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PEAFX vs. ESCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEAFX vs. ESCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO RAE Emerging Markets Fund Class A (PEAFX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEAFX achieves a 11.38% return, which is significantly higher than ESCIX's 8.91% return. Both investments have delivered pretty close results over the past 10 years, with PEAFX having a 9.35% annualized return and ESCIX not far behind at 9.13%.


PEAFX

1D
2.23%
1M
2.64%
6M
1.34%
YTD
11.38%
1Y
19.17%
3Y*
11.69%
5Y*
7.84%
10Y*
9.35%
ALL TIME*
11.46%

ESCIX

1D
0.00%
1M
0.00%
6M
0.50%
YTD
8.91%
1Y
23.63%
3Y*
13.53%
5Y*
4.21%
10Y*
9.13%
ALL TIME*
6.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PEAFX vs. ESCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEAFX
PIMCO RAE Emerging Markets Fund Class A
11.38%20.25%1.14%22.28%-10.71%15.47%6.43%13.30%-12.77%28.91%
ESCIX
Ashmore Emerging Markets Small Cap Equity Fund
8.91%26.07%3.55%19.64%-24.45%11.93%43.41%15.24%-22.01%28.57%

Correlation

The correlation between PEAFX and ESCIX is 0.38, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.38

Correlation (3Y)
Balances recent behavior with more history.

0.57

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (10Y)
Provides a long-term view across more market conditions.

0.69

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.70

Over the past year, the correlation between PEAFX and ESCIX has dropped to 0.38 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

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Return for Risk

PEAFX vs. ESCIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PEAFX
PEAFX Risk / Return Rank: 3232
Overall Rank
PEAFX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
PEAFX Sortino Ratio Rank: 2929
Sortino Ratio Rank
PEAFX Omega Ratio Rank: 3232
Omega Ratio Rank
PEAFX Calmar Ratio Rank: 3838
Calmar Ratio Rank
PEAFX Martin Ratio Rank: 2828
Martin Ratio Rank

ESCIX
ESCIX Risk / Return Rank: 9292
Overall Rank
ESCIX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ESCIX Sortino Ratio Rank: 8787
Sortino Ratio Rank
ESCIX Omega Ratio Rank: 9292
Omega Ratio Rank
ESCIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
ESCIX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PEAFX vs. ESCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Emerging Markets Fund Class A (PEAFX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PEAFXESCIXDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.19

1.53

-0.34

Calmar ratioReturn relative to maximum drawdown

1.61

3.92

-2.31

Martin ratioReturn relative to average drawdown

4.12

17.72

-13.59

PEAFX vs. ESCIX - Sharpe Ratio Comparison

The current PEAFX Sharpe Ratio is 1.04, which is lower than the ESCIX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of PEAFX and ESCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PEAFX vs. ESCIX - Drawdown Comparison

The maximum PEAFX drawdown since its inception was -47.18%, roughly equal to the maximum ESCIX drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for PEAFX and ESCIX.


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Drawdown Indicators


PEAFXESCIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.18%

-48.76%

+1.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.98%

-5.70%

-4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-22.22%

-19.97%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.16%

-36.59%

+10.43%

Max Drawdown (10Y)

Largest decline over 10 years

-47.18%

-48.76%

+1.58%

Current Drawdown

Current decline from peak

-5.74%

-0.74%

-5.00%

Average Drawdown

Average peak-to-trough decline

-10.11%

-13.21%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

1.49%

+2.40%

Volatility

PEAFX vs. ESCIX - Volatility Comparison

PIMCO RAE Emerging Markets Fund Class A (PEAFX) has a higher volatility of 5.08% compared to Ashmore Emerging Markets Small Cap Equity Fund (ESCIX) at 0.00%. This indicates that PEAFX's price experiences larger fluctuations and is considered to be riskier than ESCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEAFXESCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

0.00%

+5.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

5.66%

+6.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.43%

10.28%

+5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.05%

15.57%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

17.48%

-0.43%

PEAFX vs. ESCIX - Expense Ratio Comparison

PEAFX has a 1.10% expense ratio, which is lower than ESCIX's 1.52% expense ratio.


Dividends

PEAFX vs. ESCIX - Dividend Comparison

PEAFX's dividend yield for the trailing twelve months is around 2.67%, more than ESCIX's 0.42% yield.


PositionTTM2025202420232022202120202019201820172016
ESCIX
Ashmore Emerging Markets Small Cap Equity Fund
0.42%0.91%0.00%0.56%0.60%0.00%0.00%0.13%0.11%1.66%1.16%
PEAFX
PIMCO RAE Emerging Markets Fund Class A
2.67%2.97%1.01%4.01%11.33%9.19%7.05%2.48%11.05%8.07%2.59%

Frequently Asked Questions


PEAFX and ESCIX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PEAFX has higher volatility (5.08%) compared to ESCIX (0.00%). In terms of maximum drawdown, PEAFX dropped -47.18% vs ESCIX's -48.76%.

ESCIX currently has the higher Sharpe Ratio (2.17 vs 1.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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