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

Correlation

The correlation between EMFM and FM is 0.68, 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.


-0.50.00.51.00.7

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.

-1.00%-0.50%0.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 050
-0.18%
EMFM
FM

Key characteristics

Returns By Period


EMFM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EMFM vs. FM - Expense Ratio Comparison

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


FM
iShares MSCI Frontier 100 ETF
Expense ratio chart for FM: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for EMFM: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

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.


Sharpe ratio
No data
EMFM
FM


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
-0.59
0.65
EMFM
FM

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%0.81%0.92%1.19%2.91%1.99%3.94%0.87%4.89%0.00%

Drawdowns

EMFM vs. FM - Drawdown Comparison


-78.00%-76.00%-74.00%-72.00%-70.00%-68.00%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05
-78.34%
-68.40%
EMFM
FM

Volatility

EMFM vs. FM - Volatility Comparison

The current volatility for Global X MSCI Next Emerging & Frontier ETF (EMFM) is 0.00%, while iShares MSCI Frontier 100 ETF (FM) has a volatility of 0.95%. This indicates that EMFM experiences smaller price fluctuations and is considered to be less risky than FM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%1.00%1.20%Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 050
0.95%
EMFM
FM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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