EMB vs. EVH
Compare and contrast key facts about iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and Evolent Health, Inc. (EVH).
EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007.
Performance
EMB vs. EVH - Performance Comparison
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EMB vs. EVH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | -1.61% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 5.42% | 15.48% | -5.47% | 10.28% |
EVH Evolent Health, Inc. | -43.00% | -64.44% | -65.94% | 17.63% | 1.48% | 72.61% | 77.13% | -54.64% | 62.20% | -16.89% |
Returns By Period
In the year-to-date period, EMB achieves a -1.61% return, which is significantly higher than EVH's -43.00% return. Over the past 10 years, EMB has outperformed EVH with an annualized return of 3.18%, while EVH has yielded a comparatively lower -13.96% annualized return.
EMB
- 1D
- 0.88%
- 1M
- -3.49%
- YTD
- -1.61%
- 6M
- 1.15%
- 1Y
- 9.10%
- 3Y*
- 8.35%
- 5Y*
- 1.77%
- 10Y*
- 3.18%
EVH
- 1D
- 5.07%
- 1M
- -29.85%
- YTD
- -43.00%
- 6M
- -73.05%
- 1Y
- -75.92%
- 3Y*
- -58.74%
- 5Y*
- -35.65%
- 10Y*
- -13.96%
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Return for Risk
EMB vs. EVH — Risk / Return Rank
EMB
EVH
EMB vs. EVH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and Evolent Health, Inc. (EVH). 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.
| EMB | EVH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | -1.05 | +2.37 |
Sortino ratioReturn per unit of downside risk | 1.86 | -2.15 | +4.01 |
Omega ratioGain probability vs. loss probability | 1.28 | 0.75 | +0.53 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | -0.93 | +3.01 |
Martin ratioReturn relative to average drawdown | 8.46 | -1.62 | +10.08 |
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
| EMB | EVH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | -1.05 | +2.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | -0.61 | +0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | -0.22 | +0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | -0.29 | +0.71 |
Correlation
The correlation between EMB and EVH is 0.19, 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
EMB vs. EVH - Dividend Comparison
EMB's dividend yield for the trailing twelve months is around 5.09%, while EVH has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.09% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
EVH Evolent Health, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EMB vs. EVH - Drawdown Comparison
The maximum EMB drawdown since its inception was -34.70%, smaller than the maximum EVH drawdown of -94.54%. Use the drawdown chart below to compare losses from any high point for EMB and EVH.
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Drawdown Indicators
| EMB | EVH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -94.54% | +59.84% |
Max Drawdown (1Y)Largest decline over 1 year | -4.51% | -81.59% | +77.08% |
Max Drawdown (5Y)Largest decline over 5 years | -28.74% | -94.54% | +65.80% |
Max Drawdown (10Y)Largest decline over 10 years | -28.74% | -94.54% | +65.80% |
Current DrawdownCurrent decline from peak | -3.50% | -94.26% | +90.76% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -39.73% | +34.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 47.19% | -46.09% |
Volatility
EMB vs. EVH - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) is 3.12%, while Evolent Health, Inc. (EVH) has a volatility of 19.04%. This indicates that EMB experiences smaller price fluctuations and is considered to be less risky than EVH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMB | EVH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 19.04% | -15.92% |
Volatility (6M)Calculated over the trailing 6-month period | 4.01% | 51.91% | -47.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.95% | 72.19% | -65.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.75% | 58.51% | -48.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.94% | 62.52% | -52.58% |