PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MSMLX vs. MASGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

MSMLX vs. MASGX - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025
-8.47%
0.32%
MSMLX
MASGX

Key characteristics

Sharpe Ratio

MSMLX:

-0.47

MASGX:

0.22

Sortino Ratio

MSMLX:

-0.56

MASGX:

0.45

Omega Ratio

MSMLX:

0.94

MASGX:

1.05

Calmar Ratio

MSMLX:

-0.22

MASGX:

0.12

Martin Ratio

MSMLX:

-1.10

MASGX:

0.55

Ulcer Index

MSMLX:

6.57%

MASGX:

7.50%

Daily Std Dev

MSMLX:

15.27%

MASGX:

18.50%

Max Drawdown

MSMLX:

-45.68%

MASGX:

-37.82%

Current Drawdown

MSMLX:

-30.00%

MASGX:

-30.74%

Returns By Period

In the year-to-date period, MSMLX achieves a -2.34% return, which is significantly lower than MASGX's 1.68% return.


MSMLX

YTD

-2.34%

1M

-2.34%

6M

-8.46%

1Y

-6.78%

5Y*

5.74%

10Y*

1.20%

MASGX

YTD

1.68%

1M

1.68%

6M

0.32%

1Y

5.69%

5Y*

3.61%

10Y*

N/A

*Annualized

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. MASGX - Expense Ratio Comparison

MSMLX has a 1.37% expense ratio, which is higher than MASGX's 1.24% expense ratio.


MSMLX
Matthews Emerging Markets Small Companies Fund
Expense ratio chart for MSMLX: current value at 1.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.37%
Expense ratio chart for MASGX: current value at 1.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.24%

Risk-Adjusted Performance

MSMLX vs. MASGX — Risk-Adjusted Performance Rank

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

MSMLX
The Risk-Adjusted Performance Rank of MSMLX is 11
Overall Rank
The Sharpe Ratio Rank of MSMLX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MSMLX is 11
Sortino Ratio Rank
The Omega Ratio Rank of MSMLX is 22
Omega Ratio Rank
The Calmar Ratio Rank of MSMLX is 22
Calmar Ratio Rank
The Martin Ratio Rank of MSMLX is 11
Martin Ratio Rank

MASGX
The Risk-Adjusted Performance Rank of MASGX is 1010
Overall Rank
The Sharpe Ratio Rank of MASGX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of MASGX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of MASGX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of MASGX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of MASGX is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for MSMLX, currently valued at -0.47, compared to the broader market-1.000.001.002.003.004.00-0.470.22
The chart of Sortino ratio for MSMLX, currently valued at -0.56, compared to the broader market0.002.004.006.008.0010.0012.00-0.560.45
The chart of Omega ratio for MSMLX, currently valued at 0.94, compared to the broader market1.002.003.004.000.941.05
The chart of Calmar ratio for MSMLX, currently valued at -0.22, compared to the broader market0.005.0010.0015.00-0.220.12
The chart of Martin ratio for MSMLX, currently valued at -1.10, compared to the broader market0.0020.0040.0060.0080.00-1.100.55
MSMLX
MASGX

The current MSMLX Sharpe Ratio is -0.47, which is lower than the MASGX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of MSMLX and MASGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025
-0.47
0.22
MSMLX
MASGX

Dividends

MSMLX vs. MASGX - Dividend Comparison

MSMLX's dividend yield for the trailing twelve months is around 3.39%, more than MASGX's 2.53% yield.


TTM20242023202220212020201920182017201620152014
MSMLX
Matthews Emerging Markets Small Companies Fund
3.39%3.31%1.59%0.39%0.00%0.21%0.51%0.49%0.43%0.43%0.13%0.39%
MASGX
Matthews Asia ESG Fund
2.53%2.57%1.99%0.34%0.00%0.07%0.27%0.20%2.35%1.47%0.42%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.


-35.00%-30.00%-25.00%-20.00%SeptemberOctoberNovemberDecember2025
-30.00%
-30.74%
MSMLX
MASGX

Volatility

MSMLX vs. MASGX - Volatility Comparison

The current volatility for Matthews Emerging Markets Small Companies Fund (MSMLX) is 5.18%, while Matthews Asia ESG Fund (MASGX) has a volatility of 5.81%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025
5.18%
5.81%
MSMLX
MASGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab