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EMKT vs. PEMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMKT vs. PEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Emerging Markets Opportunities ETF (EMKT) and Putnam Emerging Markets Ex-China ETF (PEMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMKT achieves a 30.02% return, which is significantly lower than PEMX's 40.36% return.


EMKT

1D
-1.45%
1M
11.71%
YTD
30.02%
6M
31.86%
1Y
3Y*
5Y*
10Y*

PEMX

1D
-0.63%
1M
11.09%
YTD
40.36%
6M
45.50%
1Y
75.31%
3Y*
34.73%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMKT vs. PEMX - Yearly Performance Comparison


Correlation

The correlation between EMKT and PEMX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 28, 2025

0.92

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Return for Risk

EMKT vs. PEMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMKT

PEMX
PEMX Risk / Return Rank: 9090
Overall Rank
PEMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PEMX Sortino Ratio Rank: 9191
Sortino Ratio Rank
PEMX Omega Ratio Rank: 9191
Omega Ratio Rank
PEMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
PEMX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EMKT vs. PEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Emerging Markets Opportunities ETF (EMKT) and Putnam Emerging Markets Ex-China ETF (PEMX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EMKT vs. PEMX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EMKTPEMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.52

Sharpe Ratio (All Time)

Calculated using the full available price history

2.33

1.99

+0.34

Drawdowns

EMKT vs. PEMX - Drawdown Comparison

The maximum EMKT drawdown since its inception was -14.21%, roughly equal to the maximum PEMX drawdown of -14.91%. Use the drawdown chart below to compare losses from any high point for EMKT and PEMX.


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Drawdown Indicators


EMKTPEMXDifference

Max Drawdown

Largest peak-to-trough decline

-14.21%

-14.91%

+0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.45%

Max Drawdown (3Y)

Largest decline over 3 years

-14.91%

Current Drawdown

Current decline from peak

-1.45%

-0.63%

-0.82%

Average Drawdown

Average peak-to-trough decline

-3.04%

-2.84%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

Volatility

EMKT vs. PEMX - Volatility Comparison


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Volatility by Period


EMKTPEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.67%

Volatility (6M)

Calculated over the trailing 6-month period

18.73%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

21.51%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.46%

18.18%

+4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.46%

18.18%

+4.28%

EMKT vs. PEMX - Expense Ratio Comparison

EMKT has a 0.74% expense ratio, which is lower than PEMX's 0.85% expense ratio.


Dividends

EMKT vs. PEMX - Dividend Comparison

EMKT has not paid dividends to shareholders, while PEMX's dividend yield for the trailing twelve months is around 4.99%.


PositionTTM202520242023
EMKT
Lazard Emerging Markets Opportunities ETF
0.00%0.00%0.00%0.00%
PEMX
Putnam Emerging Markets Ex-China ETF
4.99%7.00%5.00%0.72%

Frequently Asked Questions


With a correlation of 0.92, EMKT and PEMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EMKT is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMKT is cheaper with a 0.74% expense ratio, compared with 0.85% for PEMX.

PEMX has the higher dividend yield at 4.99%, compared with 0.00% for EMKT.

They also come from different issuers: Lazard and Putnam. Their fees differ too: 0.74% for EMKT and 0.85% for PEMX.

Portfolio Optimizer

Find the right allocation for EMKT and PEMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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