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HYEM vs. LVHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEM vs. LVHI - 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 Franklin International Low Volatility High Dividend Index ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYEM achieves a 3.86% return, which is significantly lower than LVHI's 13.78% return.


HYEM

1D
0.20%
1M
0.36%
YTD
3.86%
6M
4.24%
1Y
9.18%
3Y*
10.57%
5Y*
2.92%
10Y*
4.72%

LVHI

1D
0.49%
1M
0.84%
YTD
13.78%
6M
14.96%
1Y
32.13%
3Y*
21.52%
5Y*
15.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEM vs. LVHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
3.86%9.24%12.14%8.35%-13.39%-1.31%6.87%12.85%-3.38%7.94%
LVHI
Franklin International Low Volatility High Dividend Index ETF
13.78%27.12%14.81%17.45%3.84%18.19%-8.76%18.35%-5.22%12.26%

Correlation

The correlation between HYEM and LVHI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2016

0.31

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Return for Risk

HYEM vs. LVHI — Risk / Return Rank

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

HYEM
HYEM Risk / Return Rank: 8080
Overall Rank
HYEM Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
HYEM Sortino Ratio Rank: 8181
Sortino Ratio Rank
HYEM Omega Ratio Rank: 8282
Omega Ratio Rank
HYEM Calmar Ratio Rank: 7676
Calmar Ratio Rank
HYEM Martin Ratio Rank: 8181
Martin Ratio Rank

LVHI
LVHI Risk / Return Rank: 9494
Overall Rank
LVHI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9595
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9494
Omega Ratio Rank
LVHI Calmar Ratio Rank: 9292
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9393
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.

HYEM vs. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.


HYEMLVHIDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.42

1.63

-0.20

Calmar ratioReturn relative to maximum drawdown

3.44

5.23

-1.79

Martin ratioReturn relative to average drawdown

14.00

21.61

-7.61

HYEM vs. LVHI - Sharpe Ratio Comparison

The current HYEM Sharpe Ratio is 2.15, which is lower than the LVHI Sharpe Ratio of 3.31. The chart below compares the historical Sharpe Ratios of HYEM and LVHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HYEM vs. LVHI - Drawdown Comparison

The maximum HYEM drawdown since its inception was -30.96%, roughly equal to the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for HYEM and LVHI.


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Drawdown Indicators


HYEMLVHIDifference

Max Drawdown

Largest peak-to-trough decline

-30.96%

-32.31%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.73%

-6.08%

+3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-5.23%

-11.99%

+6.76%

Max Drawdown (5Y)

Largest decline over 5 years

-26.30%

-11.99%

-14.31%

Max Drawdown (10Y)

Largest decline over 10 years

-30.96%

Current Drawdown

Current decline from peak

-0.15%

0.00%

-0.15%

Average Drawdown

Average peak-to-trough decline

-4.39%

-3.51%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.48%

-0.81%

Volatility

HYEM vs. LVHI - Volatility Comparison

The current volatility for VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) is 1.31%, while Franklin International Low Volatility High Dividend Index ETF (LVHI) has a volatility of 2.78%. This indicates that HYEM experiences smaller price fluctuations and is considered to be less risky than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYEMLVHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

2.78%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

7.72%

-4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

9.60%

-5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.50%

11.08%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

13.75%

-4.48%

HYEM vs. LVHI - Expense Ratio Comparison

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


Dividends

HYEM vs. LVHI - Dividend Comparison

HYEM's dividend yield for the trailing twelve months is around 6.53%, more than LVHI's 4.69% yield.


PositionTTM20252024202320222021202020192018201720162015
HYEM
VanEck Vectors Emerging Markets High Yield Bond ETF
6.53%6.67%6.34%6.27%6.47%5.33%5.56%6.14%5.71%5.86%6.25%7.64%
LVHI
Franklin International Low Volatility High Dividend Index ETF
4.69%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%0.00%

Frequently Asked Questions


HYEM and LVHI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LVHI has higher volatility (2.78%) compared to HYEM (1.31%). In terms of maximum drawdown, HYEM dropped -30.96% vs LVHI's -32.31%.

On 5-year performance, LVHI leads with 15.97% vs 2.92% for HYEM. Both ETFs have the same 0.40% expense ratio. On volatility, HYEM has been the lower-risk option at 1.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LVHI has performed better with a 15.97% return vs 2.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYEM and LVHI have the same expense ratio: 0.40% per year.

HYEM has the higher dividend yield at 6.53%, compared with 4.69% for LVHI.

HYEM is categorized as High Yield Bonds, while LVHI is Volatility Hedged Equity. HYEM tracks BofA Merrill Lynch Diversified High Yield US Emerging Markets Corporate Plus Index, while LVHI tracks Franklin International Low Volatility High Dividend Hedged Index-NR. They also come from different issuers: VanEck and Franklin Templeton.

LVHI currently has the higher Sharpe Ratio (3.31 vs 2.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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