MEGMX vs. MASGX
Compare and contrast key facts about Matthews Emerging Markets Equity Fund (MEGMX) and Matthews Asia ESG Fund (MASGX).
MEGMX is managed by Matthews. It was launched on Apr 29, 2020. MASGX is managed by Matthews. It was launched on Apr 29, 2015.
Performance
MEGMX vs. MASGX - Performance Comparison
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MEGMX vs. MASGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MEGMX Matthews Emerging Markets Equity Fund | -0.31% | 29.37% | 11.11% | 8.46% | -20.94% | -1.90% | 61.26% |
MASGX Matthews Asia ESG Fund | 4.69% | 22.83% | -2.51% | 7.99% | -14.37% | 5.33% | 67.72% |
Returns By Period
In the year-to-date period, MEGMX achieves a -0.31% return, which is significantly lower than MASGX's 4.69% return.
MEGMX
- 1D
- -1.39%
- 1M
- -13.91%
- YTD
- -0.31%
- 6M
- 2.52%
- 1Y
- 26.84%
- 3Y*
- 14.55%
- 5Y*
- 3.49%
- 10Y*
- —
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%
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MEGMX vs. MASGX - Expense Ratio Comparison
MEGMX has a 1.08% expense ratio, which is lower than MASGX's 1.24% expense ratio.
Return for Risk
MEGMX vs. MASGX — Risk / Return Rank
MEGMX
MASGX
MEGMX vs. MASGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Emerging Markets Equity Fund (MEGMX) and Matthews Asia ESG Fund (MASGX). 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.
| MEGMX | MASGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 1.45 | +0.09 |
Sortino ratioReturn per unit of downside risk | 2.10 | 1.94 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.44 | +0.01 |
Martin ratioReturn relative to average drawdown | 5.52 | 5.06 | +0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MEGMX | MASGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.53 | 1.45 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.15 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.50 | +0.20 |
Correlation
The correlation between MEGMX and MASGX is 0.83, 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
MEGMX vs. MASGX - Dividend Comparison
MEGMX's dividend yield for the trailing twelve months is around 2.98%, less than MASGX's 5.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
MEGMX Matthews Emerging Markets Equity Fund | 2.98% | 2.97% | 0.92% | 1.82% | 1.81% | 7.76% | 2.26% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
MEGMX vs. MASGX - Drawdown Comparison
The maximum MEGMX drawdown since its inception was -37.64%, roughly equal to the maximum MASGX drawdown of -36.34%. Use the drawdown chart below to compare losses from any high point for MEGMX and MASGX.
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Drawdown Indicators
| MEGMX | MASGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.64% | -36.34% | -1.30% |
Max Drawdown (1Y)Largest decline over 1 year | -15.34% | -14.20% | -1.14% |
Max Drawdown (5Y)Largest decline over 5 years | -37.03% | -36.34% | -0.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.34% | — |
Current DrawdownCurrent decline from peak | -15.34% | -14.20% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -14.93% | -11.38% | -3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 4.36% | -0.35% |
Volatility
MEGMX vs. MASGX - Volatility Comparison
The current volatility for Matthews Emerging Markets Equity Fund (MEGMX) is 8.36%, while Matthews Asia ESG Fund (MASGX) has a volatility of 9.85%. This indicates that MEGMX experiences smaller price fluctuations and is considered to be less risky than MASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEGMX | MASGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.36% | 9.85% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 15.17% | -2.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.81% | 20.08% | -2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 20.13% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 18.20% | -0.97% |