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GMF vs. EEMA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GMF and EEMA is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

GMF vs. EEMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Emerging Asia Pacific ETF (GMF) and iShares MSCI Emerging Markets Asia ETF (EEMA). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
97.88%
69.16%
GMF
EEMA

Key characteristics

Sharpe Ratio

GMF:

0.61

EEMA:

0.47

Sortino Ratio

GMF:

0.98

EEMA:

0.82

Omega Ratio

GMF:

1.13

EEMA:

1.10

Calmar Ratio

GMF:

0.52

EEMA:

0.34

Martin Ratio

GMF:

1.64

EEMA:

1.39

Ulcer Index

GMF:

7.53%

EEMA:

7.33%

Daily Std Dev

GMF:

20.15%

EEMA:

21.92%

Max Drawdown

GMF:

-67.18%

EEMA:

-44.18%

Current Drawdown

GMF:

-14.19%

EEMA:

-20.88%

Returns By Period

In the year-to-date period, GMF achieves a -1.76% return, which is significantly lower than EEMA's 1.66% return. Over the past 10 years, GMF has outperformed EEMA with an annualized return of 4.23%, while EEMA has yielded a comparatively lower 2.94% annualized return.


GMF

YTD

-1.76%

1M

-3.89%

6M

-5.65%

1Y

10.10%

5Y*

7.04%

10Y*

4.23%

EEMA

YTD

1.66%

1M

-3.92%

6M

-4.69%

1Y

7.76%

5Y*

5.45%

10Y*

2.94%

*Annualized

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GMF vs. EEMA - Expense Ratio Comparison

GMF has a 0.49% expense ratio, which is lower than EEMA's 0.50% expense ratio.


Expense ratio chart for EEMA: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEMA: 0.50%
Expense ratio chart for GMF: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GMF: 0.49%

Risk-Adjusted Performance

GMF vs. EEMA — Risk-Adjusted Performance Rank

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

GMF
The Risk-Adjusted Performance Rank of GMF is 6363
Overall Rank
The Sharpe Ratio Rank of GMF is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of GMF is 6666
Sortino Ratio Rank
The Omega Ratio Rank of GMF is 6464
Omega Ratio Rank
The Calmar Ratio Rank of GMF is 6565
Calmar Ratio Rank
The Martin Ratio Rank of GMF is 5555
Martin Ratio Rank

EEMA
The Risk-Adjusted Performance Rank of EEMA is 5454
Overall Rank
The Sharpe Ratio Rank of EEMA is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMA is 5959
Sortino Ratio Rank
The Omega Ratio Rank of EEMA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of EEMA is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EEMA is 5050
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.

GMF vs. EEMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Asia Pacific ETF (GMF) and iShares MSCI Emerging Markets Asia ETF (EEMA). 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 GMF, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.00
GMF: 0.61
EEMA: 0.47
The chart of Sortino ratio for GMF, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
GMF: 0.98
EEMA: 0.82
The chart of Omega ratio for GMF, currently valued at 1.13, compared to the broader market0.501.001.502.00
GMF: 1.13
EEMA: 1.10
The chart of Calmar ratio for GMF, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
GMF: 0.52
EEMA: 0.34
The chart of Martin ratio for GMF, currently valued at 1.64, compared to the broader market0.0020.0040.0060.00
GMF: 1.64
EEMA: 1.39

The current GMF Sharpe Ratio is 0.61, which is higher than the EEMA Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of GMF and EEMA, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.61
0.47
GMF
EEMA

Dividends

GMF vs. EEMA - Dividend Comparison

GMF's dividend yield for the trailing twelve months is around 1.95%, more than EEMA's 1.71% yield.


TTM20242023202220212020201920182017201620152014
GMF
SPDR S&P Emerging Asia Pacific ETF
1.95%1.92%2.75%2.54%2.71%1.32%1.75%2.26%1.70%2.49%3.76%1.55%
EEMA
iShares MSCI Emerging Markets Asia ETF
1.71%1.74%2.25%1.78%2.19%1.15%1.86%2.17%1.73%1.74%2.44%1.33%

Drawdowns

GMF vs. EEMA - Drawdown Comparison

The maximum GMF drawdown since its inception was -67.18%, which is greater than EEMA's maximum drawdown of -44.18%. Use the drawdown chart below to compare losses from any high point for GMF and EEMA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-14.19%
-20.88%
GMF
EEMA

Volatility

GMF vs. EEMA - Volatility Comparison

The current volatility for SPDR S&P Emerging Asia Pacific ETF (GMF) is 11.40%, while iShares MSCI Emerging Markets Asia ETF (EEMA) has a volatility of 12.40%. This indicates that GMF experiences smaller price fluctuations and is considered to be less risky than EEMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.40%
12.40%
GMF
EEMA