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HIEMX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HIEMX and SCHD is 0.61, 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

HIEMX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Vontobel Emerging Markets Opportunities Fund (HIEMX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-2.18%
372.38%
HIEMX
SCHD

Key characteristics

Sharpe Ratio

HIEMX:

0.51

SCHD:

0.24

Sortino Ratio

HIEMX:

0.83

SCHD:

0.44

Omega Ratio

HIEMX:

1.10

SCHD:

1.06

Calmar Ratio

HIEMX:

0.14

SCHD:

0.24

Martin Ratio

HIEMX:

1.18

SCHD:

0.83

Ulcer Index

HIEMX:

6.64%

SCHD:

4.59%

Daily Std Dev

HIEMX:

15.48%

SCHD:

15.97%

Max Drawdown

HIEMX:

-72.72%

SCHD:

-33.37%

Current Drawdown

HIEMX:

-47.74%

SCHD:

-10.95%

Returns By Period

In the year-to-date period, HIEMX achieves a 8.16% return, which is significantly higher than SCHD's -4.64% return. Over the past 10 years, HIEMX has underperformed SCHD with an annualized return of -2.15%, while SCHD has yielded a comparatively higher 10.39% annualized return.


HIEMX

YTD

8.16%

1M

4.91%

6M

1.45%

1Y

8.46%

5Y*

-3.42%

10Y*

-2.15%

SCHD

YTD

-4.64%

1M

-7.65%

6M

-6.69%

1Y

4.48%

5Y*

13.39%

10Y*

10.39%

*Annualized

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HIEMX vs. SCHD - Expense Ratio Comparison

HIEMX has a 1.24% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for HIEMX: current value is 1.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HIEMX: 1.24%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

HIEMX vs. SCHD — Risk-Adjusted Performance Rank

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

HIEMX
The Risk-Adjusted Performance Rank of HIEMX is 4545
Overall Rank
The Sharpe Ratio Rank of HIEMX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of HIEMX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of HIEMX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of HIEMX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of HIEMX is 4242
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3636
Overall Rank
The Sharpe Ratio Rank of SCHD is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3737
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.

HIEMX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Vontobel Emerging Markets Opportunities Fund (HIEMX) and Schwab US Dividend Equity ETF (SCHD). 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 HIEMX, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.00
HIEMX: 0.51
SCHD: 0.24
The chart of Sortino ratio for HIEMX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
HIEMX: 0.83
SCHD: 0.44
The chart of Omega ratio for HIEMX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
HIEMX: 1.10
SCHD: 1.06
The chart of Calmar ratio for HIEMX, currently valued at 0.14, compared to the broader market0.002.004.006.008.0010.00
HIEMX: 0.14
SCHD: 0.24
The chart of Martin ratio for HIEMX, currently valued at 1.18, compared to the broader market0.0010.0020.0030.0040.00
HIEMX: 1.18
SCHD: 0.83

The current HIEMX Sharpe Ratio is 0.51, which is higher than the SCHD Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of HIEMX and SCHD, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.51
0.24
HIEMX
SCHD

Dividends

HIEMX vs. SCHD - Dividend Comparison

HIEMX has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.03%.


TTM20242023202220212020201920182017201620152014
HIEMX
Virtus Vontobel Emerging Markets Opportunities Fund
0.00%0.00%0.00%0.00%1.10%0.62%1.71%1.07%0.70%0.44%0.94%0.88%
SCHD
Schwab US Dividend Equity ETF
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

HIEMX vs. SCHD - Drawdown Comparison

The maximum HIEMX drawdown since its inception was -72.72%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HIEMX and SCHD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-47.74%
-10.95%
HIEMX
SCHD

Volatility

HIEMX vs. SCHD - Volatility Comparison

The current volatility for Virtus Vontobel Emerging Markets Opportunities Fund (HIEMX) is 9.25%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.11%. This indicates that HIEMX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.25%
11.11%
HIEMX
SCHD