PortfoliosLab logo
HYEM vs. IHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYEM and IHY is 0.44, 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: 0.4

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

HYEM vs. IHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) and VanEck Vectors International High Yield Bond ETF (IHY). The values are adjusted to include any dividend payments, if applicable.

-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%NovemberDecember2025FebruaryMarchApril
-1.48%
-2.65%
HYEM
IHY

Key characteristics

Sharpe Ratio

HYEM:

1.19

IHY:

0.88

Sortino Ratio

HYEM:

1.62

IHY:

1.25

Omega Ratio

HYEM:

1.23

IHY:

1.16

Calmar Ratio

HYEM:

0.96

IHY:

0.48

Martin Ratio

HYEM:

12.29

IHY:

3.19

Ulcer Index

HYEM:

0.58%

IHY:

1.61%

Daily Std Dev

HYEM:

5.99%

IHY:

5.85%

Max Drawdown

HYEM:

-30.96%

IHY:

-27.63%

Current Drawdown

HYEM:

-3.75%

IHY:

-4.08%

Returns By Period

In the year-to-date period, HYEM achieves a -1.07% return, which is significantly lower than IHY's 1.51% return. Over the past 10 years, HYEM has outperformed IHY with an annualized return of 3.91%, while IHY has yielded a comparatively lower 3.40% annualized return.


HYEM

YTD

-1.07%

1M

-3.50%

6M

-0.80%

1Y

6.99%

5Y*

6.10%

10Y*

3.91%

IHY

YTD

1.51%

1M

-2.51%

6M

-1.49%

1Y

5.22%

5Y*

4.77%

10Y*

3.40%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HYEM vs. IHY - Expense Ratio Comparison

Both HYEM and IHY have an expense ratio of 0.40%.


Expense ratio chart for HYEM: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYEM: 0.40%
Expense ratio chart for IHY: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IHY: 0.40%

Risk-Adjusted Performance

HYEM vs. IHY — Risk-Adjusted Performance Rank

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

HYEM
The Risk-Adjusted Performance Rank of HYEM is 8989
Overall Rank
The Sharpe Ratio Rank of HYEM is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of HYEM is 8787
Sortino Ratio Rank
The Omega Ratio Rank of HYEM is 8989
Omega Ratio Rank
The Calmar Ratio Rank of HYEM is 8787
Calmar Ratio Rank
The Martin Ratio Rank of HYEM is 9595
Martin Ratio Rank

IHY
The Risk-Adjusted Performance Rank of IHY is 8181
Overall Rank
The Sharpe Ratio Rank of IHY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IHY is 8282
Sortino Ratio Rank
The Omega Ratio Rank of IHY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of IHY is 7777
Calmar Ratio Rank
The Martin Ratio Rank of IHY is 8080
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.

HYEM vs. IHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) and VanEck Vectors International High Yield Bond ETF (IHY). 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 HYEM, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.005.00
HYEM: 1.07
IHY: 0.60
The chart of Sortino ratio for HYEM, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.00
HYEM: 1.45
IHY: 0.84
The chart of Omega ratio for HYEM, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
HYEM: 1.21
IHY: 1.11
The chart of Calmar ratio for HYEM, currently valued at 0.87, compared to the broader market0.005.0010.0015.00
HYEM: 0.87
IHY: 0.33
The chart of Martin ratio for HYEM, currently valued at 10.02, compared to the broader market0.0020.0040.0060.0080.00
HYEM: 10.02
IHY: 2.20

The current HYEM Sharpe Ratio is 1.19, which is higher than the IHY Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of HYEM and IHY, 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 Ratio0.501.001.502.002.503.003.504.00NovemberDecember2025FebruaryMarchApril
1.07
0.60
HYEM
IHY

Dividends

HYEM vs. IHY - Dividend Comparison

HYEM's dividend yield for the trailing twelve months is around 6.67%, more than IHY's 5.61% yield.


TTM20242023202220212020201920182017201620152014
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.72%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%6.77%
IHY
VanEck Vectors International High Yield Bond ETF
5.69%5.60%5.26%4.97%4.55%4.65%4.86%4.70%4.37%5.11%5.79%5.74%

Drawdowns

HYEM vs. IHY - Drawdown Comparison

The maximum HYEM drawdown since its inception was -30.96%, which is greater than IHY's maximum drawdown of -27.63%. Use the drawdown chart below to compare losses from any high point for HYEM and IHY. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.41%
-5.43%
HYEM
IHY

Volatility

HYEM vs. IHY - Volatility Comparison

VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) and VanEck Vectors International High Yield Bond ETF (IHY) have volatilities of 2.87% and 2.81%, 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.


1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
2.87%
2.81%
HYEM
IHY

User Portfolios with HYEM or IHY


ACGL
AMAT
HLT
MRK
PR
GKOS
WEBS
TMV
FTSL
BNDX
FPE
HYEM
HYZD
FAZ
MGV
FELC
AUSF
FLRG
FSMD
LVHI
IGRO
HSCZ
FDEM
SKOR
HYGH
JCPI
HYEM
FLBL
GSST
VGIT
FELG
VIGI
1 / 2

Recent discussions