Correlation
The correlation between PEPFX and MSMLX is 0.58, 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.
PEPFX vs. MSMLX
Compare and contrast key facts about PIMCO RAE Emerging Markets Fund (PEPFX) and Matthews Emerging Markets Small Companies Fund (MSMLX).
PEPFX is managed by PIMCO. It was launched on Jun 4, 2015. MSMLX is managed by Matthews Asia Funds. It was launched on Sep 14, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEPFX or MSMLX.
Performance
PEPFX vs. MSMLX - Performance Comparison
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Key characteristics
PEPFX:
0.26
MSMLX:
-0.17
PEPFX:
0.27
MSMLX:
-0.22
PEPFX:
1.04
MSMLX:
0.97
PEPFX:
0.11
MSMLX:
-0.12
PEPFX:
0.29
MSMLX:
-0.42
PEPFX:
6.88%
MSMLX:
10.14%
PEPFX:
15.79%
MSMLX:
17.17%
PEPFX:
-46.88%
MSMLX:
-45.68%
PEPFX:
-3.00%
MSMLX:
-25.31%
Returns By Period
In the year-to-date period, PEPFX achieves a 7.78% return, which is significantly higher than MSMLX's 4.20% return.
PEPFX
7.78%
5.26%
6.05%
4.70%
11.10%
15.05%
N/A
MSMLX
4.20%
3.89%
0.35%
-1.60%
-1.25%
7.56%
1.05%
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PEPFX vs. MSMLX - Expense Ratio Comparison
PEPFX has a 0.85% expense ratio, which is lower than MSMLX's 1.37% expense ratio.
Risk-Adjusted Performance
PEPFX vs. MSMLX — Risk-Adjusted Performance Rank
PEPFX
MSMLX
PEPFX vs. MSMLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO RAE Emerging Markets Fund (PEPFX) and Matthews Emerging Markets Small Companies Fund (MSMLX). 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.
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Dividends
PEPFX vs. MSMLX - Dividend Comparison
PEPFX's dividend yield for the trailing twelve months is around 5.97%, more than MSMLX's 3.79% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEPFX PIMCO RAE Emerging Markets Fund | 5.97% | 7.44% | 4.05% | 11.30% | 9.13% | 1.61% | 2.21% | 11.05% | 8.06% | 2.75% | 2.46% | 0.00% |
MSMLX Matthews Emerging Markets Small Companies Fund | 3.79% | 3.95% | 8.36% | 8.04% | 5.83% | 0.28% | 0.51% | 21.30% | 8.12% | 0.43% | 0.13% | 0.39% |
Drawdowns
PEPFX vs. MSMLX - Drawdown Comparison
The maximum PEPFX drawdown since its inception was -46.88%, roughly equal to the maximum MSMLX drawdown of -45.68%. Use the drawdown chart below to compare losses from any high point for PEPFX and MSMLX.
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Volatility
PEPFX vs. MSMLX - Volatility Comparison
The current volatility for PIMCO RAE Emerging Markets Fund (PEPFX) is 2.91%, while Matthews Emerging Markets Small Companies Fund (MSMLX) has a volatility of 4.04%. This indicates that PEPFX experiences smaller price fluctuations and is considered to be less risky than MSMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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