EMKIX vs. GMCDX
Compare and contrast key facts about Ashmore Emerging Markets Total Return Fund (EMKIX) and GMO Emerging Country Debt Fund (GMCDX).
EMKIX is managed by Ashmore. It was launched on Dec 7, 2010. GMCDX is managed by GMO. It was launched on Apr 18, 1994.
Performance
EMKIX vs. GMCDX - Performance Comparison
Loading graphics...
EMKIX vs. GMCDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GMCDX GMO Emerging Country Debt Fund | 2.31% | 22.34% | 13.39% | 17.63% | -16.30% | 6.56% | 7.25% | 14.28% | -5.89% | 12.49% |
Returns By Period
In the year-to-date period, EMKIX achieves a -1.50% return, which is significantly lower than GMCDX's 2.31% return. Over the past 10 years, EMKIX has underperformed GMCDX with an annualized return of 0.80%, while GMCDX has yielded a comparatively higher 7.62% annualized return.
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%
GMCDX
- 1D
- 0.30%
- 1M
- -2.54%
- YTD
- 2.31%
- 6M
- 8.44%
- 1Y
- 20.37%
- 3Y*
- 17.91%
- 5Y*
- 9.25%
- 10Y*
- 7.62%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EMKIX vs. GMCDX - Expense Ratio Comparison
EMKIX has a 1.02% expense ratio, which is higher than GMCDX's 0.53% expense ratio.
Return for Risk
EMKIX vs. GMCDX — Risk / Return Rank
EMKIX
GMCDX
EMKIX vs. GMCDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Total Return Fund (EMKIX) and GMO Emerging Country Debt Fund (GMCDX). 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.
| EMKIX | GMCDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 3.12 | -1.10 |
Sortino ratioReturn per unit of downside risk | 3.04 | 4.54 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.76 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 3.55 | -0.96 |
Martin ratioReturn relative to average drawdown | 10.34 | 17.85 | -7.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EMKIX | GMCDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 3.12 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.83 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.82 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.30 | -0.44 |
Correlation
The correlation between EMKIX and GMCDX is 0.75, 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
EMKIX vs. GMCDX - Dividend Comparison
EMKIX's dividend yield for the trailing twelve months is around 8.37%, more than GMCDX's 6.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
GMCDX GMO Emerging Country Debt Fund | 6.13% | 6.27% | 6.88% | 10.26% | 13.73% | 17.75% | 9.66% | 6.60% | 7.76% | 7.06% | 6.00% | 2.50% |
Drawdowns
EMKIX vs. GMCDX - Drawdown Comparison
The maximum EMKIX drawdown since its inception was -47.14%, smaller than the maximum GMCDX drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for EMKIX and GMCDX.
Loading graphics...
Drawdown Indicators
| EMKIX | GMCDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.14% | -68.24% | +21.10% |
Max Drawdown (1Y)Largest decline over 1 year | -5.01% | -5.69% | +0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -40.22% | -26.02% | -14.20% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -26.02% | -14.20% |
Current DrawdownCurrent decline from peak | -21.12% | -3.56% | -17.56% |
Average DrawdownAverage peak-to-trough decline | -21.11% | -17.75% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.26% | 1.14% | +0.12% |
Volatility
EMKIX vs. GMCDX - Volatility Comparison
Ashmore Emerging Markets Total Return Fund (EMKIX) and GMO Emerging Country Debt Fund (GMCDX) have volatilities of 2.23% and 2.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EMKIX | GMCDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | 2.27% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.71% | 3.92% | +0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.19% | 6.72% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.54% | 11.16% | -3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.22% | 9.31% | -1.09% |