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IGIEX vs. EMCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIEX vs. EMCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashmore Emerging Markets Investment Grade Income Fund (IGIEX) and Ashmore Emerging Markets Corporate Income Fund (EMCIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IGIEX having a 2.85% return and EMCIX slightly higher at 2.88%.


IGIEX

1D
-0.33%
1M
-1.16%
6M
1.43%
YTD
2.85%
1Y
11.44%
3Y*
10.49%
5Y*
2.80%
10Y*
ALL TIME*
3.29%

EMCIX

1D
-0.18%
1M
-0.15%
6M
1.37%
YTD
2.88%
1Y
5.86%
3Y*
8.57%
5Y*
-1.45%
10Y*
2.20%
ALL TIME*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

IGIEX vs. EMCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IGIEX
Ashmore Emerging Markets Investment Grade Income Fund
2.85%18.29%6.74%7.76%-16.44%-2.75%6.18%
EMCIX
Ashmore Emerging Markets Corporate Income Fund
2.88%8.81%8.28%6.01%-22.35%-6.47%8.48%

Correlation

The correlation between IGIEX and EMCIX is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.64

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2020

0.68

The correlation between IGIEX and EMCIX has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.

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Return for Risk

IGIEX vs. EMCIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IGIEX
IGIEX Risk / Return Rank: 9191
Overall Rank
IGIEX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IGIEX Sortino Ratio Rank: 9595
Sortino Ratio Rank
IGIEX Omega Ratio Rank: 9090
Omega Ratio Rank
IGIEX Calmar Ratio Rank: 8888
Calmar Ratio Rank
IGIEX Martin Ratio Rank: 9090
Martin Ratio Rank

EMCIX
EMCIX Risk / Return Rank: 5050
Overall Rank
EMCIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EMCIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
EMCIX Omega Ratio Rank: 7575
Omega Ratio Rank
EMCIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
EMCIX Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IGIEX vs. EMCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Investment Grade Income Fund (IGIEX) and Ashmore Emerging Markets Corporate Income Fund (EMCIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IGIEXEMCIXDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+2.14

Omega ratioGain probability vs. loss probability

1.49

1.34

+0.15

Calmar ratioReturn relative to maximum drawdown

3.26

1.90

+1.36

Martin ratioReturn relative to average drawdown

12.60

7.39

+5.21

IGIEX vs. EMCIX - Sharpe Ratio Comparison

The current IGIEX Sharpe Ratio is 2.43, which is higher than the EMCIX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of IGIEX and EMCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IGIEX vs. EMCIX - Drawdown Comparison

The maximum IGIEX drawdown since its inception was -25.61%, smaller than the maximum EMCIX drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for IGIEX and EMCIX.


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Drawdown Indicators


IGIEXEMCIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.61%

-36.20%

+10.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.60%

-3.10%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-7.51%

-4.02%

-3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-35.82%

+10.21%

Max Drawdown (10Y)

Largest decline over 10 years

-36.20%

Current Drawdown

Current decline from peak

-1.70%

-8.53%

+6.83%

Average Drawdown

Average peak-to-trough decline

-8.39%

-13.52%

+5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.79%

+0.14%

Volatility

IGIEX vs. EMCIX - Volatility Comparison

The current volatility for Ashmore Emerging Markets Investment Grade Income Fund (IGIEX) is 0.90%, while Ashmore Emerging Markets Corporate Income Fund (EMCIX) has a volatility of 1.69%. This indicates that IGIEX experiences smaller price fluctuations and is considered to be less risky than EMCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIEXEMCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

1.69%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

3.60%

2.61%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

4.83%

5.63%

-0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

5.72%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.36%

6.07%

-0.71%

IGIEX vs. EMCIX - Expense Ratio Comparison

IGIEX has a 0.72% expense ratio, which is lower than EMCIX's 1.01% expense ratio.


Dividends

IGIEX vs. EMCIX - Dividend Comparison

IGIEX's dividend yield for the trailing twelve months is around 5.69%, less than EMCIX's 9.59% yield.


PositionTTM202520242023202220212020201920182017
EMCIX
Ashmore Emerging Markets Corporate Income Fund
9.59%7.69%4.92%5.23%6.67%4.28%5.13%6.62%6.62%4.89%
IGIEX
Ashmore Emerging Markets Investment Grade Income Fund
5.69%7.40%6.42%4.00%3.19%2.31%0.82%0.00%0.00%0.00%

Frequently Asked Questions


IGIEX and EMCIX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMCIX has higher volatility (1.69%) compared to IGIEX (0.90%). In terms of maximum drawdown, IGIEX dropped -25.61% vs EMCIX's -36.20%.

IGIEX currently has the higher Sharpe Ratio (2.43 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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