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UMEMX vs. ESCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMEMX vs. ESCIX - Performance Comparison

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

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UMEMX vs. ESCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMEMX
Columbia Emerging Markets Fund
1.28%31.14%6.68%8.89%-33.02%-7.30%33.83%31.11%-21.27%46.95%
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, UMEMX achieves a 1.28% return, which is significantly lower than ESCIX's 8.91% return. Over the past 10 years, UMEMX has underperformed ESCIX with an annualized return of 7.22%, while ESCIX has yielded a comparatively higher 9.84% annualized return.


UMEMX

1D
-1.19%
1M
-13.15%
YTD
1.28%
6M
4.74%
1Y
31.52%
3Y*
14.46%
5Y*
-1.21%
10Y*
7.22%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMEMX vs. ESCIX - Expense Ratio Comparison

UMEMX has a 1.20% expense ratio, which is lower than ESCIX's 1.52% expense ratio.


Return for Risk

UMEMX vs. ESCIX — Risk / Return Rank

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

UMEMX
UMEMX Risk / Return Rank: 7979
Overall Rank
UMEMX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
UMEMX Sortino Ratio Rank: 7878
Sortino Ratio Rank
UMEMX Omega Ratio Rank: 7777
Omega Ratio Rank
UMEMX Calmar Ratio Rank: 8181
Calmar Ratio Rank
UMEMX Martin Ratio Rank: 7979
Martin Ratio Rank

ESCIX
ESCIX Risk / Return Rank: 9595
Overall Rank
ESCIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ESCIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
ESCIX Omega Ratio Rank: 9595
Omega Ratio Rank
ESCIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
ESCIX Martin Ratio Rank: 9696
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.

UMEMX vs. ESCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Fund (UMEMX) 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.


UMEMXESCIXDifference

Sharpe ratio

Return per unit of total volatility

1.50

2.59

-1.09

Sortino ratio

Return per unit of downside risk

1.98

3.42

-1.45

Omega ratio

Gain probability vs. loss probability

1.29

1.53

-0.23

Calmar ratio

Return relative to maximum drawdown

1.95

2.47

-0.52

Martin ratio

Return relative to average drawdown

7.73

14.33

-6.60

UMEMX vs. ESCIX - Sharpe Ratio Comparison

The current UMEMX Sharpe Ratio is 1.50, which is lower than the ESCIX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of UMEMX and ESCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UMEMXESCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

2.59

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.37

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.56

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.39

-0.11

Correlation

The correlation between UMEMX and ESCIX is 0.78, 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.


Dividends

UMEMX vs. ESCIX - Dividend Comparison

UMEMX's dividend yield for the trailing twelve months is around 4.88%, more than ESCIX's 0.42% yield.


TTM2025202420232022202120202019201820172016
UMEMX
Columbia Emerging Markets Fund
4.88%4.94%1.29%0.00%0.00%1.56%1.15%0.33%0.12%0.33%0.00%
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%

Drawdowns

UMEMX vs. ESCIX - Drawdown Comparison

The maximum UMEMX drawdown since its inception was -67.58%, which is greater than ESCIX's maximum drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for UMEMX and ESCIX.


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Drawdown Indicators


UMEMXESCIXDifference

Max Drawdown

Largest peak-to-trough decline

-67.58%

-48.76%

-18.82%

Max Drawdown (1Y)

Largest decline over 1 year

-14.32%

-12.84%

-1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-49.26%

-36.59%

-12.67%

Max Drawdown (10Y)

Largest decline over 10 years

-51.61%

-48.76%

-2.85%

Current Drawdown

Current decline from peak

-15.90%

-0.74%

-15.16%

Average Drawdown

Average peak-to-trough decline

-21.57%

-13.45%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.49%

+1.13%

Volatility

UMEMX vs. ESCIX - Volatility Comparison

Columbia Emerging Markets Fund (UMEMX) has a higher volatility of 10.55% compared to Ashmore Emerging Markets Small Cap Equity Fund (ESCIX) at 0.00%. This indicates that UMEMX'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


UMEMXESCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.55%

0.00%

+10.55%

Volatility (6M)

Calculated over the trailing 6-month period

15.86%

8.91%

+6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.58%

15.75%

+4.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.45%

15.86%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

17.64%

+2.16%