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EMBX vs. NEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMBX vs. NEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Emerging Markets Bond ETF (EMBX) and Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EMBX having a 3.68% return and NEMD slightly lower at 3.51%.


EMBX

1D
-0.36%
1M
0.99%
YTD
3.68%
6M
4.19%
1Y
13.48%
3Y*
9.41%
5Y*
4.20%
10Y*
5.12%

NEMD

1D
-1.20%
1M
1.02%
YTD
3.51%
6M
3.55%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMBX vs. NEMD - Yearly Performance Comparison


Correlation

The correlation between EMBX and NEMD is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

0.82

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Return for Risk

EMBX vs. NEMD — Risk / Return Rank

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

EMBX
EMBX Risk / Return Rank: 6969
Overall Rank
EMBX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EMBX Sortino Ratio Rank: 7979
Sortino Ratio Rank
EMBX Omega Ratio Rank: 7777
Omega Ratio Rank
EMBX Calmar Ratio Rank: 5555
Calmar Ratio Rank
EMBX Martin Ratio Rank: 6363
Martin Ratio Rank

NEMD

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

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. NEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets Bond ETF (EMBX) and Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMBXNEMDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

2.63

Martin ratioReturn relative to average drawdown

11.06

EMBX vs. NEMD - Sharpe Ratio Comparison


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Drawdowns

EMBX vs. NEMD - Drawdown Comparison

The maximum EMBX drawdown since its inception was -25.11%, which is greater than NEMD's maximum drawdown of -4.43%. Use the drawdown chart below to compare losses from any high point for EMBX and NEMD.


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Drawdown Indicators


EMBXNEMDDifference

Max Drawdown

Largest peak-to-trough decline

-25.11%

-4.43%

-20.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.09%

Max Drawdown (10Y)

Largest decline over 10 years

-25.11%

Current Drawdown

Current decline from peak

-0.89%

-1.31%

+0.42%

Average Drawdown

Average peak-to-trough decline

-7.05%

-0.56%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

Volatility

EMBX vs. NEMD - Volatility Comparison


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Volatility by Period


EMBXNEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

Volatility (6M)

Calculated over the trailing 6-month period

5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

5.97%

6.65%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.14%

6.65%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

6.65%

+0.02%

EMBX vs. NEMD - Expense Ratio Comparison

EMBX has a 0.76% expense ratio, which is higher than NEMD's 0.60% expense ratio.


Dividends

EMBX vs. NEMD - Dividend Comparison

EMBX's dividend yield for the trailing twelve months is around 5.90%, more than NEMD's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
EMBX
VanEck Emerging Markets Bond ETF
5.90%6.95%8.20%5.49%8.21%5.50%6.56%7.89%7.25%7.66%3.94%6.84%
NEMD
Neuberger Berman Emerging Markets Debt Hard Currency ETF
4.74%2.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMBX and NEMD have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NEMD is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NEMD is cheaper with a 0.60% expense ratio, compared with 0.76% for EMBX.

EMBX has the higher dividend yield at 5.90%, compared with 4.74% for NEMD.

They also come from different issuers: VanEck and Neuberger Berman. Their fees differ too: 0.76% for EMBX and 0.60% for NEMD.

Portfolio Optimizer

Find the right allocation for EMBX and NEMD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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