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FEMB vs. PCY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEMB vs. PCY - 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 Invesco Emerging Markets Sovereign Debt ETF (PCY). The values are adjusted to include any dividend payments, if applicable.

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FEMB vs. PCY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEMB
First Trust Emerging Markets Local Currency Bond ETF
-2.12%21.77%-5.61%17.12%-10.50%-13.40%3.16%11.52%-7.19%11.92%
PCY
Invesco Emerging Markets Sovereign Debt ETF
-2.08%16.31%2.55%18.48%-24.47%-4.30%2.29%17.66%-6.16%9.71%

Returns By Period

The year-to-date returns for both investments are quite close, with FEMB having a -2.12% return and PCY slightly higher at -2.08%. Over the past 10 years, FEMB has underperformed PCY with an annualized return of 1.94%, while PCY has yielded a comparatively higher 2.50% annualized return.


FEMB

1D
1.15%
1M
-6.18%
YTD
-2.12%
6M
0.86%
1Y
13.41%
3Y*
7.19%
5Y*
2.14%
10Y*
1.94%

PCY

1D
1.26%
1M
-4.45%
YTD
-2.08%
6M
-0.18%
1Y
10.11%
3Y*
9.85%
5Y*
1.10%
10Y*
2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEMB vs. PCY - Expense Ratio Comparison

FEMB has a 0.85% expense ratio, which is higher than PCY's 0.50% expense ratio.


Return for Risk

FEMB vs. PCY — Risk / Return Rank

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

FEMB
FEMB Risk / Return Rank: 7777
Overall Rank
FEMB Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FEMB Sortino Ratio Rank: 8181
Sortino Ratio Rank
FEMB Omega Ratio Rank: 7777
Omega Ratio Rank
FEMB Calmar Ratio Rank: 7272
Calmar Ratio Rank
FEMB Martin Ratio Rank: 7474
Martin Ratio Rank

PCY
PCY Risk / Return Rank: 6262
Overall Rank
PCY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PCY Sortino Ratio Rank: 5656
Sortino Ratio Rank
PCY Omega Ratio Rank: 5959
Omega Ratio Rank
PCY Calmar Ratio Rank: 6969
Calmar Ratio Rank
PCY Martin Ratio Rank: 6565
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.

FEMB vs. PCY - 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 Invesco Emerging Markets Sovereign Debt ETF (PCY). 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.


FEMBPCYDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.99

+0.51

Sortino ratio

Return per unit of downside risk

2.07

1.42

+0.65

Omega ratio

Gain probability vs. loss probability

1.29

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

1.83

1.68

+0.15

Martin ratio

Return relative to average drawdown

7.66

6.20

+1.46

FEMB vs. PCY - Sharpe Ratio Comparison

The current FEMB Sharpe Ratio is 1.51, which is higher than the PCY Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of FEMB and PCY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FEMBPCYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.99

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.08

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.19

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.28

-0.22

Correlation

The correlation between FEMB and PCY is 0.42, 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.


Dividends

FEMB vs. PCY - Dividend Comparison

FEMB's dividend yield for the trailing twelve months is around 6.00%, less than PCY's 6.08% yield.


TTM20252024202320222021202020192018201720162015
FEMB
First Trust Emerging Markets Local Currency Bond ETF
6.00%5.67%6.09%5.15%6.35%6.12%5.29%5.40%5.86%6.38%5.83%4.89%
PCY
Invesco Emerging Markets Sovereign Debt ETF
6.08%5.93%6.65%6.48%6.81%4.80%4.45%4.78%4.93%4.80%5.19%5.46%

Drawdowns

FEMB vs. PCY - Drawdown Comparison

The maximum FEMB drawdown since its inception was -30.44%, smaller than the maximum PCY drawdown of -49.13%. Use the drawdown chart below to compare losses from any high point for FEMB and PCY.


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Drawdown Indicators


FEMBPCYDifference

Max Drawdown

Largest peak-to-trough decline

-30.44%

-49.13%

+18.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-6.37%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.85%

-37.17%

+9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

-37.78%

+7.34%

Current Drawdown

Current decline from peak

-6.52%

-4.49%

-2.03%

Average Drawdown

Average peak-to-trough decline

-10.03%

-7.03%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.73%

+0.08%

Volatility

FEMB vs. PCY - Volatility Comparison

First Trust Emerging Markets Local Currency Bond ETF (FEMB) and Invesco Emerging Markets Sovereign Debt ETF (PCY) have volatilities of 3.81% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEMBPCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.99%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

5.46%

5.34%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

8.94%

10.22%

-1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.21%

13.16%

-2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.22%

12.92%

-1.70%