PortfoliosLab logoPortfoliosLab logo
MSMLX vs. EEMS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSMLX vs. EEMS - Performance Comparison

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

Loading graphics...

MSMLX vs. EEMS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSMLX
Matthews Emerging Markets Small Companies Fund
2.09%13.50%-6.10%20.04%-16.78%26.40%43.69%17.38%-17.80%30.43%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
3.38%19.78%3.13%23.09%-19.12%18.12%19.47%11.25%-18.98%34.80%

Returns By Period

In the year-to-date period, MSMLX achieves a 2.09% return, which is significantly lower than EEMS's 3.38% return. Over the past 10 years, MSMLX has outperformed EEMS with an annualized return of 9.52%, while EEMS has yielded a comparatively lower 8.19% annualized return.


MSMLX

1D
2.53%
1M
-7.81%
YTD
2.09%
6M
-0.24%
1Y
17.97%
3Y*
7.38%
5Y*
6.07%
10Y*
9.52%

EEMS

1D
0.84%
1M
-5.33%
YTD
3.38%
6M
4.76%
1Y
27.44%
3Y*
14.64%
5Y*
6.60%
10Y*
8.19%
*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.


MSMLX vs. EEMS - Expense Ratio Comparison

MSMLX has a 1.37% expense ratio, which is higher than EEMS's 0.73% expense ratio.


Return for Risk

MSMLX vs. EEMS — Risk / Return Rank

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

MSMLX
MSMLX Risk / Return Rank: 4444
Overall Rank
MSMLX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
MSMLX Sortino Ratio Rank: 5151
Sortino Ratio Rank
MSMLX Omega Ratio Rank: 4242
Omega Ratio Rank
MSMLX Calmar Ratio Rank: 4242
Calmar Ratio Rank
MSMLX Martin Ratio Rank: 3333
Martin Ratio Rank

EEMS
EEMS Risk / Return Rank: 8080
Overall Rank
EEMS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EEMS Sortino Ratio Rank: 7979
Sortino Ratio Rank
EEMS Omega Ratio Rank: 7676
Omega Ratio Rank
EEMS Calmar Ratio Rank: 8585
Calmar Ratio Rank
EEMS Martin Ratio Rank: 8282
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. EEMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthews Emerging Markets Small Companies Fund (MSMLX) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). 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.


MSMLXEEMSDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.56

-0.49

Sortino ratio

Return per unit of downside risk

1.50

2.09

-0.60

Omega ratio

Gain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratio

Return relative to maximum drawdown

1.16

2.68

-1.52

Martin ratio

Return relative to average drawdown

3.76

9.64

-5.88

MSMLX vs. EEMS - Sharpe Ratio Comparison

The current MSMLX Sharpe Ratio is 1.07, which is lower than the EEMS Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of MSMLX and EEMS, 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


MSMLXEEMSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.56

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.42

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.46

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.28

+0.31

Correlation

The correlation between MSMLX and EEMS is 0.70, 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

MSMLX vs. EEMS - Dividend Comparison

MSMLX's dividend yield for the trailing twelve months is around 1.47%, less than EEMS's 2.99% yield.


TTM20252024202320222021202020192018201720162015
MSMLX
Matthews Emerging Markets Small Companies Fund
1.47%1.50%3.95%8.36%8.04%9.18%0.28%0.51%21.31%8.12%0.43%0.13%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
2.99%3.09%2.60%2.69%0.89%3.56%2.14%2.64%3.06%2.47%2.51%2.33%

Drawdowns

MSMLX vs. EEMS - Drawdown Comparison

The maximum MSMLX drawdown since its inception was -36.40%, smaller than the maximum EEMS drawdown of -48.89%. Use the drawdown chart below to compare losses from any high point for MSMLX and EEMS.


Loading graphics...

Drawdown Indicators


MSMLXEEMSDifference

Max Drawdown

Largest peak-to-trough decline

-36.40%

-48.89%

+12.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-10.99%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-28.00%

-27.07%

-0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-48.89%

+14.56%

Current Drawdown

Current decline from peak

-10.68%

-7.86%

-2.82%

Average Drawdown

Average peak-to-trough decline

-9.31%

-10.60%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

3.06%

+0.92%

Volatility

MSMLX vs. EEMS - Volatility Comparison

Matthews Emerging Markets Small Companies Fund (MSMLX) has a higher volatility of 8.75% compared to iShares MSCI Emerging Markets Small-Cap ETF (EEMS) at 8.24%. This indicates that MSMLX's price experiences larger fluctuations and is considered to be riskier than EEMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MSMLXEEMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.75%

8.24%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.12%

12.39%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

17.74%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

15.69%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

17.79%

-0.94%