EMSQX vs. EITEX
Compare and contrast key facts about Shelton Emerging Markets Fund (EMSQX) and Parametric Tax-Managed Emerging Markets Fund (EITEX).
EMSQX is managed by Shelton Capital Management. It was launched on Mar 19, 1997. EITEX is managed by BlackRock. It was launched on Jun 29, 1998.
Performance
EMSQX vs. EITEX - Performance Comparison
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EMSQX vs. EITEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMSQX Shelton Emerging Markets Fund | 3.82% | 32.98% | 3.45% | 15.43% | -14.33% | 0.77% | 44.90% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 2.90% | 28.58% | 4.67% | 10.69% | -12.11% | 4.47% | 25.88% |
Returns By Period
In the year-to-date period, EMSQX achieves a 3.82% return, which is significantly higher than EITEX's 2.90% return.
EMSQX
- 1D
- 2.53%
- 1M
- -9.27%
- YTD
- 3.82%
- 6M
- 7.05%
- 1Y
- 33.61%
- 3Y*
- 14.47%
- 5Y*
- 7.02%
- 10Y*
- —
EITEX
- 1D
- 1.83%
- 1M
- -6.28%
- YTD
- 2.90%
- 6M
- 6.86%
- 1Y
- 27.63%
- 3Y*
- 14.08%
- 5Y*
- 6.47%
- 10Y*
- 6.66%
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EMSQX vs. EITEX - Expense Ratio Comparison
EMSQX has a 1.77% expense ratio, which is higher than EITEX's 0.96% expense ratio.
Return for Risk
EMSQX vs. EITEX — Risk / Return Rank
EMSQX
EITEX
EMSQX vs. EITEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Emerging Markets Fund (EMSQX) and Parametric Tax-Managed Emerging Markets Fund (EITEX). 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.
| EMSQX | EITEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 2.31 | -0.42 |
Sortino ratioReturn per unit of downside risk | 2.45 | 2.92 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.47 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.40 | 2.81 | -0.40 |
Martin ratioReturn relative to average drawdown | 9.39 | 10.67 | -1.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMSQX | EITEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 2.31 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.54 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.52 | +0.30 |
Correlation
The correlation between EMSQX and EITEX 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. EITEX - Dividend Comparison
EMSQX's dividend yield for the trailing twelve months is around 15.76%, more than EITEX's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EITEX Parametric Tax-Managed Emerging Markets Fund | 4.64% | 4.77% | 4.58% | 5.85% | 10.39% | 9.72% | 1.79% | 2.63% | 2.26% | 1.80% | 1.67% | 2.11% |
Drawdowns
EMSQX vs. EITEX - Drawdown Comparison
The maximum EMSQX drawdown since its inception was -29.96%, smaller than the maximum EITEX drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for EMSQX and EITEX.
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Drawdown Indicators
| EMSQX | EITEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.96% | -61.70% | +31.74% |
Max Drawdown (1Y)Largest decline over 1 year | -13.60% | -9.88% | -3.72% |
Max Drawdown (5Y)Largest decline over 5 years | -27.29% | -25.99% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.10% | — |
Current DrawdownCurrent decline from peak | -11.42% | -8.22% | -3.20% |
Average DrawdownAverage peak-to-trough decline | -8.16% | -14.00% | +5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 2.60% | +0.88% |
Volatility
EMSQX vs. EITEX - Volatility Comparison
Shelton Emerging Markets Fund (EMSQX) has a higher volatility of 8.37% compared to Parametric Tax-Managed Emerging Markets Fund (EITEX) at 5.94%. This indicates that EMSQX's price experiences larger fluctuations and is considered to be riskier than EITEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMSQX | EITEX | Difference | |
|---|---|---|---|
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% | 8.93% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.68% | 12.36% | +6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 12.08% | +4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 13.69% | +2.79% |