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

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.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
13.23%
EMFM
VOO

Returns By Period


EMFM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


EMFMVOO

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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%

Correlation

-0.50.00.51.00.5

The correlation between EMFM and VOO is 0.48, 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. 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 0.84, compared to the broader market0.002.004.000.842.69
The chart of Sortino ratio for EMFM, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.0012.001.443.59
The chart of Omega ratio for EMFM, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.50
The chart of Calmar ratio for EMFM, currently valued at 0.05, compared to the broader market0.005.0010.0015.000.053.88
The chart of Martin ratio for EMFM, currently valued at 2.16, compared to the broader market0.0020.0040.0060.0080.00100.002.1617.58
EMFM
VOO

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.84
2.69
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 1.24%.


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%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EMFM vs. VOO - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-78.34%
-0.53%
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 3.99%. 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%JuneJulyAugustSeptemberOctoberNovember0
3.99%
EMFM
VOO