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EEMO vs. AVEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EEMO and AVEM is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

EEMO vs. AVEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Emerging Markets Momentum ETF (EEMO) and Avantis Emerging Markets Equity ETF (AVEM). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-7.14%
1.31%
EEMO
AVEM

Key characteristics

Sharpe Ratio

EEMO:

0.29

AVEM:

0.92

Sortino Ratio

EEMO:

0.48

AVEM:

1.33

Omega Ratio

EEMO:

1.06

AVEM:

1.17

Calmar Ratio

EEMO:

0.18

AVEM:

1.06

Martin Ratio

EEMO:

0.97

AVEM:

2.90

Ulcer Index

EEMO:

4.56%

AVEM:

4.91%

Daily Std Dev

EEMO:

15.13%

AVEM:

15.45%

Max Drawdown

EEMO:

-48.46%

AVEM:

-36.05%

Current Drawdown

EEMO:

-21.79%

AVEM:

-5.54%

Returns By Period

In the year-to-date period, EEMO achieves a -2.51% return, which is significantly lower than AVEM's 4.03% return.


EEMO

YTD

-2.51%

1M

-1.44%

6M

-8.00%

1Y

1.68%

5Y*

0.99%

10Y*

1.26%

AVEM

YTD

4.03%

1M

3.98%

6M

0.32%

1Y

11.19%

5Y*

5.35%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EEMO vs. AVEM - Expense Ratio Comparison

EEMO has a 0.31% expense ratio, which is lower than AVEM's 0.33% expense ratio.


AVEM
Avantis Emerging Markets Equity ETF
Expense ratio chart for AVEM: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for EEMO: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%

Risk-Adjusted Performance

EEMO vs. AVEM — Risk-Adjusted Performance Rank

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

EEMO
The Risk-Adjusted Performance Rank of EEMO is 1111
Overall Rank
The Sharpe Ratio Rank of EEMO is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMO is 1111
Sortino Ratio Rank
The Omega Ratio Rank of EEMO is 1111
Omega Ratio Rank
The Calmar Ratio Rank of EEMO is 1111
Calmar Ratio Rank
The Martin Ratio Rank of EEMO is 1313
Martin Ratio Rank

AVEM
The Risk-Adjusted Performance Rank of AVEM is 3232
Overall Rank
The Sharpe Ratio Rank of AVEM is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of AVEM is 3030
Sortino Ratio Rank
The Omega Ratio Rank of AVEM is 3131
Omega Ratio Rank
The Calmar Ratio Rank of AVEM is 4141
Calmar Ratio Rank
The Martin Ratio Rank of AVEM is 2929
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.

EEMO vs. AVEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Emerging Markets Momentum ETF (EEMO) and Avantis Emerging Markets Equity ETF (AVEM). 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.


Sharpe ratio
The chart of Sharpe ratio for EEMO, currently valued at 0.29, compared to the broader market0.002.004.000.290.92
The chart of Sortino ratio for EEMO, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.0012.000.481.33
The chart of Omega ratio for EEMO, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.17
The chart of Calmar ratio for EEMO, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.181.06
The chart of Martin ratio for EEMO, currently valued at 0.97, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.972.90
EEMO
AVEM

The current EEMO Sharpe Ratio is 0.29, which is lower than the AVEM Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of EEMO and AVEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.29
0.92
EEMO
AVEM

Dividends

EEMO vs. AVEM - Dividend Comparison

EEMO's dividend yield for the trailing twelve months is around 2.64%, less than AVEM's 3.05% yield.


TTM20242023202220212020201920182017201620152014
EEMO
Invesco S&P Emerging Markets Momentum ETF
2.64%2.57%3.65%3.82%1.51%1.53%2.13%13.11%5.13%1.55%2.92%2.35%
AVEM
Avantis Emerging Markets Equity ETF
3.05%3.17%3.06%2.77%2.61%1.60%0.35%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EEMO vs. AVEM - Drawdown Comparison

The maximum EEMO drawdown since its inception was -48.46%, which is greater than AVEM's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for EEMO and AVEM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-21.79%
-5.54%
EEMO
AVEM

Volatility

EEMO vs. AVEM - Volatility Comparison

Invesco S&P Emerging Markets Momentum ETF (EEMO) has a higher volatility of 4.39% compared to Avantis Emerging Markets Equity ETF (AVEM) at 3.85%. This indicates that EEMO's price experiences larger fluctuations and is considered to be riskier than AVEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.39%
3.85%
EEMO
AVEM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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