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FEMB vs. NEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEMB vs. NEMD - 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 Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEMB achieves a 0.60% return, which is significantly lower than NEMD's 3.76% return.


FEMB

1D
-0.81%
1M
0.57%
YTD
0.60%
6M
0.88%
1Y
10.20%
3Y*
7.79%
5Y*
1.63%
10Y*
2.51%

NEMD

1D
-0.39%
1M
1.56%
YTD
3.76%
6M
4.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEMB vs. NEMD - Yearly Performance Comparison


Correlation

The correlation between FEMB and NEMD is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 12, 2025

0.62

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Return for Risk

FEMB vs. NEMD — Risk / Return Rank

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

FEMB
FEMB Risk / Return Rank: 3232
Overall Rank
FEMB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FEMB Sortino Ratio Rank: 3434
Sortino Ratio Rank
FEMB Omega Ratio Rank: 3333
Omega Ratio Rank
FEMB Calmar Ratio Rank: 2828
Calmar Ratio Rank
FEMB Martin Ratio Rank: 3030
Martin Ratio Rank

NEMD
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.

FEMB vs. NEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets Local Currency Bond ETF (FEMB) and Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). 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.


FEMBNEMDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.35

Martin ratioReturn relative to average drawdown

4.34

FEMB vs. NEMD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FEMBNEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

2.14

-2.05

Drawdowns

FEMB vs. NEMD - Drawdown Comparison

The maximum FEMB drawdown since its inception was -30.44%, which is greater than NEMD's maximum drawdown of -4.43%. Use the drawdown chart below to compare losses from any high point for FEMB and NEMD.


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Drawdown Indicators


FEMBNEMDDifference

Max Drawdown

Largest peak-to-trough decline

-30.44%

-4.43%

-26.01%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

Max Drawdown (3Y)

Largest decline over 3 years

-10.13%

Max Drawdown (5Y)

Largest decline over 5 years

-27.85%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

Current Drawdown

Current decline from peak

-3.91%

-0.39%

-3.52%

Average Drawdown

Average peak-to-trough decline

-9.93%

-0.57%

-9.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

Volatility

FEMB vs. NEMD - Volatility Comparison


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Volatility by Period


FEMBNEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

Volatility (6M)

Calculated over the trailing 6-month period

6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

8.36%

6.51%

+1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.26%

6.51%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.99%

6.51%

+4.48%

FEMB vs. NEMD - Expense Ratio Comparison

FEMB has a 0.85% expense ratio, which is higher than NEMD's 0.60% expense ratio.


Dividends

FEMB vs. NEMD - Dividend Comparison

FEMB's dividend yield for the trailing twelve months is around 6.06%, more than NEMD's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
FEMB
First Trust Emerging Markets Local Currency Bond ETF
6.06%5.67%6.09%5.15%6.35%6.12%5.29%5.40%5.86%6.38%5.83%4.89%
NEMD
Neuberger Berman Emerging Markets Debt Hard Currency ETF
4.73%2.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FEMB and NEMD have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NEMD is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NEMD is cheaper with a 0.60% expense ratio, compared with 0.85% for FEMB.

FEMB has the higher dividend yield at 6.06%, compared with 4.73% for NEMD.

They also come from different issuers: First Trust and Neuberger Berman. Their fees differ too: 0.85% for FEMB and 0.60% for NEMD.

Portfolio Optimizer

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