MASGX vs. MSMLX

In the year-to-date period, MASGX achieves a 3.86% return, which is significantly lower than MSMLX's 4.20% return. Over the past 10 years, MASGX has outperformed MSMLX with an annualized return of 6.34%, while MSMLX has yielded a comparatively lower 1.05% annualized return.

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MASGX has a 1.24% expense ratio, which is lower than MSMLX's 1.37% expense ratio.

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.

The current MASGX Sharpe Ratio is -0.03, which is higher than the MSMLX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of MASGX and MSMLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MASGX's dividend yield for the trailing twelve months is around 2.48%, less than MSMLX's 3.79% yield.

The maximum MASGX drawdown since its inception was -33.85%, 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.

Matthews Asia ESG Fund (MASGX) and Matthews Emerging Markets Small Companies Fund (MSMLX) have volatilities of 3.98% and 4.04%, 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.