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AAA vs. BEMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAA vs. BEMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAF First Priority CLO Bond ETF (AAA) and Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAA achieves a 1.86% return, which is significantly higher than BEMB's 1.27% return.


AAA

1D
-0.22%
1M
0.67%
YTD
1.86%
6M
2.19%
1Y
5.39%
3Y*
6.50%
5Y*
4.64%
10Y*

BEMB

1D
-0.34%
1M
0.94%
YTD
1.27%
6M
1.64%
1Y
9.77%
3Y*
8.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AAA vs. BEMB - Yearly Performance Comparison


2026 (YTD)202520242023
AAA
AAF First Priority CLO Bond ETF
1.86%4.92%6.85%7.04%
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
1.27%12.27%5.51%8.88%

Correlation

The correlation between AAA and BEMB is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.16

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2023

0.05

The correlation between AAA and BEMB shifts across timeframes, from 0.05 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AAA vs. BEMB — Risk / Return Rank

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

AAA
AAA Risk / Return Rank: 8585
Overall Rank
AAA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
AAA Sortino Ratio Rank: 8787
Sortino Ratio Rank
AAA Omega Ratio Rank: 7777
Omega Ratio Rank
AAA Calmar Ratio Rank: 9696
Calmar Ratio Rank
AAA Martin Ratio Rank: 9494
Martin Ratio Rank

BEMB
BEMB Risk / Return Rank: 6767
Overall Rank
BEMB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BEMB Sortino Ratio Rank: 7474
Sortino Ratio Rank
BEMB Omega Ratio Rank: 7575
Omega Ratio Rank
BEMB Calmar Ratio Rank: 5454
Calmar Ratio Rank
BEMB Martin Ratio Rank: 6464
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.

AAA vs. BEMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAF First Priority CLO Bond ETF (AAA) and Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB). 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.


AAABEMBDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.47

1.45

+0.02

Calmar ratioReturn relative to maximum drawdown

8.98

2.68

+6.31

Martin ratioReturn relative to average drawdown

27.78

11.53

+16.24

AAA vs. BEMB - Sharpe Ratio Comparison

The current AAA Sharpe Ratio is 2.36, which is comparable to the BEMB Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of AAA and BEMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AAABEMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

2.30

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.05

Sharpe Ratio (All Time)

Calculated using the full available price history

1.93

1.45

+0.48

Drawdowns

AAA vs. BEMB - Drawdown Comparison

The maximum AAA drawdown since its inception was -2.63%, smaller than the maximum BEMB drawdown of -6.17%. Use the drawdown chart below to compare losses from any high point for AAA and BEMB.


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Drawdown Indicators


AAABEMBDifference

Max Drawdown

Largest peak-to-trough decline

-2.63%

-6.17%

+3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-0.60%

-3.67%

+3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-2.40%

-6.17%

+3.77%

Max Drawdown (5Y)

Largest decline over 5 years

-2.63%

Current Drawdown

Current decline from peak

-0.22%

-0.34%

+0.12%

Average Drawdown

Average peak-to-trough decline

-0.30%

-0.94%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

0.85%

-0.66%

Volatility

AAA vs. BEMB - Volatility Comparison

The current volatility for AAF First Priority CLO Bond ETF (AAA) is 0.74%, while Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) has a volatility of 1.49%. This indicates that AAA experiences smaller price fluctuations and is considered to be less risky than BEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAABEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

1.49%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

1.76%

3.46%

-1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

2.30%

4.26%

-1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.28%

5.88%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.15%

5.88%

-3.73%

AAA vs. BEMB - Expense Ratio Comparison

AAA has a 0.25% expense ratio, which is higher than BEMB's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AAA vs. BEMB - Dividend Comparison

AAA's dividend yield for the trailing twelve months is around 4.90%, less than BEMB's 6.88% yield.


PositionTTM202520242023202220212020
AAA
AAF First Priority CLO Bond ETF
4.90%5.11%6.17%6.11%2.78%1.06%0.32%
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
6.88%6.88%6.31%5.46%0.00%0.00%0.00%

Frequently Asked Questions


AAA and BEMB have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BEMB has higher volatility (1.49%) compared to AAA (0.74%). In terms of maximum drawdown, AAA dropped -2.63% vs BEMB's -6.17%.

On 3-year performance, BEMB leads with 8.80% vs 6.50% for AAA. On fees, BEMB is cheaper at 0.18% per year. On volatility, AAA has been the lower-risk option at 0.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BEMB has performed better with a 8.80% return vs 6.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BEMB is cheaper with a 0.18% expense ratio, compared with 0.25% for AAA.

BEMB has the higher dividend yield at 6.88%, compared with 4.90% for AAA.

AAA is categorized as CLO, while BEMB is Emerging Markets Bonds. They also come from different issuers: Alternative Access Funds LLC and iShares. Their fees differ too: 0.25% for AAA and 0.18% for BEMB.

AAA currently has the higher Sharpe Ratio (2.36 vs 2.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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