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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEMV or FTBFX.
Key characteristics
| EEMV | FTBFX | |
|---|---|---|
| YTD Return | 10.13% | 4.00% |
| 1Y Return | 17.88% | 10.64% |
| 3Y Return (Ann) | 0.65% | -1.29% |
| 5Y Return (Ann) | 2.90% | 0.81% |
| 10Y Return (Ann) | 2.69% | 2.09% |
| Sharpe Ratio | 1.77 | 1.65 |
| Sortino Ratio | 2.55 | 2.46 |
| Omega Ratio | 1.32 | 1.30 |
| Calmar Ratio | 1.11 | 0.69 |
| Martin Ratio | 10.47 | 6.66 |
| Ulcer Index | 1.62% | 1.38% |
| Daily Std Dev | 9.57% | 5.71% |
| Max Drawdown | -31.56% | -18.19% |
| Current Drawdown | -4.34% | -4.77% |
Correlation
The correlation between EEMV and FTBFX is 0.02, 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.
Performance
EEMV vs. FTBFX - Performance Comparison
In the year-to-date period, EEMV achieves a 10.13% return, which is significantly higher than FTBFX's 4.00% return. Over the past 10 years, EEMV has outperformed FTBFX with an annualized return of 2.69%, while FTBFX has yielded a comparatively lower 2.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
EEMV vs. FTBFX - Dividend Comparison
EEMV's dividend yield for the trailing twelve months is around 2.79%, less than FTBFX's 4.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 2.79% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% | 2.71% | 2.51% |
FTBFX Fidelity Total Bond Fund | 4.58% | 4.15% | 3.34% | 2.19% | 2.53% | 2.95% | 3.19% | 2.74% | 2.95% | 3.71% | 2.99% | 3.91% |
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.
Volatility
EEMV vs. FTBFX - Volatility Comparison
iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) has a higher volatility of 3.06% compared to Fidelity Total Bond Fund (FTBFX) at 1.55%. 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.