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EMB vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMB and BND is -0.15. 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

EMB vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
106.84%
61.15%
EMB
BND

Key characteristics

Sharpe Ratio

EMB:

1.07

BND:

1.33

Sortino Ratio

EMB:

1.56

BND:

1.93

Omega Ratio

EMB:

1.20

BND:

1.23

Calmar Ratio

EMB:

0.63

BND:

0.52

Martin Ratio

EMB:

5.32

BND:

3.43

Ulcer Index

EMB:

1.57%

BND:

2.05%

Daily Std Dev

EMB:

7.78%

BND:

5.31%

Max Drawdown

EMB:

-34.70%

BND:

-18.84%

Current Drawdown

EMB:

-4.88%

BND:

-6.87%

Returns By Period

The year-to-date returns for both stocks are quite close, with EMB having a 2.88% return and BND slightly lower at 2.74%. Over the past 10 years, EMB has outperformed BND with an annualized return of 2.46%, while BND has yielded a comparatively lower 1.43% annualized return.


EMB

YTD

2.88%

1M

0.32%

6M

2.05%

1Y

9.47%

5Y*

3.11%

10Y*

2.46%

BND

YTD

2.74%

1M

0.67%

6M

1.94%

1Y

7.62%

5Y*

-0.84%

10Y*

1.43%

*Annualized

Compare stocks, funds, or ETFs

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


EMB vs. BND - Expense Ratio Comparison

EMB has a 0.39% expense ratio, which is higher than BND's 0.03% expense ratio.


Expense ratio chart for EMB: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMB: 0.39%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

EMB vs. BND — Risk-Adjusted Performance Rank

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

EMB
The Risk-Adjusted Performance Rank of EMB is 7979
Overall Rank
The Sharpe Ratio Rank of EMB is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EMB is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EMB is 7979
Omega Ratio Rank
The Calmar Ratio Rank of EMB is 7070
Calmar Ratio Rank
The Martin Ratio Rank of EMB is 8585
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7979
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7676
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.

EMB vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and Vanguard Total Bond Market ETF (BND). 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 EMB, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.00
EMB: 1.07
BND: 1.33
The chart of Sortino ratio for EMB, currently valued at 1.56, compared to the broader market-2.000.002.004.006.008.00
EMB: 1.56
BND: 1.93
The chart of Omega ratio for EMB, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
EMB: 1.20
BND: 1.23
The chart of Calmar ratio for EMB, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.00
EMB: 0.63
BND: 0.52
The chart of Martin ratio for EMB, currently valued at 5.32, compared to the broader market0.0020.0040.0060.00
EMB: 5.32
BND: 3.43

The current EMB Sharpe Ratio is 1.07, which is comparable to the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of EMB and BND, 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
1.07
1.33
EMB
BND

Dividends

EMB vs. BND - Dividend Comparison

EMB's dividend yield for the trailing twelve months is around 5.50%, more than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.50%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%4.56%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

EMB vs. BND - Drawdown Comparison

The maximum EMB drawdown since its inception was -34.70%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for EMB and BND. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%-4.00%NovemberDecember2025FebruaryMarchApril
-4.88%
-6.87%
EMB
BND

Volatility

EMB vs. BND - Volatility Comparison

iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a higher volatility of 4.75% compared to Vanguard Total Bond Market ETF (BND) at 2.19%. This indicates that EMB's price experiences larger fluctuations and is considered to be riskier than BND 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%NovemberDecember2025FebruaryMarchApril
4.75%
2.19%
EMB
BND