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MASGX vs. FEAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MASGX vs. FEAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Asia ESG Fund (MASGX) and Fidelity Advisor Emerging Asia Fund Class A (FEAAX). The values are adjusted to include any dividend payments, if applicable.

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MASGX vs. FEAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FEAAX
Fidelity Advisor Emerging Asia Fund Class A
0.84%36.67%20.63%13.50%-30.79%-15.06%72.51%30.64%-15.11%45.96%

Returns By Period

In the year-to-date period, MASGX achieves a 4.69% return, which is significantly higher than FEAAX's 0.84% return. Over the past 10 years, MASGX has underperformed FEAAX with an annualized return of 9.21%, while FEAAX has yielded a comparatively higher 12.37% 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%

FEAAX

1D
-1.10%
1M
-12.55%
YTD
0.84%
6M
2.32%
1Y
33.90%
3Y*
20.49%
5Y*
2.14%
10Y*
12.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MASGX vs. FEAAX - Expense Ratio Comparison

MASGX has a 1.24% expense ratio, which is higher than FEAAX's 1.20% expense ratio.


Return for Risk

MASGX vs. FEAAX — Risk / Return Rank

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

MASGX
MASGX Risk / Return Rank: 6868
Overall Rank
MASGX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MASGX Sortino Ratio Rank: 7777
Sortino Ratio Rank
MASGX Omega Ratio Rank: 7272
Omega Ratio Rank
MASGX Calmar Ratio Rank: 6262
Calmar Ratio Rank
MASGX Martin Ratio Rank: 5151
Martin Ratio Rank

FEAAX
FEAAX Risk / Return Rank: 8383
Overall Rank
FEAAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FEAAX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FEAAX Omega Ratio Rank: 8080
Omega Ratio Rank
FEAAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FEAAX Martin Ratio Rank: 8282
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.

MASGX vs. FEAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Asia ESG Fund (MASGX) and Fidelity Advisor Emerging Asia Fund Class A (FEAAX). 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.


MASGXFEAAXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.63

-0.18

Sortino ratio

Return per unit of downside risk

1.94

2.16

-0.22

Omega ratio

Gain probability vs. loss probability

1.27

1.31

-0.04

Calmar ratio

Return relative to maximum drawdown

1.44

2.24

-0.80

Martin ratio

Return relative to average drawdown

5.06

8.10

-3.04

MASGX vs. FEAAX - Sharpe Ratio Comparison

The current MASGX Sharpe Ratio is 1.45, which is comparable to the FEAAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of MASGX and FEAAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MASGXFEAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.63

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.10

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.60

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.35

+0.15

Correlation

The correlation between MASGX and FEAAX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MASGX vs. FEAAX - Dividend Comparison

MASGX's dividend yield for the trailing twelve months is around 5.33%, while FEAAX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
FEAAX
Fidelity Advisor Emerging Asia Fund Class A
0.00%0.00%0.00%0.00%0.00%12.88%6.62%5.21%6.49%0.03%1.10%0.84%

Drawdowns

MASGX vs. FEAAX - Drawdown Comparison

The maximum MASGX drawdown since its inception was -36.34%, smaller than the maximum FEAAX drawdown of -60.87%. Use the drawdown chart below to compare losses from any high point for MASGX and FEAAX.


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Drawdown Indicators


MASGXFEAAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.34%

-60.87%

+24.53%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-13.56%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-36.34%

-53.46%

+17.12%

Max Drawdown (10Y)

Largest decline over 10 years

-36.34%

-57.90%

+21.56%

Current Drawdown

Current decline from peak

-14.20%

-13.56%

-0.64%

Average Drawdown

Average peak-to-trough decline

-11.38%

-20.29%

+8.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

3.74%

+0.62%

Volatility

MASGX vs. FEAAX - Volatility Comparison

Matthews Asia ESG Fund (MASGX) and Fidelity Advisor Emerging Asia Fund Class A (FEAAX) have volatilities of 9.85% and 9.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MASGXFEAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.85%

9.61%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.17%

14.64%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

20.08%

20.30%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.13%

22.55%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

20.70%

-2.50%