PortfoliosLab logo
EMRGX vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EMRGX and ^NDX is -0.34. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

EMRGX vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerging Markets Growth Fund, Inc. (EMRGX) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

EMRGX:

3.08%

^NDX:

25.49%

Max Drawdown

EMRGX:

-0.55%

^NDX:

-82.90%

Current Drawdown

EMRGX:

-0.55%

^NDX:

-6.61%

Returns By Period


EMRGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^NDX

YTD

-1.44%

1M

10.80%

6M

-1.93%

1Y

14.03%

5Y*

17.91%

10Y*

16.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EMRGX vs. ^NDX — Risk-Adjusted Performance Rank

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

EMRGX
The Risk-Adjusted Performance Rank of EMRGX is 4949
Overall Rank
The Sharpe Ratio Rank of EMRGX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of EMRGX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of EMRGX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of EMRGX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of EMRGX is 4747
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6868
Overall Rank
The Sharpe Ratio Rank of ^NDX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EMRGX vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Growth Fund, Inc. (EMRGX) and NASDAQ 100 (^NDX). 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.



Loading data...

Drawdowns

EMRGX vs. ^NDX - Drawdown Comparison

The maximum EMRGX drawdown since its inception was -0.55%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for EMRGX and ^NDX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

EMRGX vs. ^NDX - Volatility Comparison


Loading data...