PortfoliosLab logoPortfoliosLab logo
EMDM vs. FTHF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMDM vs. FTHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Emerging Market Democracies ETF (EMDM) and First Trust Emerging Markets Human Flourishing ETF (FTHF). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EMDM vs. FTHF - Yearly Performance Comparison


2026 (YTD)202520242023
EMDM
First Trust Bloomberg Emerging Market Democracies ETF
11.89%59.68%-4.93%17.78%
FTHF
First Trust Emerging Markets Human Flourishing ETF
13.15%65.30%-8.14%18.14%

Returns By Period

In the year-to-date period, EMDM achieves a 11.89% return, which is significantly lower than FTHF's 13.15% return.


EMDM

1D
5.02%
1M
-11.39%
YTD
11.89%
6M
27.11%
1Y
68.49%
3Y*
24.85%
5Y*
10Y*

FTHF

1D
4.87%
1M
-11.82%
YTD
13.15%
6M
30.54%
1Y
74.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


EMDM vs. FTHF - Expense Ratio Comparison

Both EMDM and FTHF have an expense ratio of 0.75%.


Return for Risk

EMDM vs. FTHF — Risk / Return Rank

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

EMDM
EMDM Risk / Return Rank: 9797
Overall Rank
EMDM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EMDM Sortino Ratio Rank: 9797
Sortino Ratio Rank
EMDM Omega Ratio Rank: 9797
Omega Ratio Rank
EMDM Calmar Ratio Rank: 9696
Calmar Ratio Rank
EMDM Martin Ratio Rank: 9696
Martin Ratio Rank

FTHF
FTHF Risk / Return Rank: 9494
Overall Rank
FTHF Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FTHF Sortino Ratio Rank: 9494
Sortino Ratio Rank
FTHF Omega Ratio Rank: 9696
Omega Ratio Rank
FTHF Calmar Ratio Rank: 9696
Calmar Ratio Rank
FTHF Martin Ratio Rank: 9292
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.

EMDM vs. FTHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Emerging Market Democracies ETF (EMDM) and First Trust Emerging Markets Human Flourishing ETF (FTHF). 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.


EMDMFTHFDifference

Sharpe ratio

Return per unit of total volatility

2.93

2.39

+0.54

Sortino ratio

Return per unit of downside risk

3.54

2.97

+0.57

Omega ratio

Gain probability vs. loss probability

1.54

1.50

+0.04

Calmar ratio

Return relative to maximum drawdown

4.31

4.52

-0.21

Martin ratio

Return relative to average drawdown

18.18

13.04

+5.14

EMDM vs. FTHF - Sharpe Ratio Comparison

The current EMDM Sharpe Ratio is 2.93, which is comparable to the FTHF Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of EMDM and FTHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EMDMFTHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.93

2.39

+0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

1.42

-0.14

Correlation

The correlation between EMDM and FTHF is 0.94, 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

EMDM vs. FTHF - Dividend Comparison

EMDM's dividend yield for the trailing twelve months is around 3.19%, less than FTHF's 3.98% yield.


Drawdowns

EMDM vs. FTHF - Drawdown Comparison

The maximum EMDM drawdown since its inception was -18.81%, which is greater than FTHF's maximum drawdown of -17.36%. Use the drawdown chart below to compare losses from any high point for EMDM and FTHF.


Loading graphics...

Drawdown Indicators


EMDMFTHFDifference

Max Drawdown

Largest peak-to-trough decline

-18.81%

-17.36%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-15.65%

-16.31%

+0.66%

Current Drawdown

Current decline from peak

-11.42%

-12.23%

+0.81%

Average Drawdown

Average peak-to-trough decline

-4.16%

-4.33%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

5.65%

-1.94%

Volatility

EMDM vs. FTHF - Volatility Comparison

The current volatility for First Trust Bloomberg Emerging Market Democracies ETF (EMDM) is 13.46%, while First Trust Emerging Markets Human Flourishing ETF (FTHF) has a volatility of 15.47%. This indicates that EMDM experiences smaller price fluctuations and is considered to be less risky than FTHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EMDMFTHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.46%

15.47%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

18.35%

20.68%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

23.54%

31.44%

-7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

24.24%

-5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.98%

24.24%

-5.26%