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BND vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BND vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BND achieves a 0.52% return, which is significantly lower than EMXC's 37.25% return.


BND

1D
-0.12%
1M
0.42%
YTD
0.52%
6M
0.91%
1Y
4.40%
3Y*
4.17%
5Y*
0.03%
10Y*
1.58%

EMXC

1D
0.55%
1M
3.75%
YTD
37.25%
6M
42.23%
1Y
65.26%
3Y*
26.47%
5Y*
12.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BND vs. EMXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BND
Vanguard Total Bond Market ETF
0.52%7.08%1.38%5.65%-13.11%-1.86%7.71%8.84%-0.12%1.09%
EMXC
iShares MSCI Emerging Markets ex China ETF
37.25%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-12.96%7.16%

Correlation

The correlation between BND and EMXC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2017

0.09

Over the past year, BND and EMXC have become more correlated (0.35) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

BND vs. EMXC — Risk / Return Rank

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

BND
BND Risk / Return Rank: 3737
Overall Rank
BND Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
BND Sortino Ratio Rank: 3838
Sortino Ratio Rank
BND Omega Ratio Rank: 3535
Omega Ratio Rank
BND Calmar Ratio Rank: 3737
Calmar Ratio Rank
BND Martin Ratio Rank: 3535
Martin Ratio Rank

EMXC
EMXC Risk / Return Rank: 8989
Overall Rank
EMXC Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9090
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8989
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.

BND vs. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.


BNDEMXCDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.21

1.50

-0.30

Calmar ratioReturn relative to maximum drawdown

1.65

4.55

-2.90

Martin ratioReturn relative to average drawdown

4.81

17.51

-12.71

BND vs. EMXC - Sharpe Ratio Comparison

The current BND Sharpe Ratio is 1.18, which is lower than the EMXC Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of BND and EMXC, 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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Drawdowns

BND vs. EMXC - Drawdown Comparison

The maximum BND drawdown since its inception was -18.58%, smaller than the maximum EMXC drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for BND and EMXC.


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Drawdown Indicators


BNDEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-18.58%

-42.81%

+24.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.68%

-14.41%

+11.73%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-19.12%

+13.20%

Max Drawdown (5Y)

Largest decline over 5 years

-17.91%

-28.91%

+11.00%

Max Drawdown (10Y)

Largest decline over 10 years

-18.58%

Current Drawdown

Current decline from peak

-2.12%

-4.12%

+2.00%

Average Drawdown

Average peak-to-trough decline

-3.06%

-10.17%

+7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

3.74%

-2.82%

Volatility

BND vs. EMXC - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.28%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 12.83%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.28%

12.83%

-11.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

21.90%

-19.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

23.90%

-20.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.03%

18.00%

-11.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.53%

20.07%

-14.54%

BND vs. EMXC - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than EMXC's 0.49% expense ratio.


Dividends

BND vs. EMXC - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.96%, more than EMXC's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
EMXC
iShares MSCI Emerging Markets ex China ETF
2.05%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%

Frequently Asked Questions


BND and EMXC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXC has higher volatility (12.83%) compared to BND (1.28%). In terms of maximum drawdown, BND dropped -18.58% vs EMXC's -42.81%.

On 5-year performance, EMXC leads with 12.14% vs 0.03% for BND. On fees, BND is cheaper at 0.03% per year. On volatility, BND has been the lower-risk option at 1.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EMXC has performed better with a 12.14% return vs 0.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BND is cheaper with a 0.03% expense ratio, compared with 0.49% for EMXC.

BND has the higher dividend yield at 3.96%, compared with 2.05% for EMXC.

BND is categorized as Total Bond Market, while EMXC is Emerging Markets Equities. BND tracks Bloomberg U.S. Aggregate Float Adjusted Index, while EMXC tracks MSCI Emerging Markets ex China Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for BND and 0.49% for EMXC.

EMXC currently has the higher Sharpe Ratio (2.74 vs 1.18), 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.

Portfolio Optimizer

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