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MASGX vs. MGSEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MASGX vs. MGSEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Asia ESG Fund (MASGX) and AMG Veritas Asia Pacific Fund (MGSEX). The values are adjusted to include any dividend payments, if applicable.

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MASGX vs. MGSEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MASGX
Matthews Asia ESG Fund
7.87%22.83%-2.51%7.99%-14.37%5.33%42.90%12.56%-9.70%33.75%
MGSEX
AMG Veritas Asia Pacific Fund
7.63%41.56%7.23%-4.82%-27.91%0.83%38.74%80.58%-3.77%20.26%

Returns By Period

The year-to-date returns for both stocks are quite close, with MASGX having a 7.87% return and MGSEX slightly lower at 7.63%. Over the past 10 years, MASGX has underperformed MGSEX with an annualized return of 9.53%, while MGSEX has yielded a comparatively higher 14.25% annualized return.


MASGX

1D
3.03%
1M
-8.96%
YTD
7.87%
6M
10.70%
1Y
32.50%
3Y*
11.26%
5Y*
3.29%
10Y*
9.53%

MGSEX

1D
2.24%
1M
-11.15%
YTD
7.63%
6M
9.96%
1Y
51.65%
3Y*
15.41%
5Y*
1.60%
10Y*
14.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MASGX vs. MGSEX - Expense Ratio Comparison

MASGX has a 1.24% expense ratio, which is higher than MGSEX's 1.18% expense ratio.


Return for Risk

MASGX vs. MGSEX — Risk / Return Rank

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

MASGX
MASGX Risk / Return Rank: 7474
Overall Rank
MASGX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MASGX Sortino Ratio Rank: 8282
Sortino Ratio Rank
MASGX Omega Ratio Rank: 7878
Omega Ratio Rank
MASGX Calmar Ratio Rank: 7070
Calmar Ratio Rank
MASGX Martin Ratio Rank: 5757
Martin Ratio Rank

MGSEX
MGSEX Risk / Return Rank: 9393
Overall Rank
MGSEX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MGSEX Sortino Ratio Rank: 9393
Sortino Ratio Rank
MGSEX Omega Ratio Rank: 9090
Omega Ratio Rank
MGSEX Calmar Ratio Rank: 9595
Calmar Ratio Rank
MGSEX Martin Ratio Rank: 9393
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. MGSEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Asia ESG Fund (MASGX) and AMG Veritas Asia Pacific Fund (MGSEX). 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.


MASGXMGSEXDifference

Sharpe ratio

Return per unit of total volatility

1.70

2.36

-0.65

Sortino ratio

Return per unit of downside risk

2.24

2.91

-0.67

Omega ratio

Gain probability vs. loss probability

1.32

1.42

-0.11

Calmar ratio

Return relative to maximum drawdown

1.80

3.44

-1.64

Martin ratio

Return relative to average drawdown

6.12

11.93

-5.80

MASGX vs. MGSEX - Sharpe Ratio Comparison

The current MASGX Sharpe Ratio is 1.70, which is comparable to the MGSEX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of MASGX and MGSEX, 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


MASGXMGSEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

2.36

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.08

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.56

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.48

+0.04

Correlation

The correlation between MASGX and MGSEX is 0.69, 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. MGSEX - Dividend Comparison

MASGX's dividend yield for the trailing twelve months is around 5.18%, more than MGSEX's 0.13% yield.


TTM2025202420232022202120202019201820172016
MASGX
Matthews Asia ESG Fund
5.18%5.58%2.58%7.52%5.39%2.60%5.66%1.36%4.52%3.70%1.47%
MGSEX
AMG Veritas Asia Pacific Fund
0.13%0.14%0.47%0.11%0.00%83.77%4.35%59.30%0.00%0.00%0.00%

Drawdowns

MASGX vs. MGSEX - Drawdown Comparison

The maximum MASGX drawdown since its inception was -36.34%, smaller than the maximum MGSEX drawdown of -62.06%. Use the drawdown chart below to compare losses from any high point for MASGX and MGSEX.


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Drawdown Indicators


MASGXMGSEXDifference

Max Drawdown

Largest peak-to-trough decline

-36.34%

-62.06%

+25.72%

Max Drawdown (1Y)

Largest decline over 1 year

-14.20%

-14.34%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-36.34%

-43.13%

+6.79%

Max Drawdown (10Y)

Largest decline over 10 years

-36.34%

-45.32%

+8.98%

Current Drawdown

Current decline from peak

-11.60%

-12.42%

+0.82%

Average Drawdown

Average peak-to-trough decline

-11.38%

-13.92%

+2.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

4.13%

+0.06%

Volatility

MASGX vs. MGSEX - Volatility Comparison

Matthews Asia ESG Fund (MASGX) and AMG Veritas Asia Pacific Fund (MGSEX) have volatilities of 10.52% and 10.15%, 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


MASGXMGSEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.52%

10.15%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

15.44%

17.67%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

22.87%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.17%

19.07%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

25.63%

-7.41%