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FALN vs. FEMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FALN vs. FEMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Fallen Angels USD Bond ETF (FALN) and First Trust Emerging Markets Local Currency Bond ETF (FEMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FALN achieves a 1.78% return, which is significantly higher than FEMB's 1.43% return.


FALN

1D
0.00%
1M
0.57%
YTD
1.78%
6M
1.70%
1Y
9.07%
3Y*
9.26%
5Y*
3.89%
10Y*

FEMB

1D
0.27%
1M
0.77%
YTD
1.43%
6M
2.67%
1Y
11.30%
3Y*
8.09%
5Y*
1.91%
10Y*
2.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FALN vs. FEMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FALN
iShares Fallen Angels USD Bond ETF
1.78%8.92%7.68%13.47%-13.79%5.40%14.85%17.42%-4.97%8.70%
FEMB
First Trust Emerging Markets Local Currency Bond ETF
1.43%21.77%-5.61%17.12%-10.50%-13.40%3.16%11.52%-7.19%11.92%

Correlation

The correlation between FALN and FEMB is 0.54, 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

0.54

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

0.53

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2016

0.41

The correlation between FALN and FEMB shifts across timeframes, from 0.41 (all time) to 0.54 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FALN vs. FEMB — Risk / Return Rank

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

FALN
FALN Risk / Return Rank: 5757
Overall Rank
FALN Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FALN Sortino Ratio Rank: 6161
Sortino Ratio Rank
FALN Omega Ratio Rank: 6464
Omega Ratio Rank
FALN Calmar Ratio Rank: 4545
Calmar Ratio Rank
FALN Martin Ratio Rank: 5555
Martin Ratio Rank

FEMB
FEMB Risk / Return Rank: 3535
Overall Rank
FEMB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FEMB Sortino Ratio Rank: 3838
Sortino Ratio Rank
FEMB Omega Ratio Rank: 3939
Omega Ratio Rank
FEMB Calmar Ratio Rank: 3030
Calmar Ratio Rank
FEMB Martin Ratio Rank: 3232
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.

FALN vs. FEMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Fallen Angels USD Bond ETF (FALN) and First Trust Emerging Markets Local Currency Bond ETF (FEMB). 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.


FALNFEMBDifference

Sharpe ratio

Return per unit of total volatility

2.01

1.36

+0.64

Sortino ratio

Return per unit of downside risk

2.91

1.98

+0.93

Omega ratio

Gain probability vs. loss probability

1.39

1.26

+0.14

Calmar ratio

Return relative to maximum drawdown

2.28

1.50

+0.78

Martin ratio

Return relative to average drawdown

9.55

4.86

+4.69

FALN vs. FEMB - Sharpe Ratio Comparison

The current FALN Sharpe Ratio is 2.01, which is higher than the FEMB Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FALN and FEMB, 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


FALNFEMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.36

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.19

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.09

+0.65

Drawdowns

FALN vs. FEMB - Drawdown Comparison

The maximum FALN drawdown since its inception was -29.22%, roughly equal to the maximum FEMB drawdown of -30.44%. Use the drawdown chart below to compare losses from any high point for FALN and FEMB.


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Drawdown Indicators


FALNFEMBDifference

Max Drawdown

Largest peak-to-trough decline

-29.22%

-30.44%

+1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-3.96%

-7.58%

+3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-5.92%

-10.13%

+4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.78%

-27.85%

+9.07%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

Current Drawdown

Current decline from peak

-0.04%

-3.12%

+3.08%

Average Drawdown

Average peak-to-trough decline

-3.32%

-9.94%

+6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.34%

-1.39%

Volatility

FALN vs. FEMB - Volatility Comparison

The current volatility for iShares Fallen Angels USD Bond ETF (FALN) is 1.40%, while First Trust Emerging Markets Local Currency Bond ETF (FEMB) has a volatility of 3.00%. This indicates that FALN experiences smaller price fluctuations and is considered to be less risky than FEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FALNFEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.40%

3.00%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.63%

6.51%

-2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

4.54%

8.32%

-3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.31%

10.25%

-2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.95%

10.99%

-2.04%

FALN vs. FEMB - Expense Ratio Comparison

FALN has a 0.25% expense ratio, which is lower than FEMB's 0.85% expense ratio.


Dividends

FALN vs. FEMB - Dividend Comparison

FALN's dividend yield for the trailing twelve months is around 6.45%, more than FEMB's 6.01% yield.


PositionTTM20252024202320222021202020192018201720162015
FALN
iShares Fallen Angels USD Bond ETF
6.45%6.31%6.24%5.37%5.08%3.40%5.14%5.35%5.97%6.98%3.55%0.00%
FEMB
First Trust Emerging Markets Local Currency Bond ETF
6.01%5.67%6.09%5.15%6.35%6.12%5.29%5.40%5.86%6.38%5.83%4.89%

Frequently Asked Questions


FALN and FEMB have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEMB has higher volatility (3.00%) compared to FALN (1.40%). In terms of maximum drawdown, FALN dropped -29.22% vs FEMB's -30.44%.

On 5-year performance, FALN leads with 3.89% vs 1.91% for FEMB. On fees, FALN is cheaper at 0.25% per year. On volatility, FALN has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FALN has performed better with a 3.89% return vs 1.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FALN is cheaper with a 0.25% expense ratio, compared with 0.85% for FEMB.

FALN has the higher dividend yield at 6.45%, compared with 6.01% for FEMB.

FALN is categorized as High Yield Bonds, while FEMB is Emerging Markets Bonds. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.25% for FALN and 0.85% for FEMB.

FALN currently has the higher Sharpe Ratio (2.01 vs 1.36), 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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