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EMQIX vs. EMKIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMQIX vs. EMKIX - Performance Comparison

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

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EMQIX vs. EMKIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMQIX
Ashmore Emerging Markets Active Equity Fund
-0.82%32.62%10.11%5.11%-24.36%-3.93%15.57%24.50%-13.19%38.29%
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%

Returns By Period

In the year-to-date period, EMQIX achieves a -0.82% return, which is significantly higher than EMKIX's -1.88% return.


EMQIX

1D
-0.41%
1M
-12.43%
YTD
-0.82%
6M
2.83%
1Y
26.95%
3Y*
13.04%
5Y*
1.23%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMQIX vs. EMKIX - Expense Ratio Comparison

Both EMQIX and EMKIX have an expense ratio of 1.02%.


Return for Risk

EMQIX vs. EMKIX — Risk / Return Rank

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

EMQIX
EMQIX Risk / Return Rank: 7676
Overall Rank
EMQIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EMQIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
EMQIX Omega Ratio Rank: 7575
Omega Ratio Rank
EMQIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
EMQIX Martin Ratio Rank: 7070
Martin Ratio Rank

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
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.

EMQIX vs. EMKIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Active Equity Fund (EMQIX) 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.


EMQIXEMKIXDifference

Sharpe ratio

Return per unit of total volatility

1.47

2.04

-0.57

Sortino ratio

Return per unit of downside risk

2.05

3.06

-1.01

Omega ratio

Gain probability vs. loss probability

1.29

1.45

-0.16

Calmar ratio

Return relative to maximum drawdown

1.74

2.46

-0.72

Martin ratio

Return relative to average drawdown

6.63

10.09

-3.46

EMQIX vs. EMKIX - Sharpe Ratio Comparison

The current EMQIX Sharpe Ratio is 1.47, which is comparable to the EMKIX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of EMQIX 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


EMQIXEMKIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

2.04

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.13

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

-0.14

+0.48

Correlation

The correlation between EMQIX and EMKIX 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

EMQIX vs. EMKIX - Dividend Comparison

EMQIX's dividend yield for the trailing twelve months is around 5.32%, less than EMKIX's 8.40% yield.


TTM2025202420232022202120202019201820172016
EMQIX
Ashmore Emerging Markets Active Equity Fund
5.32%5.27%2.49%1.73%0.69%35.77%0.73%1.31%11.37%9.50%0.08%
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%

Drawdowns

EMQIX vs. EMKIX - Drawdown Comparison

The maximum EMQIX drawdown since its inception was -42.93%, smaller than the maximum EMKIX drawdown of -47.14%. Use the drawdown chart below to compare losses from any high point for EMQIX and EMKIX.


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Drawdown Indicators


EMQIXEMKIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.93%

-47.14%

+4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-5.01%

-8.44%

Max Drawdown (5Y)

Largest decline over 5 years

-40.57%

-40.22%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

Current Drawdown

Current decline from peak

-13.45%

-21.42%

+7.97%

Average Drawdown

Average peak-to-trough decline

-16.01%

-21.11%

+5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

1.22%

+2.31%

Volatility

EMQIX vs. EMKIX - Volatility Comparison

Ashmore Emerging Markets Active Equity Fund (EMQIX) has a higher volatility of 7.21% compared to Ashmore Emerging Markets Total Return Fund (EMKIX) at 2.28%. This indicates that EMQIX'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


EMQIXEMKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

2.28%

+4.93%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

4.70%

+7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

6.19%

+11.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

7.54%

+10.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

8.22%

+11.17%