MASGX vs. DFRSX
Compare and contrast key facts about Matthews Asia ESG Fund (MASGX) and DFA Asia Pacific Small Company (DFRSX).
MASGX is managed by Matthews. It was launched on Apr 29, 2015. DFRSX is managed by Dimensional. It was launched on Jan 4, 1993.
Performance
MASGX vs. DFRSX - Performance Comparison
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MASGX vs. DFRSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MASGX Matthews Asia ESG Fund | 4.69% | 22.83% | -2.51% | 7.99% | -14.37% | 5.33% | 42.90% | 12.56% | -9.70% | 33.75% |
DFRSX DFA Asia Pacific Small Company | -4.61% | 34.73% | 0.27% | 3.99% | -16.96% | 12.59% | 14.24% | 13.30% | -15.48% | 25.17% |
Returns By Period
In the year-to-date period, MASGX achieves a 4.69% return, which is significantly higher than DFRSX's -4.61% return. Over the past 10 years, MASGX has outperformed DFRSX with an annualized return of 9.21%, while DFRSX has yielded a comparatively lower 6.02% annualized return.
MASGX
- 1D
- -1.83%
- 1M
- -13.33%
- YTD
- 4.69%
- 6M
- 8.81%
- 1Y
- 29.25%
- 3Y*
- 10.16%
- 5Y*
- 3.06%
- 10Y*
- 9.21%
DFRSX
- 1D
- -0.63%
- 1M
- -12.55%
- YTD
- -4.61%
- 6M
- -2.53%
- 1Y
- 27.45%
- 3Y*
- 9.69%
- 5Y*
- 3.60%
- 10Y*
- 6.02%
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MASGX vs. DFRSX - Expense Ratio Comparison
MASGX has a 1.24% expense ratio, which is higher than DFRSX's 0.42% expense ratio.
Return for Risk
MASGX vs. DFRSX — Risk / Return Rank
MASGX
DFRSX
MASGX vs. DFRSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Asia ESG Fund (MASGX) and DFA Asia Pacific Small Company (DFRSX). 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.
| MASGX | DFRSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 1.45 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.90 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.82 | -0.38 |
Martin ratioReturn relative to average drawdown | 5.06 | 6.50 | -1.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MASGX | DFRSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 1.45 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.21 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.36 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.32 | +0.18 |
Correlation
The correlation between MASGX and DFRSX is 0.65, 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
MASGX vs. DFRSX - Dividend Comparison
MASGX's dividend yield for the trailing twelve months is around 5.33%, more than DFRSX's 5.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASGX Matthews Asia ESG Fund | 5.33% | 5.58% | 2.58% | 7.52% | 5.39% | 2.60% | 5.66% | 1.36% | 4.52% | 3.70% | 1.47% | 0.00% |
DFRSX DFA Asia Pacific Small Company | 5.15% | 4.92% | 4.66% | 4.70% | 9.99% | 12.82% | 2.91% | 4.56% | 3.48% | 4.01% | 3.79% | 3.96% |
Drawdowns
MASGX vs. DFRSX - Drawdown Comparison
The maximum MASGX drawdown since its inception was -36.34%, smaller than the maximum DFRSX drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for MASGX and DFRSX.
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Drawdown Indicators
| MASGX | DFRSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.34% | -69.06% | +32.72% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -14.20% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -36.34% | -30.18% | -6.16% |
Max Drawdown (10Y)Largest decline over 10 years | -36.34% | -46.25% | +9.91% |
Current DrawdownCurrent decline from peak | -14.20% | -14.20% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -17.28% | +5.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.36% | 3.97% | +0.39% |
Volatility
MASGX vs. DFRSX - Volatility Comparison
Matthews Asia ESG Fund (MASGX) has a higher volatility of 9.85% compared to DFA Asia Pacific Small Company (DFRSX) at 6.08%. This indicates that MASGX's price experiences larger fluctuations and is considered to be riskier than DFRSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MASGX | DFRSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.85% | 6.08% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 15.17% | 12.03% | +3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.08% | 18.54% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.13% | 17.14% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 16.98% | +1.22% |