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EEMD vs. TDEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEMD vs. TDEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P Emerging Markets High Dividend Value ETF (EEMD) and FT Vest Emerging Markets Buffer ETF - December (TDEC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EEMD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

TDEC

1D
-0.33%
1M
1.54%
YTD
9.14%
6M
11.08%
1Y
24.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEMD vs. TDEC - Yearly Performance Comparison


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Return for Risk

EEMD vs. TDEC — Risk / Return Rank

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

EEMD

TDEC
TDEC Risk / Return Rank: 7474
Overall Rank
TDEC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TDEC Sortino Ratio Rank: 7575
Sortino Ratio Rank
TDEC Omega Ratio Rank: 8787
Omega Ratio Rank
TDEC Calmar Ratio Rank: 6161
Calmar Ratio Rank
TDEC Martin Ratio Rank: 7171
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.

EEMD vs. TDEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P Emerging Markets High Dividend Value ETF (EEMD) and FT Vest Emerging Markets Buffer ETF - December (TDEC). 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.


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

EEMD vs. TDEC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EEMDTDECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.81

Drawdowns

EEMD vs. TDEC - Drawdown Comparison


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Drawdown Indicators


EEMDTDECDifference

Max Drawdown

Largest peak-to-trough decline

-10.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

Current Drawdown

Current decline from peak

-0.33%

Average Drawdown

Average peak-to-trough decline

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

Volatility

EEMD vs. TDEC - Volatility Comparison


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Volatility by Period


EEMDTDECDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.02%

Volatility (1Y)

Calculated over the trailing 1-year period

10.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.75%

EEMD vs. TDEC - Expense Ratio Comparison

EEMD has a 0.50% expense ratio, which is lower than TDEC's 0.95% expense ratio.


Dividends

EEMD vs. TDEC - Dividend Comparison

Neither EEMD nor TDEC has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
EEMD
AAM S&P Emerging Markets High Dividend Value ETF
0.00%0.00%4.03%8.41%7.66%6.34%3.84%5.35%4.91%0.42%
TDEC
FT Vest Emerging Markets Buffer ETF - December
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, EEMD is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEMD is cheaper with a 0.50% expense ratio, compared with 0.95% for TDEC.

EEMD and TDEC have nearly identical dividend yields, around 0.00%.

EEMD is categorized as Emerging Markets Equities, while TDEC is Defined Outcome. EEMD tracks S&P Emerging Markets Dividend and Free Cash Flow Yield, while TDEC tracks MSCI Emerging Markets. They also come from different issuers: Advisors Asset Management and FT Vest. Their fees differ too: 0.50% for EEMD and 0.95% for TDEC.

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