PortfoliosLab logoPortfoliosLab logo
MATFX vs. EEMA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MATFX vs. EEMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Asia Innovators Fund (MATFX) and iShares MSCI Emerging Markets Asia ETF (EEMA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MATFX vs. EEMA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MATFX
Matthews Asia Innovators Fund
6.71%30.22%16.47%-1.77%-24.66%-5.90%86.75%29.60%-18.59%52.78%
EEMA
iShares MSCI Emerging Markets Asia ETF
1.82%33.27%10.23%6.57%-21.49%-4.22%25.17%18.60%-15.76%43.41%

Returns By Period

In the year-to-date period, MATFX achieves a 6.71% return, which is significantly higher than EEMA's 1.82% return. Over the past 10 years, MATFX has outperformed EEMA with an annualized return of 11.50%, while EEMA has yielded a comparatively lower 8.32% annualized return.


MATFX

1D
-1.05%
1M
-9.74%
YTD
6.71%
6M
3.63%
1Y
36.32%
3Y*
15.76%
5Y*
2.57%
10Y*
11.50%

EEMA

1D
3.56%
1M
-10.12%
YTD
1.82%
6M
5.73%
1Y
31.27%
3Y*
14.95%
5Y*
2.85%
10Y*
8.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MATFX vs. EEMA - Expense Ratio Comparison

MATFX has a 1.18% expense ratio, which is higher than EEMA's 0.50% expense ratio.


Return for Risk

MATFX vs. EEMA — Risk / Return Rank

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

MATFX
MATFX Risk / Return Rank: 8181
Overall Rank
MATFX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MATFX Sortino Ratio Rank: 8686
Sortino Ratio Rank
MATFX Omega Ratio Rank: 8282
Omega Ratio Rank
MATFX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MATFX Martin Ratio Rank: 7070
Martin Ratio Rank

EEMA
EEMA Risk / Return Rank: 8080
Overall Rank
EEMA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EEMA Sortino Ratio Rank: 8181
Sortino Ratio Rank
EEMA Omega Ratio Rank: 7979
Omega Ratio Rank
EEMA Calmar Ratio Rank: 8181
Calmar Ratio Rank
EEMA Martin Ratio Rank: 8080
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.

MATFX vs. EEMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Asia Innovators Fund (MATFX) and iShares MSCI Emerging Markets Asia ETF (EEMA). 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.


MATFXEEMADifference

Sharpe ratio

Return per unit of total volatility

1.72

1.47

+0.24

Sortino ratio

Return per unit of downside risk

2.28

2.07

+0.21

Omega ratio

Gain probability vs. loss probability

1.32

1.30

+0.03

Calmar ratio

Return relative to maximum drawdown

1.92

2.19

-0.27

Martin ratio

Return relative to average drawdown

6.58

8.36

-1.78

MATFX vs. EEMA - Sharpe Ratio Comparison

The current MATFX Sharpe Ratio is 1.72, which is comparable to the EEMA Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of MATFX and EEMA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MATFXEEMADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.47

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.14

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.40

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.29

-0.04

Correlation

The correlation between MATFX and EEMA is 0.79, 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

MATFX vs. EEMA - Dividend Comparison

MATFX has not paid dividends to shareholders, while EEMA's dividend yield for the trailing twelve months is around 1.45%.


TTM20252024202320222021202020192018201720162015
MATFX
Matthews Asia Innovators Fund
0.00%0.00%0.00%0.00%26.54%31.07%1.67%0.29%2.63%8.44%0.00%15.24%
EEMA
iShares MSCI Emerging Markets Asia ETF
1.45%1.48%1.74%2.02%1.78%2.19%1.15%1.86%2.17%1.74%1.74%2.44%

Drawdowns

MATFX vs. EEMA - Drawdown Comparison

The maximum MATFX drawdown since its inception was -76.88%, which is greater than EEMA's maximum drawdown of -44.18%. Use the drawdown chart below to compare losses from any high point for MATFX and EEMA.


Loading graphics...

Drawdown Indicators


MATFXEEMADifference

Max Drawdown

Largest peak-to-trough decline

-76.88%

-44.18%

-32.70%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-14.30%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-45.33%

-40.87%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-52.42%

-44.18%

-8.24%

Current Drawdown

Current decline from peak

-10.64%

-11.25%

+0.61%

Average Drawdown

Average peak-to-trough decline

-28.35%

-14.12%

-14.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

3.75%

+1.00%

Volatility

MATFX vs. EEMA - Volatility Comparison

Matthews Asia Innovators Fund (MATFX) and iShares MSCI Emerging Markets Asia ETF (EEMA) have volatilities of 9.83% and 10.20%, 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.


Loading graphics...

Volatility by Period


MATFXEEMADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.83%

10.20%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

15.24%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

21.52%

21.30%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

19.94%

+4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.22%

20.65%

+1.57%