Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVEM Avantis Emerging Markets Equity ETF | Foreign Large Cap Equities | 25.10% |
FDEM Fidelity Emerging Markets Multifactor ETF | Emerging Markets Equities | 24.50% |
FRDM Freedom 100 Emerging Markets ETF | Emerging Markets Diversified | 25.50% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 24.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Emerging 2025, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.
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The earliest data available for this chart is Sep 19, 2019, corresponding to the inception date of AVEM
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Emerging 2025 | -1.02% | -4.16% | 3.90% | 9.19% | 39.55% | 19.14% | 7.76% | — |
| Portfolio components: | ||||||||
AVEM Avantis Emerging Markets Equity ETF | -0.75% | -3.74% | 4.81% | 7.71% | 39.32% | 18.50% | 7.00% | — |
FDEM Fidelity Emerging Markets Multifactor ETF | -1.33% | -4.74% | 2.57% | 4.49% | 29.76% | 16.94% | 6.48% | — |
FRDM Freedom 100 Emerging Markets ETF | -1.27% | -4.92% | 7.99% | 23.46% | 64.73% | 26.79% | 13.19% | — |
VWO Vanguard FTSE Emerging Markets ETF | -0.72% | -3.17% | 0.11% | 0.16% | 23.95% | 13.41% | 3.75% | 7.73% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 20, 2019, Emerging 2025's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +13.9%, while the worst month was Mar 2020 at -18.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Emerging 2025 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.48% | 5.71% | -9.50% | 0.11% | 3.90% | ||||||||
| 2025 | 1.96% | -0.05% | 1.87% | 1.06% | 4.64% | 6.92% | 0.59% | 3.10% | 5.70% | 4.15% | -0.81% | 3.23% | 37.20% |
| 2024 | -3.63% | 3.86% | 2.62% | -0.20% | 3.32% | 2.36% | 0.52% | 0.74% | 4.60% | -3.08% | -2.56% | -1.12% | 7.24% |
| 2023 | 8.30% | -5.88% | 2.83% | 0.47% | -1.60% | 4.73% | 5.76% | -5.66% | -2.88% | -2.80% | 8.78% | 4.49% | 16.20% |
| 2022 | 0.64% | -3.37% | -0.71% | -6.73% | 2.15% | -8.34% | 0.75% | -0.68% | -10.24% | 0.15% | 13.92% | -2.71% | -15.93% |
| 2021 | 2.10% | 1.48% | 0.66% | 1.70% | 1.76% | 0.90% | -4.56% | 1.96% | -3.96% | 0.44% | -2.24% | 2.38% | 2.31% |
Benchmark Metrics
Emerging 2025 has an annualized alpha of 1.25%, beta of 0.75, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since September 20, 2019.
- This portfolio participated in 81.38% of S&P 500 Index downside but only 75.14% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 1.25%
- Beta
- 0.75
- R²
- 0.60
- Upside Capture
- 75.14%
- Downside Capture
- 81.38%
Expense Ratio
Emerging 2025 has an expense ratio of 0.34%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Emerging 2025 ranks 80 for risk / return — in the top 80% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 0.88 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.51 | 1.37 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.39 | +1.30 |
Martin ratioReturn relative to average drawdown | 10.56 | 6.43 | +4.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
AVEM Avantis Emerging Markets Equity ETF | 83 | 1.83 | 2.42 | 1.36 | 2.80 | 10.66 |
FDEM Fidelity Emerging Markets Multifactor ETF | 73 | 1.53 | 2.10 | 1.30 | 2.14 | 8.26 |
FRDM Freedom 100 Emerging Markets ETF | 93 | 2.57 | 3.17 | 1.47 | 3.55 | 14.40 |
VWO Vanguard FTSE Emerging Markets ETF | 61 | 1.22 | 1.74 | 1.25 | 1.78 | 6.68 |
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Dividends
Dividend yield
Emerging 2025 provided a 2.57% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.57% | 2.68% | 3.23% | 3.40% | 3.38% | 2.53% | 1.61% | 1.75% | 0.72% | 0.57% | 0.63% | 0.81% |
| Portfolio components: | ||||||||||||
AVEM Avantis Emerging Markets Equity ETF | 2.41% | 2.45% | 3.17% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% |
FDEM Fidelity Emerging Markets Multifactor ETF | 3.18% | 3.23% | 4.05% | 4.41% | 3.95% | 2.71% | 1.84% | 2.39% | 0.00% | 0.00% | 0.00% | 0.00% |
FRDM Freedom 100 Emerging Markets ETF | 2.03% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.70% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Emerging 2025. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Emerging 2025 was 35.92%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Emerging 2025 drawdown is 10.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.92% | Jan 14, 2020 | 48 | Mar 23, 2020 | 161 | Nov 9, 2020 | 209 |
| -30.64% | Feb 17, 2021 | 420 | Oct 14, 2022 | 430 | Jul 3, 2024 | 850 |
| -15.96% | Sep 27, 2024 | 132 | Apr 8, 2025 | 23 | May 12, 2025 | 155 |
| -13.57% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -9.87% | Jul 15, 2024 | 16 | Aug 5, 2024 | 35 | Sep 24, 2024 | 51 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | FRDM | FDEM | VWO | AVEM | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.69 | 0.61 | 0.66 | 0.69 | 0.69 |
| FRDM | 0.69 | 1.00 | 0.79 | 0.81 | 0.86 | 0.92 |
| FDEM | 0.61 | 0.79 | 1.00 | 0.90 | 0.91 | 0.94 |
| VWO | 0.66 | 0.81 | 0.90 | 1.00 | 0.97 | 0.96 |
| AVEM | 0.69 | 0.86 | 0.91 | 0.97 | 1.00 | 0.98 |
| Portfolio | 0.69 | 0.92 | 0.94 | 0.96 | 0.98 | 1.00 |