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

Performance

EMFM vs. IDX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
-2.53%
EMFM
IDX

Returns By Period


EMFM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

IDX

YTD

-5.21%

1M

-9.61%

6M

-2.53%

1Y

0.60%

5Y (annualized)

-3.86%

10Y (annualized)

-2.22%

Key characteristics


EMFMIDX

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EMFM vs. IDX - Expense Ratio Comparison

EMFM has a 0.70% expense ratio, which is higher than IDX's 0.57% expense ratio.


EMFM
Global X MSCI Next Emerging & Frontier ETF
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%
Expense ratio chart for IDX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Correlation

-0.50.00.51.00.5

The correlation between EMFM and IDX is 0.51, 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.

Risk-Adjusted Performance

EMFM vs. IDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Next Emerging & Frontier ETF (EMFM) and VanEck Vectors Indonesia Index ETF (IDX). 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
The chart of Sharpe ratio for EMFM, currently valued at 0.84, compared to the broader market0.002.004.000.840.03
The chart of Sortino ratio for EMFM, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.0012.001.440.17
The chart of Omega ratio for EMFM, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.02
The chart of Calmar ratio for EMFM, currently valued at 0.05, compared to the broader market0.005.0010.0015.000.050.02
The chart of Martin ratio for EMFM, currently valued at 2.16, compared to the broader market0.0020.0040.0060.0080.00100.002.160.09
EMFM
IDX

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.84
0.03
EMFM
IDX

Dividends

EMFM vs. IDX - Dividend Comparison

EMFM has not paid dividends to shareholders, while IDX's dividend yield for the trailing twelve months is around 3.82%.


TTM20232022202120202019201820172016201520142013
EMFM
Global X MSCI Next Emerging & Frontier ETF
101.60%2.95%0.63%2.17%2.61%2.85%3.29%1.72%10.97%0.00%0.00%0.00%
IDX
VanEck Vectors Indonesia Index ETF
3.82%3.62%3.64%1.08%1.67%2.09%2.19%1.85%1.16%2.43%2.07%3.38%

Drawdowns

EMFM vs. IDX - Drawdown Comparison


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-78.34%
-30.67%
EMFM
IDX

Volatility

EMFM vs. IDX - Volatility Comparison

The current volatility for Global X MSCI Next Emerging & Frontier ETF (EMFM) is 0.00%, while VanEck Vectors Indonesia Index ETF (IDX) has a volatility of 4.41%. This indicates that EMFM experiences smaller price fluctuations and is considered to be less risky than IDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember0
4.41%
EMFM
IDX