Sortino ratio is not yet available for VEM. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Virtus Emerging Markets Dividend ETF's Sortino Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how VEM's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 30, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EVLU | iShares MSCI Emerging Markets Value Factor ETF | 2.89 | |||
| EMEQ | Nomura Focused Emerging Markets Equity ETF | 2.70 | |||
| GEME | Pacific North of South Global Emerging Markets Equity Active ETF | 2.62 | |||
| EMDM | First Trust Bloomberg Emerging Market Democracies ETF | 2.58 | |||
| SDEM | Global X MSCI SuperDividend Emerging Markets ETF | 2.47 | |||
| ECOW | Pacer Emerging Markets Cash Cows 100 ETF | 2.45 | |||
| FTHF | First Trust Emerging Markets Human Flourishing ETF | 2.34 | |||
| FRDM | Freedom 100 Emerging Markets ETF | 2.31 | |||
| ROAM | Hartford Multifactor Emerging Markets ETF | 2.18 | |||
| EQLT | iShares MSCI Emerging Markets Quality Factor ETF | 2.18 | |||
| VEM | Virtus Emerging Markets Dividend ETF | — |
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Historical Sortino Ratio
The chart shows VEM's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when VEM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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