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EEMD vs. VYMI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EEMD and VYMI is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

EEMD vs. VYMI - 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 Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
15.92%
56.28%
EEMD
VYMI

Key characteristics

Returns By Period


EEMD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VYMI

YTD

11.54%

1M

1.50%

6M

7.73%

1Y

15.30%

5Y*

14.69%

10Y*

N/A

*Annualized

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EEMD vs. VYMI - Expense Ratio Comparison

EEMD has a 0.50% expense ratio, which is higher than VYMI's 0.22% expense ratio.


Expense ratio chart for EEMD: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEMD: 0.50%
Expense ratio chart for VYMI: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VYMI: 0.22%

Risk-Adjusted Performance

EEMD vs. VYMI — Risk-Adjusted Performance Rank

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

EEMD
The Risk-Adjusted Performance Rank of EEMD is 5353
Overall Rank
The Sharpe Ratio Rank of EEMD is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of EEMD is 5656
Omega Ratio Rank
The Calmar Ratio Rank of EEMD is 4545
Calmar Ratio Rank
The Martin Ratio Rank of EEMD is 5151
Martin Ratio Rank

VYMI
The Risk-Adjusted Performance Rank of VYMI is 8181
Overall Rank
The Sharpe Ratio Rank of VYMI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VYMI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VYMI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VYMI is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VYMI is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EEMD vs. VYMI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P Emerging Markets High Dividend Value ETF (EEMD) and Vanguard International High Dividend Yield ETF (VYMI). 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.


The chart of Sharpe ratio for EEMD, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.00
EEMD: 1.39
VYMI: 0.96
The chart of Sortino ratio for EEMD, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.00
EEMD: 2.17
VYMI: 1.40
The chart of Omega ratio for EEMD, currently valued at 1.38, compared to the broader market0.501.001.502.002.50
EEMD: 1.38
VYMI: 1.19
The chart of Calmar ratio for EEMD, currently valued at 1.20, compared to the broader market0.002.004.006.008.0010.0012.00
EEMD: 1.20
VYMI: 1.22
The chart of Martin ratio for EEMD, currently valued at 5.14, compared to the broader market0.0020.0040.0060.00
EEMD: 5.14
VYMI: 4.24


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.39
0.96
EEMD
VYMI

Dividends

EEMD vs. VYMI - Dividend Comparison

EEMD has not paid dividends to shareholders, while VYMI's dividend yield for the trailing twelve months is around 4.35%.


TTM202420232022202120202019201820172016
EEMD
AAM S&P Emerging Markets High Dividend Value ETF
1.79%4.03%8.41%3.17%6.34%3.84%5.35%4.91%0.00%0.00%
VYMI
Vanguard International High Dividend Yield ETF
4.35%4.84%4.58%4.71%4.30%3.22%4.20%4.29%3.21%2.39%

Drawdowns

EEMD vs. VYMI - Drawdown Comparison


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.23%
-0.56%
EEMD
VYMI

Volatility

EEMD vs. VYMI - Volatility Comparison

The current volatility for AAM S&P Emerging Markets High Dividend Value ETF (EEMD) is 0.00%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 10.99%. This indicates that EEMD experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril0
10.99%
EEMD
VYMI