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EMSQX vs. EAEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EMSQX vs. EAEMX

Last updated Apr 2, 2026

Compare and contrast key facts about Shelton Emerging Markets Fund (EMSQX) and Parametric Emerging Markets Fund (EAEMX).

EMSQX is managed by Shelton Capital Management. It was launched on Mar 19, 1997. EAEMX is managed by Eaton Vance. It was launched on Jun 29, 2006.

Performance

EMSQX vs. EAEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shelton Emerging Markets Fund (EMSQX) and Parametric Emerging Markets Fund (EAEMX). The values are adjusted to include any dividend payments, if applicable.

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EMSQX vs. EAEMX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
EMSQX
Shelton Emerging Markets Fund		3.82%32.98%3.45%15.43%-14.33%0.77%44.90%
EAEMX
Parametric Emerging Markets Fund		2.89%27.16%5.39%9.46%-11.27%4.19%25.79%

Returns By Period

In the year-to-date period, EMSQX achieves a 3.82% return, which is significantly higher than EAEMX's 2.89% return.

EMSQX

1D
2.53%
1M
-9.27%
YTD
3.82%
6M
7.05%
1Y
33.61%
3Y*
14.47%
5Y*
7.02%
10Y*
—

EAEMX

1D
1.89%
1M
-6.17%
YTD
2.89%
6M
6.54%
1Y
26.50%
3Y*
13.51%
5Y*
6.33%
10Y*
6.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Shelton Emerging Markets Fund

Parametric Emerging Markets Fund

Often compared with EMSQX:
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Often compared with EAEMX:
EAEMX vs. DEMIXEAEMX vs. EITEXEAEMX vs. EHSTXEAEMX vs. SIEMXEAEMX vs. DESIXEAEMX vs. GLLSXEAEMX vs. FSSGX

EMSQX vs. EAEMX - Expense Ratio Comparison

EMSQX has a 1.77% expense ratio, which is higher than EAEMX's 1.58% expense ratio.

EMSQX
Shelton Emerging Markets Fund
EAEMX
Parametric Emerging Markets Fund

Return for Risk

EMSQX vs. EAEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EMSQX
EMSQX Risk / Return Rank: 8585
Overall Rank
EMSQX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EMSQX Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMSQX Omega Ratio Rank: 8181
Omega Ratio Rank
EMSQX Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMSQX Martin Ratio Rank: 8383
Martin Ratio Rank
EAEMX
EAEMX Risk / Return Rank: 9191
Overall Rank
EAEMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EAEMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
EAEMX Omega Ratio Rank: 9292
Omega Ratio Rank
EAEMX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EAEMX Martin Ratio Rank: 8888
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.

EMSQX vs. EAEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shelton Emerging Markets Fund (EMSQX) and Parametric Emerging Markets Fund (EAEMX). 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.

EMSQXEAEMXDifference

Sharpe ratio

Return per unit of total volatility

1.89

2.25

-0.36

Sortino ratio

Return per unit of downside risk

2.45

2.86

-0.41

Omega ratio

Gain probability vs. loss probability

1.34

1.46

-0.12

Calmar ratio

Return relative to maximum drawdown

2.40

2.68

-0.28

Martin ratio

Return relative to average drawdown

9.39

10.25

-0.87

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMSQX vs. EAEMX - Sharpe Ratio Comparison

The current EMSQX Sharpe Ratio is 1.89, which is comparable to the EAEMX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of EMSQX and EAEMX, 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

EMSQXEAEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.25

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.56

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.47

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.28

+0.54

Correlation

The correlation between EMSQX and EAEMX is 0.78, 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

EMSQX vs. EAEMX - Dividend Comparison

EMSQX's dividend yield for the trailing twelve months is around 15.76%, more than EAEMX's 2.75% yield.

TTM20252024202320222021202020192018201720162015
EMSQX
Shelton Emerging Markets Fund		15.76%16.36%7.85%10.06%1.52%1.94%0.18%0.00%0.00%0.00%0.00%0.00%
EAEMX
Parametric Emerging Markets Fund		2.75%2.83%3.00%2.71%4.40%1.64%1.08%2.48%2.14%2.31%1.52%1.68%

Drawdowns

EMSQX vs. EAEMX - Drawdown Comparison

The maximum EMSQX drawdown since its inception was -29.96%, smaller than the maximum EAEMX drawdown of -62.70%. Use the drawdown chart below to compare losses from any high point for EMSQX and EAEMX.

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Drawdown Indicators

EMSQXEAEMXDifference

Max Drawdown

Largest peak-to-trough decline

-29.96%

-62.70%

+32.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.60%

-9.90%

-3.70%

Max Drawdown (5Y)

Largest decline over 5 years

-27.29%

-25.43%

-1.86%

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.16%

—

Current Drawdown

Current decline from peak

-11.42%

-8.20%

-3.22%

Average Drawdown

Average peak-to-trough decline

-8.16%

-13.58%

+5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

2.59%

+0.89%

Volatility

EMSQX vs. EAEMX - Volatility Comparison

Shelton Emerging Markets Fund (EMSQX) has a higher volatility of 8.37% compared to Parametric Emerging Markets Fund (EAEMX) at 5.94%. This indicates that EMSQX's price experiences larger fluctuations and is considered to be riskier than EAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EMSQXEAEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

5.94%

+2.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.62%

8.80%

+4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

18.68%

12.17%

+6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

11.42%

+4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

13.38%

+3.10%