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Global X MSCI Next Emerging & Frontier ETF (EMFM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37950E2182

CUSIP

37950E218

Issuer

Global X

Inception Date

Nov 7, 2013

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

MSCI Select Emerging and Frontier Markets Access

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EMFM vs. FM EMFM vs. TISVX EMFM vs. VOO EMFM vs. IDX EMFM vs. AVDV EMFM vs. FEMS EMFM vs. XLV
Popular comparisons:
EMFM vs. FM EMFM vs. TISVX EMFM vs. VOO EMFM vs. IDX EMFM vs. AVDV EMFM vs. FEMS EMFM vs. XLV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X MSCI Next Emerging & Frontier ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-0.50%0.00%0.50%12 PMFri 2412 PMSat 2512 PMMay 2612 PMMon 2712 PMTue 2812 PMWed 2912 PMThu 300
-0.61%
EMFM (Global X MSCI Next Emerging & Frontier ETF)
Benchmark (^GSPC)

Returns By Period


EMFM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of EMFM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.35%-0.08%0.11%0.60%-1.40%
20234.56%-4.01%1.79%1.99%-5.04%2.58%6.21%-3.67%-3.41%-4.82%6.78%4.46%6.50%
20222.84%1.74%1.59%-4.67%-2.20%-9.08%2.68%-0.15%-7.32%4.07%5.50%-4.36%-10.10%
2021-2.62%1.56%2.45%2.23%3.04%-0.89%-1.81%5.68%-2.02%2.89%-4.39%2.64%8.59%
2020-3.57%-9.06%-19.24%7.39%3.92%3.46%-0.03%3.21%-1.80%-0.72%12.06%5.79%-2.50%
20197.53%-2.08%-0.94%1.51%-1.32%4.11%-0.47%-4.92%0.32%0.48%-1.24%3.69%6.24%
20186.20%-2.46%-1.37%-1.96%-7.20%-3.95%5.28%-5.86%1.24%-6.58%2.69%-1.40%-15.26%
2017-7.06%-7.60%76.92%114.99%76.43%59.49%10.06%60.01%-25.95%5.95%-64.87%5.74%371.75%
201633.33%33.33%

Expense Ratio

EMFM features an expense ratio of 0.70%, falling within the medium range.


Expense ratio chart for EMFM: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EMFM is 23, indicating that it is in the bottom 23% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EMFM is 2323
Combined Rank
The Sharpe Ratio Rank of EMFM is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of EMFM is 2626
Sortino Ratio Rank
The Omega Ratio Rank of EMFM is 2929
Omega Ratio Rank
The Calmar Ratio Rank of EMFM is 1313
Calmar Ratio Rank
The Martin Ratio Rank of EMFM is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X MSCI Next Emerging & Frontier ETF (EMFM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
EMFM
^GSPC

There is not enough data available to calculate the Sharpe ratio for Global X MSCI Next Emerging & Frontier ETF. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Rolling 12-month Sharpe Ratio0.501.001.502.002.5012 PMFri 2412 PMSat 2512 PMMay 2612 PMMon 2712 PMTue 2812 PMWed 2912 PMThu 30
0.55
2.14
EMFM (Global X MSCI Next Emerging & Frontier ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X MSCI Next Emerging & Frontier ETF provided a 101.60% dividend yield over the last twelve months, with an annual payout of $18.93 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$18.93$0.56$0.12$0.44$0.50$0.58$0.65$0.41$0.48$0.46

Dividend yield

101.60%2.95%0.63%2.17%2.61%2.85%3.29%1.72%10.97%0.00%

Monthly Dividends

The table displays the monthly dividend distributions for Global X MSCI Next Emerging & Frontier ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$18.66$18.66
2023$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.27$0.56
2022$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.05$0.12
2021$0.00$0.00$0.00$0.00$0.00$0.22$0.00$0.00$0.00$0.00$0.00$0.22$0.44
2020$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.26$0.50
2019$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.24$0.58
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2016$0.48$0.48
2015$0.46$0.46

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.


-80.00%-60.00%-40.00%-20.00%0.00%12 PMFri 2412 PMSat 2512 PMMay 2612 PMMon 2712 PMTue 2812 PMWed 2912 PMThu 30
-78.34%
-1.61%
EMFM (Global X MSCI Next Emerging & Frontier ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X MSCI Next Emerging & Frontier ETF. 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 Global X MSCI Next Emerging & Frontier ETF was 85.98%, occurring on Mar 23, 2020. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.98%Sep 4, 2017642Mar 23, 2020
-31.06%May 25, 20172May 26, 201715Jun 16, 201717
-30.52%May 10, 20175May 16, 20176May 24, 201711
-26.15%Jul 5, 201711Jul 19, 201713Aug 28, 201724
-23.35%Jan 5, 201715Jan 25, 201743Mar 30, 201758

Volatility

Volatility Chart

The current Global X MSCI Next Emerging & Frontier ETF volatility is 0.84%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%12 PMFri 2412 PMSat 2512 PMMay 2612 PMMon 2712 PMTue 2812 PMWed 2912 PMThu 30
0.84%
2.69%
EMFM (Global X MSCI Next Emerging & Frontier ETF)
Benchmark (^GSPC)