SAEMX vs. ESCIX
Compare and contrast key facts about SA Emerging Markets Value Fund (SAEMX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX).
SAEMX is managed by SA Funds. It was launched on Apr 1, 2007. ESCIX is managed by Ashmore. It was launched on Oct 3, 2011.
Performance
SAEMX vs. ESCIX - Performance Comparison
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SAEMX vs. ESCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAEMX SA Emerging Markets Value Fund | 2.65% | 29.21% | 5.47% | 15.72% | -11.61% | 10.51% | 0.88% | 8.05% | -12.11% | 31.24% |
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% |
Returns By Period
In the year-to-date period, SAEMX achieves a 2.65% return, which is significantly lower than ESCIX's 8.91% return. Over the past 10 years, SAEMX has underperformed ESCIX with an annualized return of 8.04%, while ESCIX has yielded a comparatively higher 9.84% annualized return.
SAEMX
- 1D
- -1.16%
- 1M
- -11.14%
- YTD
- 2.65%
- 6M
- 8.64%
- 1Y
- 29.90%
- 3Y*
- 16.12%
- 5Y*
- 8.00%
- 10Y*
- 8.04%
ESCIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 8.91%
- 6M
- 13.79%
- 1Y
- 41.15%
- 3Y*
- 16.77%
- 5Y*
- 5.75%
- 10Y*
- 9.84%
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SAEMX vs. ESCIX - Expense Ratio Comparison
SAEMX has a 1.24% expense ratio, which is lower than ESCIX's 1.52% expense ratio.
Return for Risk
SAEMX vs. ESCIX — Risk / Return Rank
SAEMX
ESCIX
SAEMX vs. ESCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA Emerging Markets Value Fund (SAEMX) 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.
| SAEMX | ESCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 2.59 | -0.92 |
Sortino ratioReturn per unit of downside risk | 2.09 | 3.42 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.53 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.47 | -0.39 |
Martin ratioReturn relative to average drawdown | 8.21 | 14.33 | -6.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAEMX | ESCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 2.59 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.37 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.56 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.39 | -0.23 |
Correlation
The correlation between SAEMX and ESCIX is 0.67, 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.
Dividends
SAEMX vs. ESCIX - Dividend Comparison
SAEMX's dividend yield for the trailing twelve months is around 3.34%, more than ESCIX's 0.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAEMX SA Emerging Markets Value Fund | 3.34% | 3.43% | 4.37% | 4.07% | 3.54% | 2.86% | 1.76% | 2.18% | 1.78% | 1.28% | 1.23% | 1.25% |
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% | 0.00% |
Drawdowns
SAEMX vs. ESCIX - Drawdown Comparison
The maximum SAEMX drawdown since its inception was -63.08%, which is greater than ESCIX's maximum drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for SAEMX and ESCIX.
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Drawdown Indicators
| SAEMX | ESCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.08% | -48.76% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.39% | -12.84% | +1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -25.98% | -36.59% | +10.61% |
Max Drawdown (10Y)Largest decline over 10 years | -49.23% | -48.76% | -0.47% |
Current DrawdownCurrent decline from peak | -11.39% | -0.74% | -10.65% |
Average DrawdownAverage peak-to-trough decline | -17.36% | -13.45% | -3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.49% | +0.94% |
Volatility
SAEMX vs. ESCIX - Volatility Comparison
SA Emerging Markets Value Fund (SAEMX) has a higher volatility of 7.90% compared to Ashmore Emerging Markets Small Cap Equity Fund (ESCIX) at 0.00%. This indicates that SAEMX'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
| SAEMX | ESCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 0.00% | +7.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 8.91% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 15.75% | +1.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 15.86% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.41% | 17.64% | -2.23% |