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

Correlation

The correlation between EMFM and VOO is 0.47, 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.


-0.50.00.51.00.5

Performance

EMFM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Next Emerging & Frontier ETF (EMFM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
10.98%
EMFM
VOO

Key characteristics

Returns By Period


EMFM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

4.61%

1M

2.59%

6M

10.08%

1Y

25.10%

5Y*

14.79%

10Y*

13.30%

*Annualized

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EMFM vs. VOO - Expense Ratio Comparison

EMFM has a 0.70% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

EMFM vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 7878
Overall Rank
The Sharpe Ratio Rank of VOO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
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. VOO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for EMFM, currently valued at 0.79, compared to the broader market0.002.004.000.791.88
The chart of Sortino ratio for EMFM, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.0010.0012.001.212.53
The chart of Omega ratio for EMFM, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.35
The chart of Calmar ratio for EMFM, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.022.81
The chart of Martin ratio for EMFM, currently valued at 7.37, compared to the broader market0.0020.0040.0060.0080.00100.007.3711.78
EMFM
VOO


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.79
1.88
EMFM
VOO

Dividends

EMFM vs. VOO - Dividend Comparison

EMFM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
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%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EMFM vs. VOO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-78.34%
0
EMFM
VOO

Volatility

EMFM vs. VOO - Volatility Comparison

The current volatility for Global X MSCI Next Emerging & Frontier ETF (EMFM) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.01%. This indicates that EMFM 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
3.01%
EMFM
VOO
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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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