AFIF vs. AEMB
Compare and contrast key facts about Anfield Universal Fixed Income ETF (AFIF) and American Century Emerging Markets Bond ETF (AEMB).
AFIF and AEMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AFIF is an actively managed fund by Regents Park Funds. It was launched on Sep 18, 2018. AEMB is a passively managed fund by American Century that tracks the performance of the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. It was launched on Jun 29, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFIF or AEMB.
Key characteristics
| AFIF | AEMB | |
|---|---|---|
| YTD Return | 6.27% | 6.96% |
| 1Y Return | 10.63% | 18.59% |
| 3Y Return (Ann) | 3.41% | -1.89% |
| Sharpe Ratio | 4.43 | 2.34 |
| Sortino Ratio | 7.71 | 3.47 |
| Omega Ratio | 2.04 | 1.43 |
| Calmar Ratio | 3.72 | 0.80 |
| Martin Ratio | 60.23 | 16.85 |
| Ulcer Index | 0.17% | 1.10% |
| Daily Std Dev | 2.31% | 7.92% |
| Max Drawdown | -10.29% | -27.85% |
| Current Drawdown | -0.27% | -7.74% |
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.
Performance
AFIF vs. AEMB - Performance Comparison
In the year-to-date period, AFIF achieves a 6.27% return, which is significantly lower than AEMB's 6.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
AFIF vs. AEMB - Dividend Comparison
AFIF's dividend yield for the trailing twelve months is around 5.75%, less than AEMB's 5.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
AFIF Anfield Universal Fixed Income ETF | 5.75% | 5.91% | 3.49% | 1.73% | 1.25% | 2.54% | 0.69% |
AEMB American Century Emerging Markets Bond ETF | 5.85% | 5.82% | 5.70% | 2.15% | 0.00% | 0.00% | 0.00% |
Drawdowns
AFIF vs. AEMB - Drawdown Comparison
The maximum AFIF drawdown since its inception was -10.29%, smaller than the maximum AEMB drawdown of -27.85%. Use the drawdown chart below to compare losses from any high point for AFIF and AEMB. For additional features, visit the drawdowns tool.
Volatility
AFIF vs. AEMB - Volatility Comparison
The current volatility for Anfield Universal Fixed Income ETF (AFIF) is 0.49%, while American Century Emerging Markets Bond ETF (AEMB) has a volatility of 1.03%. This indicates that AFIF experiences smaller price fluctuations and is considered to be less risky than AEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.