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IEMG vs. IEMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEMG vs. IEMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Emerging Markets ETF (IEMG) and Voya Multi-Manager Emerging Markets Equity Fund (IEMGX). The values are adjusted to include any dividend payments, if applicable.

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IEMG vs. IEMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEMG
iShares Core MSCI Emerging Markets ETF
4.55%32.56%6.50%11.52%-19.98%-0.64%17.87%17.81%-14.92%37.38%
IEMGX
Voya Multi-Manager Emerging Markets Equity Fund
4.52%46.12%0.76%15.09%-24.13%-2.91%16.80%25.23%-19.85%44.53%

Returns By Period

The year-to-date returns for both stocks are quite close, with IEMG having a 4.55% return and IEMGX slightly lower at 4.52%. Over the past 10 years, IEMG has underperformed IEMGX with an annualized return of 8.31%, while IEMGX has yielded a comparatively higher 8.85% annualized return.


IEMG

1D
0.76%
1M
-6.83%
YTD
4.55%
6M
7.62%
1Y
33.51%
3Y*
16.36%
5Y*
4.53%
10Y*
8.31%

IEMGX

1D
2.76%
1M
-11.83%
YTD
4.52%
6M
15.19%
1Y
47.20%
3Y*
18.81%
5Y*
4.53%
10Y*
8.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEMG vs. IEMGX - Expense Ratio Comparison

IEMG has a 0.09% expense ratio, which is lower than IEMGX's 1.15% expense ratio.


Return for Risk

IEMG vs. IEMGX — Risk / Return Rank

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

IEMG
IEMG Risk / Return Rank: 8484
Overall Rank
IEMG Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 8484
Sortino Ratio Rank
IEMG Omega Ratio Rank: 8484
Omega Ratio Rank
IEMG Calmar Ratio Rank: 8585
Calmar Ratio Rank
IEMG Martin Ratio Rank: 8484
Martin Ratio Rank

IEMGX
IEMGX Risk / Return Rank: 9393
Overall Rank
IEMGX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IEMGX Sortino Ratio Rank: 9595
Sortino Ratio Rank
IEMGX Omega Ratio Rank: 9393
Omega Ratio Rank
IEMGX Calmar Ratio Rank: 9090
Calmar Ratio Rank
IEMGX Martin Ratio Rank: 8989
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.

IEMG vs. IEMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets ETF (IEMG) and Voya Multi-Manager Emerging Markets Equity Fund (IEMGX). 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.


IEMGIEMGXDifference

Sharpe ratio

Return per unit of total volatility

1.70

2.51

-0.80

Sortino ratio

Return per unit of downside risk

2.30

3.14

-0.84

Omega ratio

Gain probability vs. loss probability

1.34

1.47

-0.13

Calmar ratio

Return relative to maximum drawdown

2.58

2.72

-0.14

Martin ratio

Return relative to average drawdown

9.84

10.35

-0.51

IEMG vs. IEMGX - Sharpe Ratio Comparison

The current IEMG Sharpe Ratio is 1.70, which is lower than the IEMGX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of IEMG and IEMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IEMGIEMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

2.51

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.27

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.50

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.33

-0.04

Correlation

The correlation between IEMG and IEMGX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IEMG vs. IEMGX - Dividend Comparison

IEMG's dividend yield for the trailing twelve months is around 2.63%, less than IEMGX's 5.75% yield.


TTM20252024202320222021202020192018201720162015
IEMG
iShares Core MSCI Emerging Markets ETF
2.63%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%
IEMGX
Voya Multi-Manager Emerging Markets Equity Fund
5.75%6.01%4.66%1.99%4.22%19.49%3.91%2.69%1.01%1.39%1.17%1.53%

Drawdowns

IEMG vs. IEMGX - Drawdown Comparison

The maximum IEMG drawdown since its inception was -38.71%, smaller than the maximum IEMGX drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for IEMG and IEMGX.


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Drawdown Indicators


IEMGIEMGXDifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-41.87%

+3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-15.85%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-35.93%

-39.78%

+3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

-41.87%

+3.16%

Current Drawdown

Current decline from peak

-9.40%

-13.53%

+4.13%

Average Drawdown

Average peak-to-trough decline

-13.11%

-15.24%

+2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

4.16%

-0.70%

Volatility

IEMG vs. IEMGX - Volatility Comparison

The current volatility for iShares Core MSCI Emerging Markets ETF (IEMG) is 9.35%, while Voya Multi-Manager Emerging Markets Equity Fund (IEMGX) has a volatility of 11.78%. This indicates that IEMG experiences smaller price fluctuations and is considered to be less risky than IEMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEMGIEMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

11.78%

-2.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.68%

16.13%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

19.79%

22.06%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

17.50%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

18.01%

+1.83%