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EEMA vs. MATFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EEMAMATFX
YTD Return9.57%12.69%
1Y Return15.04%16.04%
3Y Return (Ann)-5.39%-10.31%
5Y Return (Ann)5.09%10.02%
10Y Return (Ann)4.06%7.23%
Sharpe Ratio0.960.99
Daily Std Dev15.91%16.61%
Max Drawdown-44.19%-77.90%
Current Drawdown-22.64%-40.86%

Correlation

-0.50.00.51.00.8

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.

Performance

EEMA vs. MATFX - Performance Comparison

In the year-to-date period, EEMA achieves a 9.57% return, which is significantly lower than MATFX's 12.69% return. Over the past 10 years, EEMA has underperformed MATFX with an annualized return of 4.06%, while MATFX has yielded a comparatively higher 7.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
65.28%
184.86%
EEMA
MATFX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI Emerging Markets Asia ETF

Matthews Asia Innovators Fund

EEMA vs. MATFX - Expense Ratio Comparison

EEMA has a 0.50% expense ratio, which is lower than MATFX's 1.18% expense ratio.


MATFX
Matthews Asia Innovators Fund
Expense ratio chart for MATFX: current value at 1.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.18%
Expense ratio chart for EEMA: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

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.


EEMA
Sharpe ratio
The chart of Sharpe ratio for EEMA, currently valued at 0.96, compared to the broader market0.002.004.006.000.96
Sortino ratio
The chart of Sortino ratio for EEMA, currently valued at 1.46, compared to the broader market0.005.0010.001.46
Omega ratio
The chart of Omega ratio for EEMA, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for EEMA, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.42
Martin ratio
The chart of Martin ratio for EEMA, currently valued at 2.39, compared to the broader market0.0020.0040.0060.0080.00100.002.39
MATFX
Sharpe ratio
The chart of Sharpe ratio for MATFX, currently valued at 0.99, compared to the broader market0.002.004.006.000.99
Sortino ratio
The chart of Sortino ratio for MATFX, currently valued at 1.51, compared to the broader market0.005.0010.001.51
Omega ratio
The chart of Omega ratio for MATFX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for MATFX, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.31
Martin ratio
The chart of Martin ratio for MATFX, currently valued at 2.57, compared to the broader market0.0020.0040.0060.0080.00100.002.57

EEMA vs. MATFX - Sharpe Ratio Comparison

The current EEMA Sharpe Ratio is 0.96, which roughly equals the MATFX Sharpe Ratio of 0.99. The chart below compares the 12-month rolling Sharpe Ratio of EEMA and MATFX.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2024FebruaryMarchAprilMay
0.96
0.99
EEMA
MATFX

Dividends

EEMA vs. MATFX - Dividend Comparison

EEMA's dividend yield for the trailing twelve months is around 2.05%, while MATFX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EEMA
iShares MSCI Emerging Markets Asia ETF
2.05%2.25%1.78%2.18%1.15%1.85%2.16%1.73%1.74%2.43%1.33%2.41%
MATFX
Matthews Asia Innovators Fund
0.00%0.00%26.55%22.99%1.67%0.29%2.63%8.44%0.00%15.24%1.06%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.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%December2024FebruaryMarchAprilMay
-22.64%
-40.86%
EEMA
MATFX

Volatility

EEMA vs. MATFX - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets Asia ETF (EEMA) is 4.36%, while Matthews Asia Innovators Fund (MATFX) has a volatility of 4.98%. This indicates that EEMA experiences smaller price fluctuations and is considered to be less risky than MATFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.36%
4.98%
EEMA
MATFX