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EMXC vs. VNM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMXC and VNM is 0.45, 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.


-0.50.00.51.00.5

Performance

EMXC vs. VNM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets ex China ETF (EMXC) and VanEck Vectors Vietnam ETF (VNM). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-3.11%
-6.11%
EMXC
VNM

Key characteristics

Sharpe Ratio

EMXC:

0.53

VNM:

-0.36

Sortino Ratio

EMXC:

0.80

VNM:

-0.39

Omega Ratio

EMXC:

1.10

VNM:

0.95

Calmar Ratio

EMXC:

0.61

VNM:

-0.12

Martin Ratio

EMXC:

1.93

VNM:

-0.62

Ulcer Index

EMXC:

3.91%

VNM:

10.20%

Daily Std Dev

EMXC:

14.12%

VNM:

17.52%

Max Drawdown

EMXC:

-42.80%

VNM:

-63.27%

Current Drawdown

EMXC:

-9.59%

VNM:

-52.48%

Returns By Period

In the year-to-date period, EMXC achieves a 3.66% return, which is significantly higher than VNM's -9.52% return.


EMXC

YTD

3.66%

1M

-1.43%

6M

-3.11%

1Y

5.76%

5Y*

4.09%

10Y*

N/A

VNM

YTD

-9.52%

1M

2.63%

6M

-5.95%

1Y

-6.35%

5Y*

-4.46%

10Y*

-2.96%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMXC vs. VNM - Expense Ratio Comparison

EMXC has a 0.49% expense ratio, which is lower than VNM's 0.68% expense ratio.


VNM
VanEck Vectors Vietnam ETF
Expense ratio chart for VNM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for EMXC: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

EMXC vs. VNM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ex China ETF (EMXC) and VanEck Vectors Vietnam ETF (VNM). 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.


Sharpe ratio
The chart of Sharpe ratio for EMXC, currently valued at 0.53, compared to the broader market0.002.004.000.53-0.36
The chart of Sortino ratio for EMXC, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.0010.000.80-0.39
The chart of Omega ratio for EMXC, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.100.95
The chart of Calmar ratio for EMXC, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.61-0.15
The chart of Martin ratio for EMXC, currently valued at 1.93, compared to the broader market0.0020.0040.0060.0080.00100.001.93-0.62
EMXC
VNM

The current EMXC Sharpe Ratio is 0.53, which is higher than the VNM Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of EMXC and VNM, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.53
-0.36
EMXC
VNM

Dividends

EMXC vs. VNM - Dividend Comparison

EMXC's dividend yield for the trailing twelve months is around 2.66%, more than VNM's 0.16% yield.


TTM20232022202120202019201820172016201520142013
EMXC
iShares MSCI Emerging Markets ex China ETF
2.66%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%0.00%0.00%
VNM
VanEck Vectors Vietnam ETF
0.16%5.22%0.96%0.48%0.40%0.76%0.83%0.99%2.44%3.69%2.65%3.19%

Drawdowns

EMXC vs. VNM - Drawdown Comparison

The maximum EMXC drawdown since its inception was -42.80%, smaller than the maximum VNM drawdown of -63.27%. Use the drawdown chart below to compare losses from any high point for EMXC and VNM. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.59%
-42.25%
EMXC
VNM

Volatility

EMXC vs. VNM - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets ex China ETF (EMXC) is 3.71%, while VanEck Vectors Vietnam ETF (VNM) has a volatility of 4.73%. This indicates that EMXC experiences smaller price fluctuations and is considered to be less risky than VNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.71%
4.73%
EMXC
VNM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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