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EMLC vs. EMBD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMLC vs. EMBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) and Global X Emerging Markets Bond ETF (EMBD). The values are adjusted to include any dividend payments, if applicable.

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EMLC vs. EMBD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
-1.86%18.81%-2.97%11.18%-10.58%-9.72%8.19%
EMBD
Global X Emerging Markets Bond ETF
-1.48%12.55%6.76%10.60%-13.84%-1.84%11.53%

Returns By Period

In the year-to-date period, EMLC achieves a -1.86% return, which is significantly lower than EMBD's -1.48% return.


EMLC

1D
1.13%
1M
-5.14%
YTD
-1.86%
6M
1.38%
1Y
11.82%
3Y*
6.15%
5Y*
1.72%
10Y*
1.81%

EMBD

1D
1.08%
1M
-3.00%
YTD
-1.48%
6M
1.30%
1Y
8.59%
3Y*
8.39%
5Y*
2.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMLC vs. EMBD - Expense Ratio Comparison

EMLC has a 0.30% expense ratio, which is lower than EMBD's 0.39% expense ratio.


Return for Risk

EMLC vs. EMBD — Risk / Return Rank

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

EMLC
EMLC Risk / Return Rank: 8383
Overall Rank
EMLC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMLC Omega Ratio Rank: 8686
Omega Ratio Rank
EMLC Calmar Ratio Rank: 7777
Calmar Ratio Rank
EMLC Martin Ratio Rank: 8181
Martin Ratio Rank

EMBD
EMBD Risk / Return Rank: 7474
Overall Rank
EMBD Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EMBD Sortino Ratio Rank: 7474
Sortino Ratio Rank
EMBD Omega Ratio Rank: 6767
Omega Ratio Rank
EMBD Calmar Ratio Rank: 7777
Calmar Ratio Rank
EMBD Martin Ratio Rank: 7979
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.

EMLC vs. EMBD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) and Global X Emerging Markets Bond ETF (EMBD). 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.


EMLCEMBDDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.33

+0.35

Sortino ratio

Return per unit of downside risk

2.28

1.85

+0.43

Omega ratio

Gain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratio

Return relative to maximum drawdown

1.95

2.03

-0.08

Martin ratio

Return relative to average drawdown

8.57

8.31

+0.26

EMLC vs. EMBD - Sharpe Ratio Comparison

The current EMLC Sharpe Ratio is 1.68, which is comparable to the EMBD Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of EMLC and EMBD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMLCEMBDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.33

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.31

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.41

-0.32

Correlation

The correlation between EMLC and EMBD is 0.52, 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.


Dividends

EMLC vs. EMBD - Dividend Comparison

EMLC's dividend yield for the trailing twelve months is around 6.10%, more than EMBD's 5.74% yield.


TTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.10%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
EMBD
Global X Emerging Markets Bond ETF
5.74%5.48%5.83%5.29%4.53%4.99%3.34%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EMLC vs. EMBD - Drawdown Comparison

The maximum EMLC drawdown since its inception was -32.43%, which is greater than EMBD's maximum drawdown of -24.27%. Use the drawdown chart below to compare losses from any high point for EMLC and EMBD.


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Drawdown Indicators


EMLCEMBDDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-24.27%

-8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-4.23%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

-24.27%

-0.99%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

Current Drawdown

Current decline from peak

-6.92%

-3.20%

-3.72%

Average Drawdown

Average peak-to-trough decline

-14.48%

-6.02%

-8.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.41%

1.03%

+0.38%

Volatility

EMLC vs. EMBD - Volatility Comparison

VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) has a higher volatility of 4.03% compared to Global X Emerging Markets Bond ETF (EMBD) at 2.56%. This indicates that EMLC's price experiences larger fluctuations and is considered to be riskier than EMBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLCEMBDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

2.56%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

5.04%

4.28%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

7.08%

6.51%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.11%

9.14%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.13%

8.96%

+1.17%