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FEMB vs. IGIB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FEMB and IGIB is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

FEMB vs. IGIB - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-1.18%
31.81%
FEMB
IGIB

Key characteristics

Sharpe Ratio

FEMB:

0.70

IGIB:

1.54

Sortino Ratio

FEMB:

1.09

IGIB:

2.22

Omega Ratio

FEMB:

1.13

IGIB:

1.27

Calmar Ratio

FEMB:

0.44

IGIB:

0.82

Martin Ratio

FEMB:

1.40

IGIB:

5.15

Ulcer Index

FEMB:

4.88%

IGIB:

1.66%

Daily Std Dev

FEMB:

9.83%

IGIB:

5.53%

Max Drawdown

FEMB:

-30.44%

IGIB:

-20.77%

Current Drawdown

FEMB:

-8.03%

IGIB:

-2.27%

Returns By Period

In the year-to-date period, FEMB achieves a 8.36% return, which is significantly higher than IGIB's 2.74% return. Over the past 10 years, FEMB has underperformed IGIB with an annualized return of 0.53%, while IGIB has yielded a comparatively higher 2.60% annualized return.


FEMB

YTD

8.36%

1M

2.97%

6M

3.38%

1Y

7.88%

5Y*

2.91%

10Y*

0.53%

IGIB

YTD

2.74%

1M

0.61%

6M

2.07%

1Y

9.12%

5Y*

1.39%

10Y*

2.60%

*Annualized

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FEMB vs. IGIB - Expense Ratio Comparison

FEMB has a 0.85% expense ratio, which is higher than IGIB's 0.06% expense ratio.


Expense ratio chart for FEMB: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FEMB: 0.85%
Expense ratio chart for IGIB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGIB: 0.06%

Risk-Adjusted Performance

FEMB vs. IGIB — Risk-Adjusted Performance Rank

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

FEMB
The Risk-Adjusted Performance Rank of FEMB is 6161
Overall Rank
The Sharpe Ratio Rank of FEMB is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FEMB is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FEMB is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FEMB is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FEMB is 4949
Martin Ratio Rank

IGIB
The Risk-Adjusted Performance Rank of IGIB is 8686
Overall Rank
The Sharpe Ratio Rank of IGIB is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of IGIB is 9090
Sortino Ratio Rank
The Omega Ratio Rank of IGIB is 8888
Omega Ratio Rank
The Calmar Ratio Rank of IGIB is 7777
Calmar Ratio Rank
The Martin Ratio Rank of IGIB is 8585
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.

FEMB vs. IGIB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets Local Currency Bond ETF (FEMB) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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 FEMB, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.00
FEMB: 0.70
IGIB: 1.54
The chart of Sortino ratio for FEMB, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.00
FEMB: 1.09
IGIB: 2.22
The chart of Omega ratio for FEMB, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
FEMB: 1.13
IGIB: 1.27
The chart of Calmar ratio for FEMB, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.00
FEMB: 0.44
IGIB: 0.82
The chart of Martin ratio for FEMB, currently valued at 1.40, compared to the broader market0.0020.0040.0060.00
FEMB: 1.40
IGIB: 5.15

The current FEMB Sharpe Ratio is 0.70, which is lower than the IGIB Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of FEMB and IGIB, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.70
1.54
FEMB
IGIB

Dividends

FEMB vs. IGIB - Dividend Comparison

FEMB's dividend yield for the trailing twelve months is around 5.84%, more than IGIB's 4.45% yield.


TTM20242023202220212020201920182017201620152014
FEMB
First Trust Emerging Markets Local Currency Bond ETF
5.84%6.09%5.15%6.35%6.12%5.29%5.40%5.86%6.38%5.83%4.89%0.62%
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.45%4.41%3.78%3.04%2.33%2.74%3.44%3.41%2.51%2.45%2.51%2.46%

Drawdowns

FEMB vs. IGIB - Drawdown Comparison

The maximum FEMB drawdown since its inception was -30.44%, which is greater than IGIB's maximum drawdown of -20.77%. Use the drawdown chart below to compare losses from any high point for FEMB and IGIB. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.03%
-2.27%
FEMB
IGIB

Volatility

FEMB vs. IGIB - Volatility Comparison

First Trust Emerging Markets Local Currency Bond ETF (FEMB) has a higher volatility of 5.10% compared to iShares Intermediate-Term Corporate Bond ETF (IGIB) at 2.70%. This indicates that FEMB's price experiences larger fluctuations and is considered to be riskier than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
5.10%
2.70%
FEMB
IGIB