PortfoliosLab logoPortfoliosLab logo
ESIGX vs. EMKIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESIGX vs. EMKIX - 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 Total Return Fund (EMKIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ESIGX vs. EMKIX - 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%
EMKIX
Ashmore Emerging Markets Total Return Fund
-1.88%18.51%1.06%11.08%-22.93%-11.27%3.32%

Returns By Period

In the year-to-date period, ESIGX achieves a 1.15% return, which is significantly higher than EMKIX's -1.88% return.


ESIGX

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

EMKIX

1D
-0.39%
1M
-4.66%
YTD
-1.88%
6M
2.25%
1Y
11.99%
3Y*
8.38%
5Y*
-0.97%
10Y*
0.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


ESIGX vs. EMKIX - Expense Ratio Comparison

ESIGX has a 1.17% expense ratio, which is higher than EMKIX's 1.02% expense ratio.


Return for Risk

ESIGX vs. EMKIX — 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

EMKIX
EMKIX Risk / Return Rank: 9292
Overall Rank
EMKIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMKIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMKIX Omega Ratio Rank: 9393
Omega Ratio Rank
EMKIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
EMKIX Martin Ratio Rank: 9090
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. EMKIX - 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 Total Return Fund (EMKIX). 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.


ESIGXEMKIXDifference

Sharpe ratio

Return per unit of total volatility

1.86

2.04

-0.18

Sortino ratio

Return per unit of downside risk

2.46

3.06

-0.60

Omega ratio

Gain probability vs. loss probability

1.35

1.45

-0.10

Calmar ratio

Return relative to maximum drawdown

2.35

2.46

-0.11

Martin ratio

Return relative to average drawdown

9.35

10.09

-0.74

ESIGX vs. EMKIX - Sharpe Ratio Comparison

The current ESIGX Sharpe Ratio is 1.86, which is comparable to the EMKIX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of ESIGX and EMKIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ESIGXEMKIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

2.04

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.13

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.14

+0.57

Correlation

The correlation between ESIGX and EMKIX is 0.47, 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.


Dividends

ESIGX vs. EMKIX - Dividend Comparison

ESIGX's dividend yield for the trailing twelve months is around 2.02%, less than EMKIX's 8.40% yield.


TTM202520242023202220212020201920182017
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%
EMKIX
Ashmore Emerging Markets Total Return Fund
8.40%6.42%5.17%5.18%3.78%3.99%4.23%5.45%4.89%4.58%

Drawdowns

ESIGX vs. EMKIX - Drawdown Comparison

The maximum ESIGX drawdown since its inception was -47.21%, roughly equal to the maximum EMKIX drawdown of -47.14%. Use the drawdown chart below to compare losses from any high point for ESIGX and EMKIX.


Loading graphics...

Drawdown Indicators


ESIGXEMKIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.21%

-47.14%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-5.01%

-8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-44.76%

-40.22%

-4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

Current Drawdown

Current decline from peak

-13.34%

-21.42%

+8.08%

Average Drawdown

Average peak-to-trough decline

-20.32%

-21.11%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

1.22%

+2.17%

Volatility

ESIGX vs. EMKIX - Volatility Comparison

Ashmore Emerging Markets Equity ESG Fund (ESIGX) has a higher volatility of 7.63% compared to Ashmore Emerging Markets Total Return Fund (EMKIX) at 2.28%. This indicates that ESIGX's price experiences larger fluctuations and is considered to be riskier than EMKIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ESIGXEMKIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

2.28%

+5.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

4.70%

+7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

6.19%

+12.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.54%

7.54%

+11.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

8.22%

+13.40%