EFEIX vs. EMRSX
Compare and contrast key facts about Ashmore Emerging Markets Frontier Equity Fund (EFEIX) and JPMorgan Emerging Markets Research Enhanced Equity Fund (EMRSX).
EFEIX is managed by Ashmore. It was launched on Nov 3, 2013. EMRSX is managed by JPMorgan. It was launched on Dec 10, 2018.
Performance
EFEIX vs. EMRSX - Performance Comparison
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EFEIX vs. EMRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFEIX Ashmore Emerging Markets Frontier Equity Fund | -2.96% | 20.69% | 24.12% | 10.60% | -15.91% | 24.18% | -4.12% | 14.07% | -2.01% |
EMRSX JPMorgan Emerging Markets Research Enhanced Equity Fund | 4.19% | 35.27% | 6.43% | 8.91% | -21.42% | -3.38% | 18.56% | 21.40% | -1.64% |
Returns By Period
In the year-to-date period, EFEIX achieves a -2.96% return, which is significantly lower than EMRSX's 4.19% 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%
EMRSX
- 1D
- 2.92%
- 1M
- -8.95%
- YTD
- 4.19%
- 6M
- 8.39%
- 1Y
- 33.80%
- 3Y*
- 15.91%
- 5Y*
- 3.44%
- 10Y*
- —
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EFEIX vs. EMRSX - Expense Ratio Comparison
EFEIX has a 1.52% expense ratio, which is higher than EMRSX's 0.35% expense ratio.
Return for Risk
EFEIX vs. EMRSX — Risk / Return Rank
EFEIX
EMRSX
EFEIX vs. EMRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Frontier Equity Fund (EFEIX) and JPMorgan Emerging Markets Research Enhanced Equity Fund (EMRSX). 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 | EMRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.93 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.62 | 2.51 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.55 | -1.32 |
Martin ratioReturn relative to average drawdown | 4.25 | 10.15 | -5.90 |
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 | EMRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.93 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.21 | +0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.42 | -0.05 |
Correlation
The correlation between EFEIX and EMRSX is 0.54, 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. EMRSX - Dividend Comparison
EFEIX's dividend yield for the trailing twelve months is around 11.73%, more than EMRSX's 3.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EMRSX JPMorgan Emerging Markets Research Enhanced Equity Fund | 3.53% | 3.68% | 2.42% | 3.08% | 2.48% | 5.59% | 1.50% | 0.94% | 0.53% | 0.00% | 0.00% |
Drawdowns
EFEIX vs. EMRSX - Drawdown Comparison
The maximum EFEIX drawdown since its inception was -40.50%, roughly equal to the maximum EMRSX drawdown of -41.28%. Use the drawdown chart below to compare losses from any high point for EFEIX and EMRSX.
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Drawdown Indicators
| EFEIX | EMRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.50% | -41.28% | +0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -13.30% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -20.83% | -38.72% | +17.89% |
Max Drawdown (10Y)Largest decline over 10 years | -40.50% | — | — |
Current DrawdownCurrent decline from peak | -9.90% | -10.77% | +0.87% |
Average DrawdownAverage peak-to-trough decline | -12.38% | -15.60% | +3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.34% | +0.04% |
Volatility
EFEIX vs. EMRSX - Volatility Comparison
The current volatility for Ashmore Emerging Markets Frontier Equity Fund (EFEIX) is 6.55%, while JPMorgan Emerging Markets Research Enhanced Equity Fund (EMRSX) has a volatility of 9.35%. This indicates that EFEIX experiences smaller price fluctuations and is considered to be less risky than EMRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFEIX | EMRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 9.35% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 13.73% | -4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 17.97% | -5.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.72% | 16.85% | -7.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.94% | 19.07% | -8.13% |