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SGRT vs. MEMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SGRT vs. MEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SMART Earnings Growth 30 ETF (SGRT) and Matthews Emerging Markets Ex China Active ETF (MEMX). The values are adjusted to include any dividend payments, if applicable.

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SGRT vs. MEMX - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with SGRT having a 6.68% return and MEMX slightly lower at 6.51%.


SGRT

1D
4.18%
1M
-8.35%
YTD
6.68%
6M
13.46%
1Y
3Y*
5Y*
10Y*

MEMX

1D
4.04%
1M
-11.05%
YTD
6.51%
6M
20.33%
1Y
49.85%
3Y*
19.55%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SGRT vs. MEMX - Expense Ratio Comparison

SGRT has a 0.59% expense ratio, which is lower than MEMX's 0.79% expense ratio.


Return for Risk

SGRT vs. MEMX — Risk / Return Rank

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

SGRT

MEMX
MEMX Risk / Return Rank: 9494
Overall Rank
MEMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
MEMX Sortino Ratio Rank: 9595
Sortino Ratio Rank
MEMX Omega Ratio Rank: 9595
Omega Ratio Rank
MEMX Calmar Ratio Rank: 9292
Calmar Ratio Rank
MEMX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGRT vs. MEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SMART Earnings Growth 30 ETF (SGRT) and Matthews Emerging Markets Ex China Active ETF (MEMX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SGRT vs. MEMX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SGRTMEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.89

1.11

+0.78

Correlation

The correlation between SGRT and MEMX is 0.69, 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

SGRT vs. MEMX - Dividend Comparison

SGRT's dividend yield for the trailing twelve months is around 0.15%, less than MEMX's 4.58% yield.


TTM202520242023
SGRT
SMART Earnings Growth 30 ETF
0.15%0.16%0.00%0.00%
MEMX
Matthews Emerging Markets Ex China Active ETF
4.58%4.88%0.99%1.13%

Drawdowns

SGRT vs. MEMX - Drawdown Comparison

The maximum SGRT drawdown since its inception was -17.87%, smaller than the maximum MEMX drawdown of -19.27%. Use the drawdown chart below to compare losses from any high point for SGRT and MEMX.


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Drawdown Indicators


SGRTMEMXDifference

Max Drawdown

Largest peak-to-trough decline

-17.87%

-19.27%

+1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-14.70%

Current Drawdown

Current decline from peak

-9.53%

-11.25%

+1.72%

Average Drawdown

Average peak-to-trough decline

-3.50%

-3.53%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

Volatility

SGRT vs. MEMX - Volatility Comparison


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Volatility by Period


SGRTMEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

Volatility (6M)

Calculated over the trailing 6-month period

16.22%

Volatility (1Y)

Calculated over the trailing 1-year period

32.55%

20.39%

+12.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.55%

16.07%

+16.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.55%

16.07%

+16.48%