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EMKIX vs. ESCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMKIX vs. ESCIX - Performance Comparison

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

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EMKIX vs. ESCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMKIX
Ashmore Emerging Markets Total Return Fund
-1.88%18.51%1.06%11.08%-22.93%-11.27%2.19%9.73%-5.31%10.29%
ESCIX
Ashmore Emerging Markets Small Cap Equity Fund
8.91%26.07%3.55%19.64%-24.45%11.93%43.41%15.24%-22.01%28.57%

Returns By Period

In the year-to-date period, EMKIX achieves a -1.88% return, which is significantly lower than ESCIX's 8.91% return. Over the past 10 years, EMKIX has underperformed ESCIX with an annualized return of 0.76%, while ESCIX has yielded a comparatively higher 9.84% annualized return.


EMKIX

1D
-0.39%
1M
-4.66%
YTD
-1.88%
6M
2.25%
1Y
11.99%
3Y*
8.38%
5Y*
-0.97%
10Y*
0.76%

ESCIX

1D
0.00%
1M
0.00%
YTD
8.91%
6M
13.79%
1Y
41.15%
3Y*
16.77%
5Y*
5.75%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMKIX vs. ESCIX - Expense Ratio Comparison

EMKIX has a 1.02% expense ratio, which is lower than ESCIX's 1.52% expense ratio.


Return for Risk

EMKIX vs. ESCIX — Risk / Return Rank

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

EMKIX
EMKIX Risk / Return Rank: 9292
Overall Rank
EMKIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMKIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMKIX Omega Ratio Rank: 9393
Omega Ratio Rank
EMKIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EMKIX Martin Ratio Rank: 9090
Martin Ratio Rank

ESCIX
ESCIX Risk / Return Rank: 9595
Overall Rank
ESCIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ESCIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
ESCIX Omega Ratio Rank: 9595
Omega Ratio Rank
ESCIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
ESCIX Martin Ratio Rank: 9696
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.

EMKIX vs. ESCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Total Return Fund (EMKIX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX). 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.


EMKIXESCIXDifference

Sharpe ratio

Return per unit of total volatility

2.04

2.59

-0.55

Sortino ratio

Return per unit of downside risk

3.06

3.42

-0.36

Omega ratio

Gain probability vs. loss probability

1.45

1.53

-0.07

Calmar ratio

Return relative to maximum drawdown

2.46

2.47

-0.01

Martin ratio

Return relative to average drawdown

10.09

14.33

-4.24

EMKIX vs. ESCIX - Sharpe Ratio Comparison

The current EMKIX Sharpe Ratio is 2.04, which is comparable to the ESCIX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of EMKIX and ESCIX, 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


EMKIXESCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.59

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.37

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.56

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

0.39

-0.53

Correlation

The correlation between EMKIX and ESCIX is 0.50, 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

EMKIX vs. ESCIX - Dividend Comparison

EMKIX's dividend yield for the trailing twelve months is around 8.40%, more than ESCIX's 0.42% yield.


TTM2025202420232022202120202019201820172016
EMKIX
Ashmore Emerging Markets Total Return Fund
8.40%6.42%5.17%5.18%3.78%3.99%4.23%5.45%4.89%4.58%0.00%
ESCIX
Ashmore Emerging Markets Small Cap Equity Fund
0.42%0.91%0.00%0.56%0.60%0.00%0.00%0.13%0.11%1.66%1.16%

Drawdowns

EMKIX vs. ESCIX - Drawdown Comparison

The maximum EMKIX drawdown since its inception was -47.14%, roughly equal to the maximum ESCIX drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for EMKIX and ESCIX.


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Drawdown Indicators


EMKIXESCIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.14%

-48.76%

+1.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-12.84%

+7.83%

Max Drawdown (5Y)

Largest decline over 5 years

-40.22%

-36.59%

-3.63%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

-48.76%

+8.54%

Current Drawdown

Current decline from peak

-21.42%

-0.74%

-20.68%

Average Drawdown

Average peak-to-trough decline

-21.11%

-13.45%

-7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

2.49%

-1.27%

Volatility

EMKIX vs. ESCIX - Volatility Comparison

Ashmore Emerging Markets Total Return Fund (EMKIX) has a higher volatility of 2.28% compared to Ashmore Emerging Markets Small Cap Equity Fund (ESCIX) at 0.00%. This indicates that EMKIX's price experiences larger fluctuations and is considered to be riskier than ESCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMKIXESCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.28%

0.00%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.70%

8.91%

-4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

15.75%

-9.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.54%

15.86%

-8.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.22%

17.64%

-9.42%