EMGF vs. VOO
Compare and contrast key facts about iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) and Vanguard S&P 500 ETF (VOO).
EMGF and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMGF is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Diversified Multiple-Factor Index. It was launched on Dec 8, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both EMGF and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMGF or VOO.
Key characteristics
| EMGF | VOO | |
|---|---|---|
| YTD Return | 14.06% | 27.15% |
| 1Y Return | 24.98% | 39.90% |
| 3Y Return (Ann) | 1.93% | 10.28% |
| 5Y Return (Ann) | 5.57% | 16.00% |
| Sharpe Ratio | 1.59 | 3.15 |
| Sortino Ratio | 2.27 | 4.19 |
| Omega Ratio | 1.29 | 1.59 |
| Calmar Ratio | 1.22 | 4.60 |
| Martin Ratio | 8.39 | 21.00 |
| Ulcer Index | 2.88% | 1.85% |
| Daily Std Dev | 15.19% | 12.34% |
| Max Drawdown | -40.23% | -33.99% |
| Current Drawdown | -5.85% | 0.00% |
Correlation
The correlation between EMGF and VOO is 0.62, 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
EMGF vs. VOO - Performance Comparison
In the year-to-date period, EMGF achieves a 14.06% return, which is significantly lower than VOO's 27.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMGF vs. VOO - Expense Ratio Comparison
EMGF has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
EMGF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) 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.
Dividends
EMGF vs. VOO - Dividend Comparison
EMGF's dividend yield for the trailing twelve months is around 5.15%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMGF iShares Edge MSCI Multifactor Emerging Markets ETF | 5.15% | 5.94% | 4.04% | 2.48% | 1.95% | 2.63% | 2.73% | 1.95% | 2.04% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EMGF vs. VOO - Drawdown Comparison
The maximum EMGF drawdown since its inception was -40.23%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EMGF and VOO. For additional features, visit the drawdowns tool.
Volatility
EMGF vs. VOO - Volatility Comparison
iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) has a higher volatility of 4.88% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that EMGF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.