PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EMRGX vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EMRGX and ^NDX is 0.60, 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.


-0.50.00.51.00.6

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.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.43%
12.40%
EMRGX
^NDX

Key characteristics

Sharpe Ratio

EMRGX:

0.86

^NDX:

1.33

Sortino Ratio

EMRGX:

1.28

^NDX:

1.81

Omega Ratio

EMRGX:

1.16

^NDX:

1.24

Calmar Ratio

EMRGX:

0.30

^NDX:

1.80

Martin Ratio

EMRGX:

2.23

^NDX:

6.17

Ulcer Index

EMRGX:

5.06%

^NDX:

3.97%

Daily Std Dev

EMRGX:

13.17%

^NDX:

18.51%

Max Drawdown

EMRGX:

-48.09%

^NDX:

-82.90%

Current Drawdown

EMRGX:

-29.03%

^NDX:

0.00%

Returns By Period

In the year-to-date period, EMRGX achieves a 5.98% return, which is significantly higher than ^NDX's 5.48% return. Over the past 10 years, EMRGX has underperformed ^NDX with an annualized return of 1.61%, while ^NDX has yielded a comparatively higher 17.49% annualized return.


EMRGX

YTD

5.98%

1M

5.82%

6M

3.43%

1Y

9.90%

5Y*

-1.84%

10Y*

1.61%

^NDX

YTD

5.48%

1M

3.37%

6M

12.40%

1Y

25.32%

5Y*

18.23%

10Y*

17.49%

*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 3131
Overall Rank
The Sharpe Ratio Rank of EMRGX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of EMRGX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of EMRGX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of EMRGX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of EMRGX is 2828
Martin Ratio Rank

^NDX
The Risk-Adjusted Performance Rank of ^NDX is 5959
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6262
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.


Sharpe ratio
The chart of Sharpe ratio for EMRGX, currently valued at 0.86, compared to the broader market-1.000.001.002.003.004.000.861.33
The chart of Sortino ratio for EMRGX, currently valued at 1.28, compared to the broader market0.002.004.006.008.0010.0012.001.281.81
The chart of Omega ratio for EMRGX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.24
The chart of Calmar ratio for EMRGX, currently valued at 0.30, compared to the broader market0.005.0010.0015.0020.000.301.80
The chart of Martin ratio for EMRGX, currently valued at 2.23, compared to the broader market0.0020.0040.0060.0080.002.236.17
EMRGX
^NDX

The current EMRGX Sharpe Ratio is 0.86, which is lower than the ^NDX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of EMRGX and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.86
1.33
EMRGX
^NDX

Drawdowns

EMRGX vs. ^NDX - Drawdown Comparison

The maximum EMRGX drawdown since its inception was -48.09%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-29.03%
0
EMRGX
^NDX

Volatility

EMRGX vs. ^NDX - Volatility Comparison

The current volatility for Emerging Markets Growth Fund, Inc. (EMRGX) is 3.06%, while NASDAQ 100 (^NDX) has a volatility of 5.04%. This indicates that EMRGX experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
3.06%
5.04%
EMRGX
^NDX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab