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GQGPX vs. MSMLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

GQGPX vs. MSMLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GQG Partners Emerging Markets Equity Fund (GQGPX) and Matthews Emerging Markets Small Companies Fund (MSMLX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-6.78%
-4.61%
GQGPX
MSMLX

Returns By Period

In the year-to-date period, GQGPX achieves a 6.60% return, which is significantly higher than MSMLX's -3.53% return.


GQGPX

YTD

6.60%

1M

-4.17%

6M

-6.77%

1Y

15.00%

5Y (annualized)

7.89%

10Y (annualized)

N/A

MSMLX

YTD

-3.53%

1M

-5.20%

6M

-4.61%

1Y

-7.12%

5Y (annualized)

7.55%

10Y (annualized)

1.64%

Key characteristics


GQGPXMSMLX
Sharpe Ratio0.92-0.46
Sortino Ratio1.28-0.52
Omega Ratio1.200.94
Calmar Ratio0.80-0.26
Martin Ratio3.54-1.56
Ulcer Index4.23%4.57%
Daily Std Dev16.30%15.51%
Max Drawdown-34.66%-45.68%
Current Drawdown-11.30%-25.90%

Compare stocks, funds, or ETFs

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GQGPX vs. MSMLX - Expense Ratio Comparison

GQGPX has a 1.22% expense ratio, which is lower than MSMLX's 1.37% expense ratio.


MSMLX
Matthews Emerging Markets Small Companies Fund
Expense ratio chart for MSMLX: current value at 1.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.37%
Expense ratio chart for GQGPX: current value at 1.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.22%

Correlation

-0.50.00.51.00.7

The correlation between GQGPX and MSMLX is 0.70, 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.

Risk-Adjusted Performance

GQGPX vs. MSMLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GQG Partners Emerging Markets Equity Fund (GQGPX) and Matthews Emerging Markets Small Companies Fund (MSMLX). 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.


Sharpe ratio
The chart of Sharpe ratio for GQGPX, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.005.000.92-0.46
The chart of Sortino ratio for GQGPX, currently valued at 1.28, compared to the broader market0.005.0010.001.28-0.52
The chart of Omega ratio for GQGPX, currently valued at 1.20, compared to the broader market1.002.003.004.001.200.94
The chart of Calmar ratio for GQGPX, currently valued at 0.80, compared to the broader market0.005.0010.0015.0020.000.80-0.26
The chart of Martin ratio for GQGPX, currently valued at 3.54, compared to the broader market0.0020.0040.0060.0080.00100.003.54-1.56
GQGPX
MSMLX

The current GQGPX Sharpe Ratio is 0.92, which is higher than the MSMLX Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of GQGPX and MSMLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.92
-0.46
GQGPX
MSMLX

Dividends

GQGPX vs. MSMLX - Dividend Comparison

GQGPX's dividend yield for the trailing twelve months is around 2.38%, more than MSMLX's 1.65% yield.


TTM20232022202120202019201820172016201520142013
GQGPX
GQG Partners Emerging Markets Equity Fund
2.38%2.53%5.52%2.27%0.15%2.39%0.59%0.17%0.00%0.00%0.00%0.00%
MSMLX
Matthews Emerging Markets Small Companies Fund
1.65%1.59%0.39%0.00%0.21%0.51%0.49%0.43%0.43%0.13%0.39%0.48%

Drawdowns

GQGPX vs. MSMLX - Drawdown Comparison

The maximum GQGPX drawdown since its inception was -34.66%, smaller than the maximum MSMLX drawdown of -45.68%. Use the drawdown chart below to compare losses from any high point for GQGPX and MSMLX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.30%
-25.90%
GQGPX
MSMLX

Volatility

GQGPX vs. MSMLX - Volatility Comparison

GQG Partners Emerging Markets Equity Fund (GQGPX) has a higher volatility of 8.71% compared to Matthews Emerging Markets Small Companies Fund (MSMLX) at 4.34%. This indicates that GQGPX's price experiences larger fluctuations and is considered to be riskier than MSMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.71%
4.34%
GQGPX
MSMLX