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EMBX vs. EMLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMBX vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Emerging Markets Bond ETF (EMBX) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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EMBX vs. EMLC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EMBX achieves a -0.21% return, which is significantly higher than EMLC's -1.86% return.


EMBX

1D
1.21%
1M
-3.79%
YTD
-0.21%
6M
1Y
3Y*
5Y*
10Y*

EMLC

1D
1.13%
1M
-5.14%
YTD
-1.86%
6M
1.38%
1Y
11.82%
3Y*
6.15%
5Y*
1.72%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMBX vs. EMLC - Expense Ratio Comparison

EMBX has a 0.76% expense ratio, which is higher than EMLC's 0.30% expense ratio.


Return for Risk

EMBX vs. EMLC — Risk / Return Rank

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

EMBX

EMLC
EMLC Risk / Return Rank: 8383
Overall Rank
EMLC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMLC Omega Ratio Rank: 8686
Omega Ratio Rank
EMLC Calmar Ratio Rank: 7777
Calmar Ratio Rank
EMLC Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EMBX vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets Bond ETF (EMBX) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EMBX vs. EMLC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EMBXEMLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.09

+0.84

Correlation

The correlation between EMBX and EMLC is 0.87, 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

EMBX vs. EMLC - Dividend Comparison

EMBX's dividend yield for the trailing twelve months is around 2.34%, less than EMLC's 6.10% yield.


TTM20252024202320222021202020192018201720162015
EMBX
VanEck Emerging Markets Bond ETF
2.34%1.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.10%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%

Drawdowns

EMBX vs. EMLC - Drawdown Comparison

The maximum EMBX drawdown since its inception was -5.14%, smaller than the maximum EMLC drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for EMBX and EMLC.


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Drawdown Indicators


EMBXEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-5.14%

-32.43%

+27.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

Current Drawdown

Current decline from peak

-4.00%

-6.92%

+2.92%

Average Drawdown

Average peak-to-trough decline

-0.77%

-14.48%

+13.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

Volatility

EMBX vs. EMLC - Volatility Comparison


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Volatility by Period


EMBXEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

Volatility (6M)

Calculated over the trailing 6-month period

5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

6.01%

7.08%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

9.11%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

10.13%

-4.12%