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GAEM vs. NEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAEM vs. NEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Gamma Emerging Market Bond ETF (GAEM) 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

The year-to-date returns for both stocks are quite close, with GAEM having a 3.58% return and NEMD slightly lower at 3.47%.


GAEM

1D
-0.16%
1M
-0.96%
6M
2.59%
YTD
3.58%
1Y
10.20%
3Y*
5Y*
10Y*
ALL TIME*
10.75%

NEMD

1D
0.08%
1M
-1.04%
6M
1.88%
YTD
3.47%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$246.87K$265.32K$263.25K
$328.32K$489.11K$564.01K

GAEM vs. NEMD - Yearly Performance Comparison


Correlation

The correlation between GAEM and NEMD is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

0.76

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Return for Risk

GAEM vs. NEMD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GAEM
GAEM Risk / Return Rank: 8787
Overall Rank
GAEM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
GAEM Sortino Ratio Rank: 9191
Sortino Ratio Rank
GAEM Omega Ratio Rank: 8989
Omega Ratio Rank
GAEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
GAEM Martin Ratio Rank: 8686
Martin Ratio Rank

NEMD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GAEM vs. NEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Gamma Emerging Market Bond ETF (GAEM) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GAEMNEMDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

2.84

Martin ratioReturn relative to average drawdown

12.42

GAEM vs. NEMD - Sharpe Ratio Comparison


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Drawdowns

GAEM vs. NEMD - Drawdown Comparison

The maximum GAEM drawdown since its inception was -3.84%, smaller than the maximum NEMD drawdown of -4.43%. Use the drawdown chart below to compare losses from any high point for GAEM and NEMD.


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Drawdown Indicators


GAEMNEMDDifference

Max Drawdown

Largest peak-to-trough decline

-3.84%

-4.43%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

Current Drawdown

Current decline from peak

-1.21%

-1.35%

+0.14%

Average Drawdown

Average peak-to-trough decline

-0.52%

-0.59%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

Volatility

GAEM vs. NEMD - Volatility Comparison


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Volatility by Period


GAEMNEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

Volatility (6M)

Calculated over the trailing 6-month period

4.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.87%

6.44%

-1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.95%

6.44%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.95%

6.44%

-1.49%

GAEM vs. NEMD - Expense Ratio Comparison

GAEM has a 0.76% expense ratio, which is higher than NEMD's 0.60% expense ratio.


Dividends

GAEM vs. NEMD - Dividend Comparison

GAEM's dividend yield for the trailing twelve months is around 7.14%, more than NEMD's 5.81% yield.


Frequently Asked Questions


GAEM and NEMD have a correlation of 0.76, 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 0.76% for GAEM.

GAEM has the higher dividend yield at 7.14%, compared with 5.81% for NEMD.

They also come from different issuers: Simplify and Neuberger Berman. Their fees differ too: 0.76% for GAEM and 0.60% for NEMD.

Portfolio Optimizer

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