EFEIX vs. EAEMX
Compare and contrast key facts about Ashmore Emerging Markets Frontier Equity Fund (EFEIX) and Parametric Emerging Markets Fund (EAEMX).
EFEIX is managed by Ashmore. It was launched on Nov 3, 2013. EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006.
Performance
EFEIX vs. EAEMX - Performance Comparison
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EFEIX vs. EAEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFEIX Ashmore Emerging Markets Frontier Equity Fund | -2.96% | 20.69% | 24.12% | 10.60% | -15.91% | 24.18% | -4.12% | 14.07% | -18.04% | 19.28% |
EAEMX Parametric Emerging Markets Fund | 2.89% | 27.16% | 5.39% | 9.46% | -11.27% | 4.19% | 2.65% | 12.32% | -14.02% | 27.03% |
Returns By Period
In the year-to-date period, EFEIX achieves a -2.96% return, which is significantly lower than EAEMX's 2.89% return. Over the past 10 years, EFEIX has outperformed EAEMX with an annualized return of 6.92%, while EAEMX has yielded a comparatively lower 6.23% annualized return.
EFEIX
- 1D
- 1.94%
- 1M
- -7.22%
- YTD
- -2.96%
- 6M
- 0.21%
- 1Y
- 14.37%
- 3Y*
- 16.74%
- 5Y*
- 9.79%
- 10Y*
- 6.92%
EAEMX
- 1D
- 1.89%
- 1M
- -6.17%
- YTD
- 2.89%
- 6M
- 6.54%
- 1Y
- 26.50%
- 3Y*
- 13.51%
- 5Y*
- 6.33%
- 10Y*
- 6.23%
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EFEIX vs. EAEMX - Expense Ratio Comparison
EFEIX has a 1.52% expense ratio, which is lower than EAEMX's 1.58% expense ratio.
Return for Risk
EFEIX vs. EAEMX — Risk / Return Rank
EFEIX
EAEMX
EFEIX vs. EAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Frontier Equity Fund (EFEIX) and Parametric Emerging Markets Fund (EAEMX). 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.
| EFEIX | EAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 2.25 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.62 | 2.86 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.46 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.68 | -1.45 |
Martin ratioReturn relative to average drawdown | 4.25 | 10.25 | -6.00 |
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
| EFEIX | EAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 2.25 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.56 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.47 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.28 | +0.09 |
Correlation
The correlation between EFEIX and EAEMX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EFEIX vs. EAEMX - Dividend Comparison
EFEIX's dividend yield for the trailing twelve months is around 11.73%, more than EAEMX's 2.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFEIX Ashmore Emerging Markets Frontier Equity Fund | 11.73% | 11.69% | 2.15% | 2.26% | 0.17% | 1.61% | 0.96% | 1.63% | 1.44% | 0.88% | 0.38% | 0.00% |
EAEMX Parametric Emerging Markets Fund | 2.75% | 2.83% | 3.00% | 2.71% | 4.40% | 1.64% | 1.08% | 2.48% | 2.14% | 2.31% | 1.52% | 1.68% |
Drawdowns
EFEIX vs. EAEMX - Drawdown Comparison
The maximum EFEIX drawdown since its inception was -40.50%, smaller than the maximum EAEMX drawdown of -62.70%. Use the drawdown chart below to compare losses from any high point for EFEIX and EAEMX.
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Drawdown Indicators
| EFEIX | EAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.50% | -62.70% | +22.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -9.90% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -20.83% | -25.43% | +4.60% |
Max Drawdown (10Y)Largest decline over 10 years | -40.50% | -44.16% | +3.66% |
Current DrawdownCurrent decline from peak | -9.90% | -8.20% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -12.38% | -13.58% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.59% | +0.79% |
Volatility
EFEIX vs. EAEMX - Volatility Comparison
Ashmore Emerging Markets Frontier Equity Fund (EFEIX) has a higher volatility of 6.55% compared to Parametric Emerging Markets Fund (EAEMX) at 5.94%. This indicates that EFEIX's price experiences larger fluctuations and is considered to be riskier than EAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFEIX | EAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 5.94% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 8.80% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 12.17% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.72% | 11.42% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.94% | 13.38% | -2.44% |