MASGX vs. MSMLX
Compare and contrast key facts about Matthews Asia ESG Fund (MASGX) and Matthews Emerging Markets Small Companies Fund (MSMLX).
MASGX is managed by Matthews Asia Funds. It was launched on Apr 29, 2015. MSMLX is managed by Matthews Asia Funds. It was launched on Sep 14, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MASGX or MSMLX.
Key characteristics
| MASGX | MSMLX | |
|---|---|---|
| YTD Return | 0.80% | -4.31% |
| 1Y Return | -3.12% | -6.80% |
| 3Y Return (Ann) | -10.86% | -9.45% |
| 5Y Return (Ann) | 3.47% | 7.08% |
| Sharpe Ratio | -0.08 | -0.31 |
| Sortino Ratio | 0.02 | -0.32 |
| Omega Ratio | 1.00 | 0.96 |
| Calmar Ratio | -0.04 | -0.18 |
| Martin Ratio | -0.24 | -1.09 |
| Ulcer Index | 6.14% | 4.48% |
| Daily Std Dev | 18.63% | 15.62% |
| Max Drawdown | -37.82% | -45.68% |
| Current Drawdown | -29.56% | -26.50% |
Correlation
The correlation between MASGX and MSMLX is 0.85, 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.
Performance
MASGX vs. MSMLX - Performance Comparison
In the year-to-date period, MASGX achieves a 0.80% return, which is significantly higher than MSMLX's -4.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MASGX vs. MSMLX - Expense Ratio Comparison
MASGX has a 1.24% expense ratio, which is lower than MSMLX's 1.37% expense ratio.
Risk-Adjusted Performance
MASGX vs. MSMLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Asia ESG Fund (MASGX) 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.
Dividends
MASGX vs. MSMLX - Dividend Comparison
MASGX's dividend yield for the trailing twelve months is around 1.98%, more than MSMLX's 1.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MASGX Matthews Asia ESG Fund | 1.98% | 1.99% | 0.34% | 0.00% | 0.07% | 0.27% | 0.20% | 2.35% | 1.47% | 0.42% | 0.00% | 0.00% |
MSMLX Matthews Emerging Markets Small Companies Fund | 1.66% | 1.59% | 0.39% | 0.00% | 0.21% | 0.51% | 0.49% | 0.43% | 0.43% | 0.13% | 0.39% | 0.48% |
Drawdowns
MASGX vs. MSMLX - Drawdown Comparison
The maximum MASGX drawdown since its inception was -37.82%, smaller than the maximum MSMLX drawdown of -45.68%. Use the drawdown chart below to compare losses from any high point for MASGX and MSMLX. For additional features, visit the drawdowns tool.
Volatility
MASGX vs. MSMLX - Volatility Comparison
Matthews Asia ESG Fund (MASGX) has a higher volatility of 5.37% compared to Matthews Emerging Markets Small Companies Fund (MSMLX) at 4.06%. This indicates that MASGX'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.