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EMFM vs. FM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMFM and FM is 0.43, 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.


Performance

EMFM vs. FM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Next Emerging & Frontier ETF (EMFM) and iShares MSCI Frontier 100 ETF (FM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


EMFM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

FM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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iShares MSCI Frontier 100 ETF

EMFM vs. FM - Expense Ratio Comparison

EMFM has a 0.70% expense ratio, which is lower than FM's 0.79% expense ratio.


Risk-Adjusted Performance

EMFM vs. FM — Risk-Adjusted Performance Rank

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

EMFM
The Risk-Adjusted Performance Rank of EMFM is 2323
Overall Rank
The Sharpe Ratio Rank of EMFM is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of EMFM is 2626
Sortino Ratio Rank
The Omega Ratio Rank of EMFM is 2929
Omega Ratio Rank
The Calmar Ratio Rank of EMFM is 1313
Calmar Ratio Rank
The Martin Ratio Rank of EMFM is 2020
Martin Ratio Rank

FM
The Risk-Adjusted Performance Rank of FM is 2020
Overall Rank
The Sharpe Ratio Rank of FM is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FM is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FM is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FM is 88
Calmar Ratio Rank
The Martin Ratio Rank of FM is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EMFM vs. FM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Next Emerging & Frontier ETF (EMFM) and iShares MSCI Frontier 100 ETF (FM). 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

EMFM vs. FM - Dividend Comparison

Neither EMFM nor FM has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
EMFM
Global X MSCI Next Emerging & Frontier ETF
100.16%100.16%2.95%0.63%2.17%2.61%2.85%3.29%1.72%10.97%0.00%
FM
iShares MSCI Frontier 100 ETF
3.95%3.95%3.62%0.92%1.19%2.91%1.99%3.94%0.87%4.89%0.00%

Drawdowns

EMFM vs. FM - Drawdown Comparison


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Volatility

EMFM vs. FM - Volatility Comparison


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