EEMV vs. NFFFX
Compare and contrast key facts about iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) and American Funds New World Fund (NFFFX).
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. NFFFX is managed by American Funds. It was launched on Jun 17, 1999.
Performance
EEMV vs. NFFFX - Performance Comparison
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EEMV vs. NFFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 1.08% | 13.45% | 7.98% | 7.75% | -13.94% | 5.05% | 6.90% | 7.83% | -5.81% | 27.28% |
NFFFX American Funds New World Fund | -4.01% | 28.52% | 6.78% | 16.11% | -21.86% | 4.98% | 25.17% | 27.89% | -12.08% | 32.92% |
Returns By Period
In the year-to-date period, EEMV achieves a 1.08% return, which is significantly higher than NFFFX's -4.01% return. Over the past 10 years, EEMV has underperformed NFFFX with an annualized return of 5.02%, while NFFFX has yielded a comparatively higher 9.36% annualized return.
EEMV
- 1D
- 2.58%
- 1M
- -5.96%
- YTD
- 1.08%
- 6M
- 2.97%
- 1Y
- 13.99%
- 3Y*
- 9.06%
- 5Y*
- 3.07%
- 10Y*
- 5.02%
NFFFX
- 1D
- -0.62%
- 1M
- -11.95%
- YTD
- -4.01%
- 6M
- 0.11%
- 1Y
- 21.35%
- 3Y*
- 12.78%
- 5Y*
- 4.48%
- 10Y*
- 9.36%
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EEMV vs. NFFFX - Expense Ratio Comparison
EEMV has a 0.25% expense ratio, which is lower than NFFFX's 0.68% expense ratio.
Return for Risk
EEMV vs. NFFFX — Risk / Return Rank
EEMV
NFFFX
EEMV vs. NFFFX - 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 American Funds New World Fund (NFFFX). 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 | NFFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.34 | -0.25 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.87 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.43 | +0.09 |
Martin ratioReturn relative to average drawdown | 5.82 | 6.10 | -0.28 |
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 | NFFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.34 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.30 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.59 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.33 | -0.01 |
Correlation
The correlation between EEMV and NFFFX 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.
Dividends
EEMV vs. NFFFX - Dividend Comparison
EEMV's dividend yield for the trailing twelve months is around 2.62%, less than NFFFX's 6.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 2.62% | 2.65% | 3.50% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% |
NFFFX American Funds New World Fund | 6.26% | 6.01% | 4.01% | 2.78% | 1.21% | 7.23% | 0.35% | 3.95% | 2.62% | 2.17% | 1.28% | 0.94% |
Drawdowns
EEMV vs. NFFFX - Drawdown Comparison
The maximum EEMV drawdown since its inception was -31.56%, smaller than the maximum NFFFX drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for EEMV and NFFFX.
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Drawdown Indicators
| EEMV | NFFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.56% | -50.17% | +18.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.22% | -13.01% | +3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -21.97% | -33.48% | +11.51% |
Max Drawdown (10Y)Largest decline over 10 years | -31.56% | -33.48% | +1.92% |
Current DrawdownCurrent decline from peak | -6.88% | -13.01% | +6.13% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -9.89% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 3.06% | -0.65% |
Volatility
EEMV vs. NFFFX - Volatility Comparison
iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) has a higher volatility of 7.36% compared to American Funds New World Fund (NFFFX) at 6.38%. This indicates that EEMV's price experiences larger fluctuations and is considered to be riskier than NFFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEMV | NFFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 6.38% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 10.73% | -1.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 15.45% | -2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.48% | 15.12% | -3.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.74% | 15.96% | -2.22% |