ESIGX vs. ESDIX

Last updated Apr 1, 2026

Compare and contrast key facts about Ashmore Emerging Markets Equity ESG Fund (ESIGX) and Ashmore Emerging Markets Short Duration Select Fund (ESDIX).

ESIGX is managed by Ashmore. It was launched on Feb 25, 2020. ESDIX is managed by Ashmore. It was launched on Jun 14, 2020.

Performance

ESIGX vs. ESDIX - 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 Short Duration Select Fund (ESDIX). The values are adjusted to include any dividend payments, if applicable.

ESIGX vs. ESDIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ESIGX Ashmore Emerging Markets Equity ESG Fund	1.15%	34.35%	7.96%	10.61%	-27.17%	-1.02%	50.52%
ESDIX Ashmore Emerging Markets Short Duration Select Fund	0.00%	1.54%	6.15%	5.31%	-9.66%	-4.21%	4.12%

Returns By Period

ESIGX

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

ESDIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESIGX vs. ESDIX - Expense Ratio Comparison

ESIGX has a 1.17% expense ratio, which is higher than ESDIX's 0.67% expense ratio.

ESIGX

Ashmore Emerging Markets Equity ESG Fund

ESDIX

Ashmore Emerging Markets Short Duration Select Fund

Return for Risk

ESIGX vs. ESDIX — Risk / Return Rank

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

ESIGX

ESIGX Risk / Return Rank: 88
ESIGX Sharpe Ratio Rank: 90
ESIGX Sortino Ratio Rank: 89
ESIGX Omega Ratio Rank: 85
ESIGX Calmar Ratio Rank: 88
ESIGX Martin Ratio Rank: 87

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. ESDIX - 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 Short Duration Select Fund (ESDIX). 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.

	ESIGX	ESDIX	Difference
Sharpe ratio Return per unit of total volatility	1.86	—	—
Sortino ratio Return per unit of downside risk	2.46	—	—
Omega ratio Gain probability vs. loss probability	1.35	—	—
Calmar ratio Return relative to maximum drawdown	2.35	—	—
Martin ratio Return relative to average drawdown	9.35	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ESIGX	ESDIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.86	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	—	—

Correlation

The correlation between ESIGX and ESDIX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ESIGX vs. ESDIX - Dividend Comparison

ESIGX's dividend yield for the trailing twelve months is around 2.02%, while ESDIX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020
ESIGX Ashmore Emerging Markets Equity ESG Fund	2.02%	2.04%	0.51%	0.78%	0.00%	16.52%	0.61%
ESDIX Ashmore Emerging Markets Short Duration Select Fund	0.00%	0.39%	4.79%	3.39%	2.50%	2.60%	0.31%

Drawdowns

Drawdown Indicators

	ESIGX	ESDIX	Difference
Max Drawdown Largest peak-to-trough decline	-47.21%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-13.50%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.76%	—	—
Current Drawdown Current decline from peak	-13.34%	—	—
Average Drawdown Average peak-to-trough decline	-20.32%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	—	—

Volatility

Volatility by Period

	ESIGX	ESDIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.63%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.59%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.64%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.54%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.62%	—	—