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EMLC vs. GAEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMLC vs. GAEM - 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 Simplify Gamma Emerging Market Bond ETF (GAEM). 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 0.92% return, which is significantly lower than GAEM's 3.26% return.


EMLC

1D
-0.55%
1M
1.06%
YTD
0.92%
6M
1.94%
1Y
9.54%
3Y*
6.92%
5Y*
1.17%
10Y*
2.14%

GAEM

1D
-0.20%
1M
0.20%
YTD
3.26%
6M
4.63%
1Y
13.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLC vs. GAEM - Yearly Performance Comparison


Correlation

The correlation between EMLC and GAEM is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2024

0.42

The correlation between EMLC and GAEM shifts across timeframes, from 0.42 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMLC vs. GAEM — Risk / Return Rank

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

EMLC
EMLC Risk / Return Rank: 3636
Overall Rank
EMLC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3737
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4141
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3131
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
Martin Ratio Rank

GAEM
GAEM Risk / Return Rank: 8484
Overall Rank
GAEM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GAEM Sortino Ratio Rank: 9292
Sortino Ratio Rank
GAEM Omega Ratio Rank: 8989
Omega Ratio Rank
GAEM Calmar Ratio Rank: 7373
Calmar Ratio Rank
GAEM Martin Ratio Rank: 8383
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. GAEM - 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 Simplify Gamma Emerging Market Bond ETF (GAEM). 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.


EMLCGAEMDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-2.52

Omega ratioGain probability vs. loss probability

1.27

1.57

-0.30

Calmar ratioReturn relative to maximum drawdown

1.55

3.66

-2.11

Martin ratioReturn relative to average drawdown

5.34

16.69

-11.35

EMLC vs. GAEM - Sharpe Ratio Comparison

The current EMLC Sharpe Ratio is 1.39, which is lower than the GAEM Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of EMLC and GAEM, 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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Sharpe Ratios by Period


EMLCGAEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

2.81

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

2.33

-2.22

Drawdowns

EMLC vs. GAEM - Drawdown Comparison

The maximum EMLC drawdown since its inception was -32.43%, which is greater than GAEM's maximum drawdown of -3.84%. Use the drawdown chart below to compare losses from any high point for EMLC and GAEM.


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Drawdown Indicators


EMLCGAEMDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-3.84%

-28.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-3.61%

-2.58%

Max Drawdown (3Y)

Largest decline over 3 years

-9.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

Current Drawdown

Current decline from peak

-4.28%

-0.20%

-4.08%

Average Drawdown

Average peak-to-trough decline

-14.37%

-0.52%

-13.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

0.79%

+1.00%

Volatility

EMLC vs. GAEM - Volatility Comparison

VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) has a higher volatility of 2.21% compared to Simplify Gamma Emerging Market Bond ETF (GAEM) at 1.33%. This indicates that EMLC's price experiences larger fluctuations and is considered to be riskier than GAEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLCGAEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

1.33%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

5.99%

3.74%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

6.90%

4.71%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.13%

4.96%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.05%

4.96%

+5.09%

EMLC vs. GAEM - Expense Ratio Comparison

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


Dividends

EMLC vs. GAEM - Dividend Comparison

EMLC's dividend yield for the trailing twelve months is around 6.19%, less than GAEM's 7.54% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
GAEM
Simplify Gamma Emerging Market Bond ETF
7.54%6.50%3.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMLC and GAEM have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMLC has higher volatility (2.21%) compared to GAEM (1.33%). In terms of maximum drawdown, EMLC dropped -32.43% vs GAEM's -3.84%.

On 1-year performance, GAEM leads with 13.15% vs 9.54% for EMLC. On fees, EMLC is cheaper at 0.30% per year. On volatility, GAEM has been the lower-risk option at 1.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GAEM has performed better with a 13.15% return vs 9.54%. 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 GAEM.

GAEM has the higher dividend yield at 7.54%, compared with 6.19% for EMLC.

They also come from different issuers: VanEck and Simplify. Their fees differ too: 0.30% for EMLC and 0.76% for GAEM.

GAEM currently has the higher Sharpe Ratio (2.81 vs 1.39), 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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