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GAEM vs. EMLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAEM vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Gamma Emerging Market Bond ETF (GAEM) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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GAEM vs. EMLC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, GAEM achieves a -1.25% return, which is significantly higher than EMLC's -1.86% return.


GAEM

1D
0.58%
1M
-2.64%
YTD
-1.25%
6M
1.75%
1Y
9.73%
3Y*
5Y*
10Y*

EMLC

1D
1.13%
1M
-5.14%
YTD
-1.86%
6M
1.38%
1Y
11.82%
3Y*
6.15%
5Y*
1.72%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAEM vs. EMLC - Expense Ratio Comparison

GAEM has a 0.76% expense ratio, which is higher than EMLC's 0.30% expense ratio.


Return for Risk

GAEM vs. EMLC — Risk / Return Rank

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

GAEM
GAEM Risk / Return Rank: 8989
Overall Rank
GAEM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
GAEM Sortino Ratio Rank: 9191
Sortino Ratio Rank
GAEM Omega Ratio Rank: 8888
Omega Ratio Rank
GAEM Calmar Ratio Rank: 8888
Calmar Ratio Rank
GAEM Martin Ratio Rank: 9090
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 8383
Overall Rank
EMLC Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMLC Omega Ratio Rank: 8686
Omega Ratio Rank
EMLC Calmar Ratio Rank: 7777
Calmar Ratio Rank
EMLC Martin Ratio Rank: 8181
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.

GAEM vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Gamma Emerging Market Bond ETF (GAEM) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


GAEMEMLCDifference

Sharpe ratio

Return per unit of total volatility

1.78

1.68

+0.10

Sortino ratio

Return per unit of downside risk

2.67

2.28

+0.39

Omega ratio

Gain probability vs. loss probability

1.36

1.33

+0.03

Calmar ratio

Return relative to maximum drawdown

2.79

1.95

+0.84

Martin ratio

Return relative to average drawdown

11.88

8.57

+3.31

GAEM vs. EMLC - Sharpe Ratio Comparison

The current GAEM Sharpe Ratio is 1.78, which is comparable to the EMLC Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of GAEM and EMLC, 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


GAEMEMLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.68

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

2.00

0.09

+1.91

Correlation

The correlation between GAEM and EMLC is 0.39, 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.


Dividends

GAEM vs. EMLC - Dividend Comparison

GAEM's dividend yield for the trailing twelve months is around 6.72%, more than EMLC's 6.10% yield.


TTM20252024202320222021202020192018201720162015
GAEM
Simplify Gamma Emerging Market Bond ETF
6.72%6.50%3.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.10%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%

Drawdowns

GAEM vs. EMLC - Drawdown Comparison

The maximum GAEM drawdown since its inception was -3.84%, smaller than the maximum EMLC drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for GAEM and EMLC.


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Drawdown Indicators


GAEMEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-3.84%

-32.43%

+28.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

-6.19%

+2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

Current Drawdown

Current decline from peak

-2.80%

-6.92%

+4.12%

Average Drawdown

Average peak-to-trough decline

-0.51%

-14.48%

+13.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.41%

-0.56%

Volatility

GAEM vs. EMLC - Volatility Comparison

The current volatility for Simplify Gamma Emerging Market Bond ETF (GAEM) is 2.27%, while VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) has a volatility of 4.03%. This indicates that GAEM experiences smaller price fluctuations and is considered to be less risky than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAEMEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.27%

4.03%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

3.37%

5.04%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.50%

7.08%

-1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.88%

9.11%

-4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.88%

10.13%

-5.25%