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ESIGX vs. EMFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESIGX vs. EMFIX - Performance Comparison

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

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ESIGX vs. EMFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ESIGX
Ashmore Emerging Markets Equity ESG Fund
1.15%34.35%7.96%10.61%-27.17%-1.02%45.70%
EMFIX
Ashmore Emerging Markets Equity Fund
1.96%35.16%7.08%9.68%-26.09%4.05%38.09%

Returns By Period

In the year-to-date period, ESIGX achieves a 1.15% return, which is significantly lower than EMFIX's 1.96% return.


ESIGX

1D
-0.92%
1M
-11.93%
YTD
1.15%
6M
6.52%
1Y
36.15%
3Y*
14.69%
5Y*
2.85%
10Y*

EMFIX

1D
-0.82%
1M
-11.78%
YTD
1.96%
6M
7.83%
1Y
35.79%
3Y*
15.75%
5Y*
3.72%
10Y*
11.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESIGX vs. EMFIX - Expense Ratio Comparison

Both ESIGX and EMFIX have an expense ratio of 1.17%.


Return for Risk

ESIGX vs. EMFIX — Risk / Return Rank

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

ESIGX
ESIGX Risk / Return Rank: 8888
Overall Rank
ESIGX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ESIGX Sortino Ratio Rank: 8989
Sortino Ratio Rank
ESIGX Omega Ratio Rank: 8585
Omega Ratio Rank
ESIGX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ESIGX Martin Ratio Rank: 8787
Martin Ratio Rank

EMFIX
EMFIX Risk / Return Rank: 8787
Overall Rank
EMFIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMFIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
EMFIX Omega Ratio Rank: 8484
Omega Ratio Rank
EMFIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMFIX Martin Ratio Rank: 8686
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.

ESIGX vs. EMFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Equity ESG Fund (ESIGX) and Ashmore Emerging Markets Equity Fund (EMFIX). 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.


ESIGXEMFIXDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.84

+0.03

Sortino ratio

Return per unit of downside risk

2.46

2.43

+0.03

Omega ratio

Gain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratio

Return relative to maximum drawdown

2.35

2.34

+0.01

Martin ratio

Return relative to average drawdown

9.35

9.00

+0.34

ESIGX vs. EMFIX - Sharpe Ratio Comparison

The current ESIGX Sharpe Ratio is 1.86, which is comparable to the EMFIX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of ESIGX and EMFIX, 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


ESIGXEMFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.84

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.20

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.25

+0.17

Correlation

The correlation between ESIGX and EMFIX is 0.97, 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

ESIGX vs. EMFIX - Dividend Comparison

ESIGX's dividend yield for the trailing twelve months is around 2.02%, more than EMFIX's 1.62% yield.


TTM2025202420232022202120202019201820172016
ESIGX
Ashmore Emerging Markets Equity ESG Fund
2.02%2.04%0.51%0.78%0.00%16.52%0.61%0.00%0.00%0.00%0.00%
EMFIX
Ashmore Emerging Markets Equity Fund
1.62%1.65%0.61%1.25%0.82%22.32%2.32%2.16%0.82%2.12%1.00%

Drawdowns

ESIGX vs. EMFIX - Drawdown Comparison

The maximum ESIGX drawdown since its inception was -47.21%, roughly equal to the maximum EMFIX drawdown of -44.99%. Use the drawdown chart below to compare losses from any high point for ESIGX and EMFIX.


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Drawdown Indicators


ESIGXEMFIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.21%

-44.99%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-13.50%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-44.76%

-42.41%

-2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-43.54%

Current Drawdown

Current decline from peak

-13.34%

-13.20%

-0.14%

Average Drawdown

Average peak-to-trough decline

-20.32%

-17.11%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.51%

-0.12%

Volatility

ESIGX vs. EMFIX - Volatility Comparison

Ashmore Emerging Markets Equity ESG Fund (ESIGX) and Ashmore Emerging Markets Equity Fund (EMFIX) have volatilities of 7.63% and 7.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIGXEMFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

7.69%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

12.91%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

18.81%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

18.51%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

19.49%

+2.13%