IEMG vs. SOFI
IEMG (iShares Core MSCI Emerging Markets ETF) is Emerging Markets Diversified fund tracking the MSCI Emerging Markets Investable Market Index (USD) (Net), while SOFI (SoFi Technologies, Inc.) is a stock. Over the past 5 years, IEMG returned 6.57%/yr vs -6.19%/yr for SOFI. At a 0.44 correlation, their price movements are largely independent.
Performance
IEMG vs. SOFI - Performance Comparison
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Returns By Period
In the year-to-date period, IEMG achieves a 18.97% return, which is significantly higher than SOFI's -36.97% return.
IEMG
- 1D
- 1.70%
- 1M
- -3.66%
- YTD
- 18.97%
- 6M
- 20.80%
- 1Y
- 40.80%
- 3Y*
- 20.51%
- 5Y*
- 6.57%
- 10Y*
- 9.88%
SOFI
- 1D
- 2.93%
- 1M
- 4.76%
- YTD
- -36.97%
- 6M
- -40.24%
- 1Y
- 15.87%
- 3Y*
- 26.35%
- 5Y*
- -6.19%
- 10Y*
- —
IEMG vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IEMG iShares Core MSCI Emerging Markets ETF | 18.97% | 32.56% | 6.50% | 11.52% | -19.98% | -0.64% | 7.10% |
SOFI SoFi Technologies, Inc. | -36.97% | 70.00% | 54.77% | 115.84% | -70.84% | 27.09% | 18.70% |
Correlation
The correlation between IEMG and SOFI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2020 | 0.44 |
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Return for Risk
IEMG vs. SOFI — Risk / Return Rank
IEMG
SOFI
IEMG vs. SOFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets ETF (IEMG) and SoFi Technologies, Inc. (SOFI). 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.
| IEMG | SOFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.71 | ||
| Sortino ratioReturn per unit of downside risk | +1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.09 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 0.30 | +2.80 |
| Martin ratioReturn relative to average drawdown | 11.68 | 0.56 | +11.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEMG | SOFI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 0.28 | +1.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.09 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.12 | +0.21 |
Drawdowns
IEMG vs. SOFI - Drawdown Comparison
The maximum IEMG drawdown since its inception was -38.71%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for IEMG and SOFI.
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Drawdown Indicators
| IEMG | SOFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.71% | -83.32% | +44.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -52.96% | +39.75% |
Max Drawdown (3Y)Largest decline over 3 years | -17.21% | -52.96% | +35.75% |
Max Drawdown (5Y)Largest decline over 5 years | -35.75% | -81.54% | +45.79% |
Max Drawdown (10Y)Largest decline over 10 years | -38.71% | — | — |
Current DrawdownCurrent decline from peak | -7.00% | -48.77% | +41.77% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -51.23% | +38.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 28.21% | -24.71% |
Volatility
IEMG vs. SOFI - Volatility Comparison
The current volatility for iShares Core MSCI Emerging Markets ETF (IEMG) is 10.33%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.24%. This indicates that IEMG experiences smaller price fluctuations and is considered to be less risky than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEMG | SOFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | 17.24% | -6.91% |
Volatility (6M)Calculated over the trailing 6-month period | 18.35% | 38.62% | -20.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.62% | 56.53% | -35.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 66.71% | -48.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.14% | 71.97% | -51.83% |
Dividends
IEMG vs. SOFI - Dividend Comparison
IEMG's dividend yield for the trailing twelve months is around 2.31%, while SOFI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEMG iShares Core MSCI Emerging Markets ETF | 2.31% | 2.75% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% |
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IEMG and SOFI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (17.24%) compared to IEMG (10.33%). In terms of maximum drawdown, IEMG dropped -38.71% vs SOFI's -83.32%.
IEMG currently has the higher Sharpe Ratio (1.99 vs 0.28), 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.
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