EMC vs. EMLC
Compare and contrast key facts about Global X Emerging Markets Great Consumer ETF (EMC) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC).
EMC and EMLC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMC is an actively managed fund by Global X. It was launched on Sep 24, 2010. EMLC is a passively managed fund by VanEck that tracks the performance of the J.P. Morgan Government Bond Index Emerging Markets Global Core Index. It was launched on Jul 22, 2010.
Performance
EMC vs. EMLC - Performance Comparison
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EMC vs. EMLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EMC Global X Emerging Markets Great Consumer ETF | 0.47% | 18.91% | 3.75% | 1.90% |
EMLC VanEck Vectors J.P. Morgan EM Local Currency Bond ETF | -1.86% | 18.81% | -2.97% | 3.76% |
Returns By Period
In the year-to-date period, EMC achieves a 0.47% return, which is significantly higher than EMLC's -1.86% return.
EMC
- 1D
- 3.61%
- 1M
- -9.47%
- YTD
- 0.47%
- 6M
- -0.44%
- 1Y
- 18.96%
- 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%
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EMC vs. EMLC - Expense Ratio Comparison
EMC has a 0.75% expense ratio, which is higher than EMLC's 0.30% expense ratio.
Return for Risk
EMC vs. EMLC — Risk / Return Rank
EMC
EMLC
EMC vs. EMLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Great Consumer ETF (EMC) 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.
| EMC | EMLC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.68 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.38 | 2.28 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.95 | -0.60 |
Martin ratioReturn relative to average drawdown | 5.02 | 8.57 | -3.55 |
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
| EMC | EMLC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.68 | -0.78 |
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 | 0.48 | 0.09 | +0.39 |
Correlation
The correlation between EMC and EMLC is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EMC vs. EMLC - Dividend Comparison
EMC's dividend yield for the trailing twelve months is around 0.78%, less than EMLC's 6.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMC Global X Emerging Markets Great Consumer ETF | 0.78% | 0.78% | 1.13% | 0.89% | 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 | 5.59% | 5.91% | 6.55% | 5.97% | 5.54% | 5.25% | 4.90% | 6.25% | 6.50% | 5.34% | 5.32% | 6.25% |
Drawdowns
EMC vs. EMLC - Drawdown Comparison
The maximum EMC drawdown since its inception was -18.38%, smaller than the maximum EMLC drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for EMC and EMLC.
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Drawdown Indicators
| EMC | EMLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.38% | -32.43% | +14.05% |
Max Drawdown (1Y)Largest decline over 1 year | -13.89% | -6.19% | -7.70% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.26% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.47% | — |
Current DrawdownCurrent decline from peak | -10.78% | -6.92% | -3.86% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -14.48% | +10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 1.41% | +2.30% |
Volatility
EMC vs. EMLC - Volatility Comparison
Global X Emerging Markets Great Consumer ETF (EMC) has a higher volatility of 10.57% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 4.03%. This indicates that EMC's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMC | EMLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.57% | 4.03% | +6.54% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 5.04% | +10.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.18% | 7.08% | +14.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.72% | 9.11% | +8.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.72% | 10.13% | +7.59% |