EEMV vs. FTBFX
Compare and contrast key facts about iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) and Fidelity Total Bond Fund (FTBFX).
EEMV is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Minimum Volatility Index. It was launched on Oct 18, 2011. FTBFX is managed by Fidelity. It was launched on Oct 15, 2002.
Performance
EEMV vs. FTBFX - Performance Comparison
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EEMV vs. FTBFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 1.39% | 13.45% | 7.98% | 7.75% | -13.94% | 5.05% | 6.90% | 7.83% | -5.81% | 27.28% |
FTBFX Fidelity Total Bond Fund | -0.29% | 7.50% | 2.50% | 7.25% | -13.58% | -0.44% | 9.34% | 9.89% | -0.66% | 4.19% |
Returns By Period
In the year-to-date period, EEMV achieves a 1.39% return, which is significantly higher than FTBFX's -0.29% return. Over the past 10 years, EEMV has outperformed FTBFX with an annualized return of 5.05%, while FTBFX has yielded a comparatively lower 2.60% annualized return.
EEMV
- 1D
- 0.31%
- 1M
- -4.01%
- YTD
- 1.39%
- 6M
- 3.09%
- 1Y
- 14.32%
- 3Y*
- 9.17%
- 5Y*
- 3.13%
- 10Y*
- 5.05%
FTBFX
- 1D
- 0.21%
- 1M
- -1.74%
- YTD
- -0.29%
- 6M
- 0.46%
- 1Y
- 4.07%
- 3Y*
- 4.50%
- 5Y*
- 0.82%
- 10Y*
- 2.60%
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EEMV vs. FTBFX - Expense Ratio Comparison
EEMV has a 0.25% expense ratio, which is lower than FTBFX's 0.45% expense ratio.
Return for Risk
EEMV vs. FTBFX — Risk / Return Rank
EEMV
FTBFX
EEMV vs. FTBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) and Fidelity Total Bond Fund (FTBFX). 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.
| EEMV | FTBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 1.01 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.44 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.18 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.74 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.86 | 5.30 | +0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EEMV | FTBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 1.01 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.15 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.56 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.93 | -0.61 |
Correlation
The correlation between EEMV and FTBFX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EEMV vs. FTBFX - Dividend Comparison
EEMV's dividend yield for the trailing twelve months is around 2.61%, less than FTBFX's 4.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 2.61% | 2.65% | 3.50% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% |
FTBFX Fidelity Total Bond Fund | 4.01% | 4.36% | 4.51% | 4.15% | 2.54% | 1.89% | 5.22% | 3.03% | 3.19% | 2.97% | 3.61% | 3.30% |
Drawdowns
EEMV vs. FTBFX - Drawdown Comparison
The maximum EEMV drawdown since its inception was -31.56%, which is greater than FTBFX's maximum drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for EEMV and FTBFX.
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Drawdown Indicators
| EEMV | FTBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.56% | -18.25% | -13.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -2.81% | -6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.97% | -18.25% | -3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -31.56% | -18.25% | -13.31% |
Current DrawdownCurrent decline from peak | -6.59% | -2.15% | -4.44% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -2.31% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 0.92% | +1.53% |
Volatility
EEMV vs. FTBFX - Volatility Comparison
iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) has a higher volatility of 6.67% compared to Fidelity Total Bond Fund (FTBFX) at 1.48%. This indicates that EEMV's price experiences larger fluctuations and is considered to be riskier than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEMV | FTBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 1.48% | +5.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 2.46% | +7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 4.29% | +8.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.48% | 5.62% | +5.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.74% | 4.70% | +9.04% |