Correlation
The correlation between EMDM and VOO is 0.66, 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.
EMDM vs. VOO
Compare and contrast key facts about First Trust Bloomberg Emerging Market Democracies ETF (EMDM) and Vanguard S&P 500 ETF (VOO).
EMDM and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMDM is a passively managed fund by First Trust that tracks the performance of the Bloomberg Emerging Market Democracies Index - Benchmark TR Net. It was launched on Mar 2, 2023. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both EMDM and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMDM or VOO.
Performance
EMDM vs. VOO - Performance Comparison
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Key characteristics
EMDM:
0.47
VOO:
0.74
EMDM:
0.60
VOO:
1.04
EMDM:
1.08
VOO:
1.15
EMDM:
0.35
VOO:
0.68
EMDM:
0.85
VOO:
2.58
EMDM:
7.68%
VOO:
4.93%
EMDM:
20.43%
VOO:
19.54%
EMDM:
-18.81%
VOO:
-33.99%
EMDM:
-1.28%
VOO:
-3.55%
Returns By Period
In the year-to-date period, EMDM achieves a 15.25% return, which is significantly higher than VOO's 0.90% return.
EMDM
15.25%
5.24%
11.25%
9.51%
N/A
N/A
N/A
VOO
0.90%
6.28%
-1.46%
14.27%
14.31%
15.89%
12.81%
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EMDM vs. VOO - Expense Ratio Comparison
EMDM has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
EMDM vs. VOO — Risk-Adjusted Performance Rank
EMDM
VOO
EMDM vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Emerging Market Democracies ETF (EMDM) and Vanguard S&P 500 ETF (VOO). 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.
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Dividends
EMDM vs. VOO - Dividend Comparison
EMDM's dividend yield for the trailing twelve months is around 5.03%, more than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMDM First Trust Bloomberg Emerging Market Democracies ETF | 5.03% | 5.87% | 2.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
EMDM vs. VOO - Drawdown Comparison
The maximum EMDM drawdown since its inception was -18.81%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EMDM and VOO.
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Volatility
EMDM vs. VOO - Volatility Comparison
The current volatility for First Trust Bloomberg Emerging Market Democracies ETF (EMDM) is 3.40%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that EMDM experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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