EVLU vs. FRDM
Compare and contrast key facts about iShares MSCI Emerging Markets Value Factor ETF (EVLU) and Freedom 100 Emerging Markets ETF (FRDM).
EVLU and FRDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EVLU is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Value Factor Select Index (Net). It was launched on Sep 4, 2024. FRDM is a passively managed fund by Freedom Funds that tracks the performance of the Life + Liberty Freedom 100 Emerging Markets Index. It was launched on May 22, 2019. Both EVLU and FRDM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EVLU vs. FRDM - Performance Comparison
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EVLU vs. FRDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 4.44% | 38.54% | 1.61% |
FRDM Freedom 100 Emerging Markets ETF | 7.05% | 61.27% | -2.13% |
Returns By Period
In the year-to-date period, EVLU achieves a 4.44% return, which is significantly lower than FRDM's 7.05% return.
EVLU
- 1D
- 2.98%
- 1M
- -10.26%
- YTD
- 4.44%
- 6M
- 14.87%
- 1Y
- 38.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FRDM
- 1D
- 4.49%
- 1M
- -12.64%
- YTD
- 7.05%
- 6M
- 24.68%
- 1Y
- 59.74%
- 3Y*
- 26.32%
- 5Y*
- 12.99%
- 10Y*
- —
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EVLU vs. FRDM - Expense Ratio Comparison
EVLU has a 0.35% expense ratio, which is lower than FRDM's 0.49% expense ratio.
Return for Risk
EVLU vs. FRDM — Risk / Return Rank
EVLU
FRDM
EVLU vs. FRDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) and Freedom 100 Emerging Markets ETF (FRDM). 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.
| EVLU | FRDM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 2.55 | -0.60 |
Sortino ratioReturn per unit of downside risk | 2.58 | 3.15 | -0.57 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.47 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.89 | 3.52 | -0.62 |
Martin ratioReturn relative to average drawdown | 10.74 | 14.69 | -3.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVLU | FRDM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.55 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.48 | 0.66 | +0.82 |
Correlation
The correlation between EVLU and FRDM is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EVLU vs. FRDM - Dividend Comparison
EVLU's dividend yield for the trailing twelve months is around 4.98%, more than FRDM's 2.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 4.98% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRDM Freedom 100 Emerging Markets ETF | 2.04% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% |
Drawdowns
EVLU vs. FRDM - Drawdown Comparison
The maximum EVLU drawdown since its inception was -17.17%, smaller than the maximum FRDM drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for EVLU and FRDM.
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Drawdown Indicators
| EVLU | FRDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -40.49% | +23.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.13% | -16.87% | +3.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.25% | — |
Current DrawdownCurrent decline from peak | -10.30% | -13.13% | +2.83% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -7.21% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 4.04% | -0.50% |
Volatility
EVLU vs. FRDM - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets Value Factor ETF (EVLU) is 9.59%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 13.19%. This indicates that EVLU experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVLU | FRDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.59% | 13.19% | -3.60% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 18.31% | -4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.75% | 23.57% | -3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 20.00% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.04% | 22.36% | -3.32% |