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EMMF vs. FNDE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMMF and FNDE is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EMMF vs. FNDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Multifactor Fund (EMMF) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
30.48%
46.81%
EMMF
FNDE

Key characteristics

Sharpe Ratio

EMMF:

0.41

FNDE:

0.71

Sortino Ratio

EMMF:

0.68

FNDE:

1.13

Omega Ratio

EMMF:

1.09

FNDE:

1.15

Calmar Ratio

EMMF:

0.38

FNDE:

0.78

Martin Ratio

EMMF:

1.10

FNDE:

2.09

Ulcer Index

EMMF:

5.49%

FNDE:

6.87%

Daily Std Dev

EMMF:

14.69%

FNDE:

20.34%

Max Drawdown

EMMF:

-32.55%

FNDE:

-43.55%

Current Drawdown

EMMF:

-4.24%

FNDE:

-5.43%

Returns By Period

In the year-to-date period, EMMF achieves a 3.32% return, which is significantly lower than FNDE's 6.37% return.


EMMF

YTD

3.32%

1M

10.10%

6M

1.09%

1Y

4.77%

5Y*

11.59%

10Y*

N/A

FNDE

YTD

6.37%

1M

8.27%

6M

2.19%

1Y

10.78%

5Y*

12.19%

10Y*

5.35%

*Annualized

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EMMF vs. FNDE - Expense Ratio Comparison

EMMF has a 0.48% expense ratio, which is higher than FNDE's 0.39% expense ratio.


Expense ratio chart for EMMF: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMMF: 0.48%
Expense ratio chart for FNDE: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNDE: 0.39%

Risk-Adjusted Performance

EMMF vs. FNDE — Risk-Adjusted Performance Rank

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

EMMF
The Risk-Adjusted Performance Rank of EMMF is 4141
Overall Rank
The Sharpe Ratio Rank of EMMF is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of EMMF is 4141
Sortino Ratio Rank
The Omega Ratio Rank of EMMF is 3939
Omega Ratio Rank
The Calmar Ratio Rank of EMMF is 4545
Calmar Ratio Rank
The Martin Ratio Rank of EMMF is 3737
Martin Ratio Rank

FNDE
The Risk-Adjusted Performance Rank of FNDE is 6363
Overall Rank
The Sharpe Ratio Rank of FNDE is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FNDE is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FNDE is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FNDE is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EMMF vs. FNDE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Multifactor Fund (EMMF) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). 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.


The chart of Sharpe ratio for EMMF, currently valued at 0.41, compared to the broader market-1.000.001.002.003.004.00
EMMF: 0.41
FNDE: 0.71
The chart of Sortino ratio for EMMF, currently valued at 0.68, compared to the broader market-2.000.002.004.006.008.0010.00
EMMF: 0.68
FNDE: 1.13
The chart of Omega ratio for EMMF, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
EMMF: 1.09
FNDE: 1.15
The chart of Calmar ratio for EMMF, currently valued at 0.38, compared to the broader market0.002.004.006.008.0010.0012.00
EMMF: 0.38
FNDE: 0.78
The chart of Martin ratio for EMMF, currently valued at 1.10, compared to the broader market0.0020.0040.0060.00
EMMF: 1.10
FNDE: 2.09

The current EMMF Sharpe Ratio is 0.41, which is lower than the FNDE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of EMMF and FNDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.41
0.71
EMMF
FNDE

Dividends

EMMF vs. FNDE - Dividend Comparison

EMMF's dividend yield for the trailing twelve months is around 1.48%, less than FNDE's 4.53% yield.


TTM20242023202220212020201920182017201620152014
EMMF
WisdomTree Emerging Markets Multifactor Fund
1.48%1.30%1.62%3.48%2.64%1.93%2.93%0.66%0.00%0.00%0.00%0.00%
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
4.53%4.82%4.74%5.59%4.31%2.49%3.47%3.05%2.05%1.65%2.02%1.36%

Drawdowns

EMMF vs. FNDE - Drawdown Comparison

The maximum EMMF drawdown since its inception was -32.55%, smaller than the maximum FNDE drawdown of -43.55%. Use the drawdown chart below to compare losses from any high point for EMMF and FNDE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-4.24%
-5.43%
EMMF
FNDE

Volatility

EMMF vs. FNDE - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Multifactor Fund (EMMF) is 9.88%, while Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a volatility of 11.57%. This indicates that EMMF experiences smaller price fluctuations and is considered to be less risky than FNDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.88%
11.57%
EMMF
FNDE