA vs. MATFX - Dividend Comparison
EEMA's dividend yield for the trailing twelve months is around 1.92%, while MATFX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMA iShares MSCI Emerging Markets Asia ETF | 1.92% | 2.25% | 1.78% | 2.19% | 1.15% | 1.86% | 2.17% | 1.73% | 1.74% | 2.44% | 1.33% | 2.42% |
MATFX Matthews Asia Innovators Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.36% | 1.68% | 0.00% | 0.00% | 0.44% | 0.06% |
Drawdowns
EEMA vs. MATFX - Drawdown Comparison
The maximum EEMA drawdown since its inception was -44.19%, smaller than the maximum MATFX drawdown of -77.90%. Use the drawdown chart below to compare losses from any high point for EEMA and MATFX. For additional features, visit the drawdowns tool.
Volatility
EEMA vs. MATFX - Volatility Comparison
iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 5.74% compared to Matthews Asia Innovators Fund (MATFX) at 5.15%. This indicates that EEMA's price experiences larger fluctuations and is considered to be riskier than MATFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.