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EMLC vs. EMBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMLC vs. EMBX - 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 VanEck Emerging Markets Bond ETF (EMBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMLC achieves a 0.96% return, which is significantly lower than EMBX's 3.35% return. Over the past 10 years, EMLC has underperformed EMBX with an annualized return of 2.16%, while EMBX has yielded a comparatively higher 5.08% annualized return.


EMLC

1D
-0.59%
1M
0.82%
YTD
0.96%
6M
1.15%
1Y
8.66%
3Y*
6.31%
5Y*
1.57%
10Y*
2.16%

EMBX

1D
-0.32%
1M
0.67%
YTD
3.35%
6M
3.36%
1Y
13.12%
3Y*
9.29%
5Y*
4.09%
10Y*
5.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLC vs. EMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
0.96%18.81%-2.97%11.18%-10.58%-9.72%3.08%9.79%-7.57%13.84%
EMBX
VanEck Emerging Markets Bond ETF
3.35%18.80%3.09%9.34%-7.21%-4.30%11.57%13.10%-6.21%11.97%

Correlation

The correlation between EMLC and EMBX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2012

0.60

Over the past year, EMLC and EMBX have become more correlated (0.85) than their long-term average of 0.60, meaning their price movements have been converging.

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Return for Risk

EMLC vs. EMBX — Risk / Return Rank

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

EMLC
EMLC Risk / Return Rank: 3333
Overall Rank
EMLC Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3434
Sortino Ratio Rank
EMLC Omega Ratio Rank: 3636
Omega Ratio Rank
EMLC Calmar Ratio Rank: 2929
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3333
Martin Ratio Rank

EMBX
EMBX Risk / Return Rank: 7171
Overall Rank
EMBX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EMBX Sortino Ratio Rank: 8080
Sortino Ratio Rank
EMBX Omega Ratio Rank: 7878
Omega Ratio Rank
EMBX Calmar Ratio Rank: 5656
Calmar Ratio Rank
EMBX Martin Ratio Rank: 6464
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. EMBX - 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 VanEck Emerging Markets Bond ETF (EMBX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMLCEMBXDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.24

1.42

-0.19

Calmar ratioReturn relative to maximum drawdown

1.40

2.56

-1.16

Martin ratioReturn relative to average drawdown

4.64

10.74

-6.11

EMLC vs. EMBX - Sharpe Ratio Comparison

The current EMLC Sharpe Ratio is 1.21, which is lower than the EMBX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EMLC and EMBX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMLC vs. EMBX - Drawdown Comparison

The maximum EMLC drawdown since its inception was -32.43%, which is greater than EMBX's maximum drawdown of -25.11%. Use the drawdown chart below to compare losses from any high point for EMLC and EMBX.


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Drawdown Indicators


EMLCEMBXDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-25.11%

-7.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-5.14%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-9.15%

-7.41%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.91%

-23.09%

-0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

-25.11%

-1.36%

Current Drawdown

Current decline from peak

-4.25%

-1.21%

-3.04%

Average Drawdown

Average peak-to-trough decline

-14.33%

-7.05%

-7.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

1.22%

+0.65%

Volatility

EMLC vs. EMBX - Volatility Comparison

VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) has a higher volatility of 2.36% compared to VanEck Emerging Markets Bond ETF (EMBX) at 2.08%. This indicates that EMLC's price experiences larger fluctuations and is considered to be riskier than EMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLCEMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

2.08%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.30%

5.08%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

7.17%

5.97%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

6.14%

+3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.97%

6.67%

+3.30%

EMLC vs. EMBX - Expense Ratio Comparison

EMLC has a 0.30% expense ratio, which is lower than EMBX's 0.76% expense ratio.


Dividends

EMLC vs. EMBX - Dividend Comparison

EMLC's dividend yield for the trailing twelve months is around 6.19%, more than EMBX's 5.92% yield.


PositionTTM20252024202320222021202020192018201720162015
EMBX
VanEck Emerging Markets Bond ETF
5.92%6.95%8.20%5.49%8.21%5.50%6.56%7.89%7.25%7.66%3.94%6.84%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.19%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%

Frequently Asked Questions


EMLC and EMBX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMLC has higher volatility (2.36%) compared to EMBX (2.08%). In terms of maximum drawdown, EMLC dropped -32.43% vs EMBX's -25.11%.

On 10-year performance, EMBX leads with 5.08% vs 2.16% for EMLC. On fees, EMLC is cheaper at 0.30% per year. On volatility, EMBX has been the lower-risk option at 2.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EMBX has performed better with a 5.08% return vs 2.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMLC is cheaper with a 0.30% expense ratio, compared with 0.76% for EMBX.

EMLC has the higher dividend yield at 6.19%, compared with 5.92% for EMBX.

Their fees differ too: 0.30% for EMLC and 0.76% for EMBX.

EMBX currently has the higher Sharpe Ratio (2.21 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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