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AFIF vs. AEMB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFIF and AEMB is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AFIF vs. AEMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Anfield Universal Fixed Income ETF (AFIF) and American Century Emerging Markets Bond ETF (AEMB). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.57%
3.29%
AFIF
AEMB

Key characteristics

Returns By Period


AFIF

YTD

7.28%

1M

0.61%

6M

3.57%

1Y

7.76%

5Y*

2.43%

10Y*

N/A

AEMB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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AFIF vs. AEMB - Expense Ratio Comparison

AFIF has a 1.23% expense ratio, which is higher than AEMB's 0.43% expense ratio.


AFIF
Anfield Universal Fixed Income ETF
Expense ratio chart for AFIF: current value at 1.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.23%
Expense ratio chart for AEMB: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%

Risk-Adjusted Performance

AFIF vs. AEMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Anfield Universal Fixed Income ETF (AFIF) and American Century Emerging Markets Bond ETF (AEMB). 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.


Sharpe ratio
The chart of Sharpe ratio for AFIF, currently valued at 3.91, compared to the broader market0.002.004.003.911.12
The chart of Sortino ratio for AFIF, currently valued at 6.42, compared to the broader market-2.000.002.004.006.008.0010.006.421.64
The chart of Omega ratio for AFIF, currently valued at 1.84, compared to the broader market0.501.001.502.002.503.001.841.23
The chart of Calmar ratio for AFIF, currently valued at 11.43, compared to the broader market0.005.0010.0015.0011.430.47
The chart of Martin ratio for AFIF, currently valued at 41.33, compared to the broader market0.0020.0040.0060.0080.00100.0041.336.09
AFIF
AEMB


Rolling 12-month Sharpe Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
3.91
1.12
AFIF
AEMB

Dividends

AFIF vs. AEMB - Dividend Comparison

AFIF's dividend yield for the trailing twelve months is around 5.58%, while AEMB has not paid dividends to shareholders.


TTM202320222021202020192018
AFIF
Anfield Universal Fixed Income ETF
5.58%5.92%3.49%1.75%1.26%2.56%0.69%
AEMB
American Century Emerging Markets Bond ETF
4.08%5.82%5.70%2.15%0.00%0.00%0.00%

Drawdowns

AFIF vs. AEMB - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-7.74%
AFIF
AEMB

Volatility

AFIF vs. AEMB - Volatility Comparison

Anfield Universal Fixed Income ETF (AFIF) has a higher volatility of 0.46% compared to American Century Emerging Markets Bond ETF (AEMB) at 0.00%. This indicates that AFIF's price experiences larger fluctuations and is considered to be riskier than AEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.46%
0
AFIF
AEMB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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