PortfoliosLab logo
EEMV vs. FTBFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EEMV and FTBFX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

EEMV vs. FTBFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) and Fidelity Total Bond Fund (FTBFX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
70.07%
41.05%
EEMV
FTBFX

Key characteristics

Sharpe Ratio

EEMV:

0.84

FTBFX:

1.45

Sortino Ratio

EEMV:

1.23

FTBFX:

2.17

Omega Ratio

EEMV:

1.17

FTBFX:

1.26

Calmar Ratio

EEMV:

0.76

FTBFX:

0.74

Martin Ratio

EEMV:

2.24

FTBFX:

4.27

Ulcer Index

EEMV:

4.21%

FTBFX:

1.79%

Daily Std Dev

EEMV:

11.28%

FTBFX:

5.27%

Max Drawdown

EEMV:

-31.56%

FTBFX:

-18.19%

Current Drawdown

EEMV:

-4.74%

FTBFX:

-3.78%

Returns By Period

In the year-to-date period, EEMV achieves a 1.57% return, which is significantly lower than FTBFX's 2.14% return. Over the past 10 years, EEMV has underperformed FTBFX with an annualized return of 1.79%, while FTBFX has yielded a comparatively higher 1.97% annualized return.


EEMV

YTD

1.57%

1M

0.44%

6M

-1.21%

1Y

9.32%

5Y*

6.39%

10Y*

1.79%

FTBFX

YTD

2.14%

1M

0.37%

6M

1.78%

1Y

8.00%

5Y*

0.39%

10Y*

1.97%

*Annualized

Compare stocks, funds, or ETFs

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


EEMV vs. FTBFX - Expense Ratio Comparison

EEMV has a 0.25% expense ratio, which is lower than FTBFX's 0.45% expense ratio.


Expense ratio chart for FTBFX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTBFX: 0.45%
Expense ratio chart for EEMV: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEMV: 0.25%

Risk-Adjusted Performance

EEMV vs. FTBFX — Risk-Adjusted Performance Rank

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

EEMV
The Risk-Adjusted Performance Rank of EEMV is 7272
Overall Rank
The Sharpe Ratio Rank of EEMV is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EEMV is 7474
Omega Ratio Rank
The Calmar Ratio Rank of EEMV is 7676
Calmar Ratio Rank
The Martin Ratio Rank of EEMV is 6363
Martin Ratio Rank

FTBFX
The Risk-Adjusted Performance Rank of FTBFX is 8484
Overall Rank
The Sharpe Ratio Rank of FTBFX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FTBFX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FTBFX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FTBFX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FTBFX is 8282
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.

EEMV vs. FTBFX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for EEMV, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.00
EEMV: 0.80
FTBFX: 1.45
The chart of Sortino ratio for EEMV, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.00
EEMV: 1.17
FTBFX: 2.17
The chart of Omega ratio for EEMV, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
EEMV: 1.16
FTBFX: 1.26
The chart of Calmar ratio for EEMV, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
EEMV: 0.72
FTBFX: 0.74
The chart of Martin ratio for EEMV, currently valued at 2.12, compared to the broader market0.0020.0040.0060.00
EEMV: 2.12
FTBFX: 4.27

The current EEMV Sharpe Ratio is 0.84, which is lower than the FTBFX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of EEMV and FTBFX, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.80
1.45
EEMV
FTBFX

Dividends

EEMV vs. FTBFX - Dividend Comparison

EEMV's dividend yield for the trailing twelve months is around 3.45%, less than FTBFX's 4.48% yield.


TTM20242023202220212020201920182017201620152014
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
3.45%3.50%2.75%1.93%2.14%2.45%2.63%2.46%2.34%2.79%2.55%2.71%
FTBFX
Fidelity Total Bond Fund
4.48%4.51%4.15%3.34%2.19%2.53%2.95%3.19%2.74%2.95%3.71%2.99%

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 -18.19%. Use the drawdown chart below to compare losses from any high point for EEMV and FTBFX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-4.74%
-3.78%
EEMV
FTBFX

Volatility

EEMV vs. FTBFX - Volatility Comparison

iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) has a higher volatility of 7.23% compared to Fidelity Total Bond Fund (FTBFX) at 2.15%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
7.23%
2.15%
EEMV
FTBFX