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MSMLX vs. BEMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSMLX vs. BEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthews Emerging Markets Small Companies Fund (MSMLX) and Brandes Emerging Markets Fund (BEMIX). The values are adjusted to include any dividend payments, if applicable.

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MSMLX vs. BEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSMLX
Matthews Emerging Markets Small Companies Fund
-0.43%13.50%-6.10%20.04%-16.78%26.40%43.69%17.38%-17.80%30.43%
BEMIX
Brandes Emerging Markets Fund
2.96%47.83%4.01%22.53%-15.91%1.68%-6.17%18.60%-15.56%26.00%

Returns By Period

In the year-to-date period, MSMLX achieves a -0.43% return, which is significantly lower than BEMIX's 2.96% return. Over the past 10 years, MSMLX has outperformed BEMIX with an annualized return of 9.25%, while BEMIX has yielded a comparatively lower 8.04% annualized return.


MSMLX

1D
-1.87%
1M
-12.08%
YTD
-0.43%
6M
-1.97%
1Y
15.42%
3Y*
6.49%
5Y*
5.95%
10Y*
9.25%

BEMIX

1D
-0.79%
1M
-11.64%
YTD
2.96%
6M
11.40%
1Y
45.15%
3Y*
21.23%
5Y*
9.84%
10Y*
8.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSMLX vs. BEMIX - Expense Ratio Comparison

MSMLX has a 1.37% expense ratio, which is higher than BEMIX's 1.12% expense ratio.


Return for Risk

MSMLX vs. BEMIX — Risk / Return Rank

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

MSMLX
MSMLX Risk / Return Rank: 3333
Overall Rank
MSMLX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MSMLX Sortino Ratio Rank: 3838
Sortino Ratio Rank
MSMLX Omega Ratio Rank: 3131
Omega Ratio Rank
MSMLX Calmar Ratio Rank: 3131
Calmar Ratio Rank
MSMLX Martin Ratio Rank: 2727
Martin Ratio Rank

BEMIX
BEMIX Risk / Return Rank: 9696
Overall Rank
BEMIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
BEMIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
BEMIX Omega Ratio Rank: 9595
Omega Ratio Rank
BEMIX Calmar Ratio Rank: 9696
Calmar Ratio Rank
BEMIX Martin Ratio Rank: 9696
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.

MSMLX vs. BEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Emerging Markets Small Companies Fund (MSMLX) and Brandes Emerging Markets Fund (BEMIX). 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.


MSMLXBEMIXDifference

Sharpe ratio

Return per unit of total volatility

0.83

2.57

-1.74

Sortino ratio

Return per unit of downside risk

1.20

3.24

-2.04

Omega ratio

Gain probability vs. loss probability

1.16

1.51

-0.36

Calmar ratio

Return relative to maximum drawdown

0.87

3.45

-2.58

Martin ratio

Return relative to average drawdown

2.85

14.31

-11.46

MSMLX vs. BEMIX - Sharpe Ratio Comparison

The current MSMLX Sharpe Ratio is 0.83, which is lower than the BEMIX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of MSMLX and BEMIX, 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


MSMLXBEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

2.57

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.61

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.48

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.24

+0.34

Correlation

The correlation between MSMLX and BEMIX is 0.67, 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

MSMLX vs. BEMIX - Dividend Comparison

MSMLX's dividend yield for the trailing twelve months is around 1.50%, less than BEMIX's 2.09% yield.


TTM20252024202320222021202020192018201720162015
MSMLX
Matthews Emerging Markets Small Companies Fund
1.50%1.50%3.95%8.36%8.04%9.18%0.28%0.51%21.31%8.12%0.43%0.13%
BEMIX
Brandes Emerging Markets Fund
2.09%2.15%3.04%2.45%2.86%2.31%1.31%2.56%1.55%1.41%2.20%1.54%

Drawdowns

MSMLX vs. BEMIX - Drawdown Comparison

The maximum MSMLX drawdown since its inception was -36.40%, smaller than the maximum BEMIX drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for MSMLX and BEMIX.


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Drawdown Indicators


MSMLXBEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.40%

-46.05%

+9.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-12.07%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.00%

-36.37%

+8.37%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-46.05%

+11.72%

Current Drawdown

Current decline from peak

-12.89%

-12.07%

-0.82%

Average Drawdown

Average peak-to-trough decline

-9.30%

-14.32%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

2.91%

+1.02%

Volatility

MSMLX vs. BEMIX - Volatility Comparison

Matthews Emerging Markets Small Companies Fund (MSMLX) and Brandes Emerging Markets Fund (BEMIX) have volatilities of 8.16% and 8.42%, 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


MSMLXBEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

8.42%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

12.56%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

17.37%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

16.15%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

16.96%

-0.13%