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BCEM vs. EMDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCEM vs. EMDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Emerging Markets Select ETF (BCEM) and First Trust Bloomberg Emerging Market Democracies ETF (EMDM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BCEM

1D
0.57%
1M
-5.36%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

EMDM

1D
0.20%
1M
-7.15%
6M
13.41%
YTD
27.11%
1Y
61.29%
3Y*
25.73%
5Y*
10Y*
ALL TIME*
26.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$108.38K$126.63K$170.35K
$1.04M$798.61K$581.23K

BCEM vs. EMDM - Yearly Performance Comparison


Correlation

The correlation between BCEM and EMDM is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 9, 2026

0.94

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Return for Risk

BCEM vs. EMDM — Risk / Return Rank

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

BCEM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EMDM
EMDM Risk / Return Rank: 8888
Overall Rank
EMDM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EMDM Sortino Ratio Rank: 8484
Sortino Ratio Rank
EMDM Omega Ratio Rank: 8888
Omega Ratio Rank
EMDM Calmar Ratio Rank: 9090
Calmar Ratio Rank
EMDM Martin Ratio Rank: 8888
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.

BCEM vs. EMDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Emerging Markets Select ETF (BCEM) and First Trust Bloomberg Emerging Market Democracies ETF (EMDM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BCEMEMDMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.94

Martin ratioReturn relative to average drawdown

13.32

BCEM vs. EMDM - Sharpe Ratio Comparison


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Drawdowns

BCEM vs. EMDM - Drawdown Comparison

The maximum BCEM drawdown since its inception was -12.06%, smaller than the maximum EMDM drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for BCEM and EMDM.


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Drawdown Indicators


BCEMEMDMDifference

Max Drawdown

Largest peak-to-trough decline

-12.06%

-18.81%

+6.75%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

Max Drawdown (3Y)

Largest decline over 3 years

-18.81%

Current Drawdown

Current decline from peak

-10.92%

-11.41%

+0.49%

Average Drawdown

Average peak-to-trough decline

-3.88%

-4.16%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

Volatility

BCEM vs. EMDM - Volatility Comparison


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Volatility by Period


BCEMEMDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

Volatility (6M)

Calculated over the trailing 6-month period

25.27%

Volatility (1Y)

Calculated over the trailing 1-year period

32.58%

27.50%

+5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.58%

21.02%

+11.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.58%

21.02%

+11.56%

BCEM vs. EMDM - Expense Ratio Comparison

BCEM has a 0.80% expense ratio, which is higher than EMDM's 0.75% expense ratio.


Dividends

BCEM vs. EMDM - Dividend Comparison

BCEM has not paid dividends to shareholders, while EMDM's dividend yield for the trailing twelve months is around 2.98%.


PositionTTM202520242023
BCEM
Baron Emerging Markets Select ETF
0.00%0.00%0.00%0.00%
EMDM
First Trust Bloomberg Emerging Market Democracies ETF
2.98%3.57%5.87%2.16%

Frequently Asked Questions


With a correlation of 0.94, BCEM and EMDM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EMDM is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMDM is cheaper with a 0.75% expense ratio, compared with 0.80% for BCEM.

EMDM has the higher dividend yield at 2.98%, compared with 0.00% for BCEM.

They also come from different issuers: Baron Capital and First Trust. Their fees differ too: 0.80% for BCEM and 0.75% for EMDM.

Portfolio Optimizer

Find the right allocation for BCEM and EMDM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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