MSMLX vs. MASGX
Compare and contrast key facts about Matthews Emerging Markets Small Companies Fund (MSMLX) and Matthews Asia ESG Fund (MASGX).
MSMLX is managed by Matthews Asia Funds. It was launched on Sep 14, 2008. MASGX is managed by Matthews Asia Funds. It was launched on Apr 29, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSMLX or MASGX.
Key characteristics
| MSMLX | MASGX | |
|---|---|---|
| YTD Return | -4.31% | 0.80% |
| 1Y Return | -6.80% | -3.12% |
| 3Y Return (Ann) | -9.45% | -10.86% |
| 5Y Return (Ann) | 7.08% | 3.47% |
| Sharpe Ratio | -0.31 | -0.08 |
| Sortino Ratio | -0.32 | 0.02 |
| Omega Ratio | 0.96 | 1.00 |
| Calmar Ratio | -0.18 | -0.04 |
| Martin Ratio | -1.09 | -0.24 |
| Ulcer Index | 4.48% | 6.14% |
| Daily Std Dev | 15.62% | 18.63% |
| Max Drawdown | -45.68% | -37.82% |
| Current Drawdown | -26.50% | -29.56% |
Correlation
The correlation between MSMLX and MASGX is 0.85, 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.
Performance
MSMLX vs. MASGX - Performance Comparison
In the year-to-date period, MSMLX achieves a -4.31% return, which is significantly lower than MASGX's 0.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MSMLX vs. MASGX - Expense Ratio Comparison
MSMLX has a 1.37% expense ratio, which is higher than MASGX's 1.24% expense ratio.
Risk-Adjusted Performance
MSMLX vs. MASGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Matthews Emerging Markets Small Companies Fund (MSMLX) 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.
Dividends
MSMLX vs. MASGX - Dividend Comparison
MSMLX's dividend yield for the trailing twelve months is around 1.66%, less than MASGX's 1.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSMLX Matthews Emerging Markets Small Companies Fund | 1.66% | 1.59% | 0.39% | 0.00% | 0.21% | 0.51% | 0.49% | 0.43% | 0.43% | 0.13% | 0.39% | 0.48% |
MASGX Matthews Asia ESG Fund | 1.98% | 1.99% | 0.34% | 0.00% | 0.07% | 0.27% | 0.20% | 2.35% | 1.47% | 0.42% | 0.00% | 0.00% |
Drawdowns
MSMLX vs. MASGX - Drawdown Comparison
The maximum MSMLX drawdown since its inception was -45.68%, which is greater than MASGX's maximum drawdown of -37.82%. Use the drawdown chart below to compare losses from any high point for MSMLX and MASGX. For additional features, visit the drawdowns tool.
Volatility
MSMLX vs. MASGX - Volatility Comparison
The current volatility for Matthews Emerging Markets Small Companies Fund (MSMLX) is 4.06%, while Matthews Asia ESG Fund (MASGX) has a volatility of 5.37%. This indicates that MSMLX 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.