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ELBIX vs. EMKIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ELBIX vs. EMKIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashmore Emerging Markets Local Currency Bond Fund (ELBIX) and Ashmore Emerging Markets Total Return Fund (EMKIX). The values are adjusted to include any dividend payments, if applicable.

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ELBIX vs. EMKIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELBIX
Ashmore Emerging Markets Local Currency Bond Fund
-2.70%19.17%-4.30%14.03%-10.00%-9.55%2.65%12.11%-7.02%13.54%
EMKIX
Ashmore Emerging Markets Total Return Fund
-1.50%18.51%1.06%11.08%-22.93%-11.27%2.19%9.73%-5.31%10.29%

Returns By Period

In the year-to-date period, ELBIX achieves a -2.70% return, which is significantly lower than EMKIX's -1.50% return. Over the past 10 years, ELBIX has outperformed EMKIX with an annualized return of 2.07%, while EMKIX has yielded a comparatively lower 0.80% annualized return.


ELBIX

1D
0.59%
1M
-4.99%
YTD
-2.70%
6M
0.39%
1Y
11.13%
3Y*
6.37%
5Y*
2.44%
10Y*
2.07%

EMKIX

1D
0.39%
1M
-3.39%
YTD
-1.50%
6M
2.45%
1Y
12.21%
3Y*
8.52%
5Y*
-0.95%
10Y*
0.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ELBIX vs. EMKIX - Expense Ratio Comparison

ELBIX has a 0.97% expense ratio, which is lower than EMKIX's 1.02% expense ratio.


Return for Risk

ELBIX vs. EMKIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ELBIX
ELBIX Risk / Return Rank: 7474
Overall Rank
ELBIX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ELBIX Sortino Ratio Rank: 8585
Sortino Ratio Rank
ELBIX Omega Ratio Rank: 8080
Omega Ratio Rank
ELBIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
ELBIX Martin Ratio Rank: 6363
Martin Ratio Rank

EMKIX
EMKIX Risk / Return Rank: 9191
Overall Rank
EMKIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMKIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMKIX Omega Ratio Rank: 9292
Omega Ratio Rank
EMKIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMKIX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ELBIX vs. EMKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Local Currency Bond Fund (ELBIX) and Ashmore Emerging Markets Total Return Fund (EMKIX). 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.


ELBIXEMKIXDifference

Sharpe ratio

Return per unit of total volatility

1.78

2.02

-0.24

Sortino ratio

Return per unit of downside risk

2.42

3.04

-0.61

Omega ratio

Gain probability vs. loss probability

1.34

1.45

-0.11

Calmar ratio

Return relative to maximum drawdown

1.65

2.59

-0.94

Martin ratio

Return relative to average drawdown

7.16

10.34

-3.18

ELBIX vs. EMKIX - Sharpe Ratio Comparison

The current ELBIX Sharpe Ratio is 1.78, which is comparable to the EMKIX Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ELBIX and EMKIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ELBIXEMKIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

2.02

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.13

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.10

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.14

+0.04

Correlation

The correlation between ELBIX and EMKIX is 0.80, 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.


Dividends

ELBIX vs. EMKIX - Dividend Comparison

ELBIX's dividend yield for the trailing twelve months is around 5.99%, less than EMKIX's 8.37% yield.


TTM202520242023202220212020201920182017
ELBIX
Ashmore Emerging Markets Local Currency Bond Fund
5.99%8.01%4.10%4.23%1.39%0.00%1.20%0.65%2.54%1.96%
EMKIX
Ashmore Emerging Markets Total Return Fund
8.37%6.42%5.17%5.18%3.78%3.99%4.23%5.45%4.89%4.58%

Drawdowns

ELBIX vs. EMKIX - Drawdown Comparison

The maximum ELBIX drawdown since its inception was -42.77%, smaller than the maximum EMKIX drawdown of -47.14%. Use the drawdown chart below to compare losses from any high point for ELBIX and EMKIX.


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Drawdown Indicators


ELBIXEMKIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.77%

-47.14%

+4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.96%

-5.01%

-1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-40.22%

+15.41%

Max Drawdown (10Y)

Largest decline over 10 years

-26.97%

-40.22%

+13.25%

Current Drawdown

Current decline from peak

-19.67%

-21.12%

+1.45%

Average Drawdown

Average peak-to-trough decline

-25.60%

-21.11%

-4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

1.26%

+0.34%

Volatility

ELBIX vs. EMKIX - Volatility Comparison

Ashmore Emerging Markets Local Currency Bond Fund (ELBIX) has a higher volatility of 3.38% compared to Ashmore Emerging Markets Total Return Fund (EMKIX) at 2.23%. This indicates that ELBIX's price experiences larger fluctuations and is considered to be riskier than EMKIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELBIXEMKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

2.23%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.81%

4.71%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

6.40%

6.19%

+0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.64%

7.54%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.05%

8.22%

+0.83%