PortfoliosLab logoPortfoliosLab logo
IEMGX vs. FDEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEMGX vs. FDEM - Performance Comparison

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

Loading graphics...

IEMGX vs. FDEM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEMGX
Voya Multi-Manager Emerging Markets Equity Fund
1.71%46.12%0.76%15.09%-24.13%-2.91%16.80%13.38%
FDEM
Fidelity Emerging Markets Multifactor ETF
2.77%26.75%9.34%17.26%-13.11%-3.52%8.87%5.73%

Returns By Period

In the year-to-date period, IEMGX achieves a 1.71% return, which is significantly lower than FDEM's 2.77% return.


IEMGX

1D
-0.91%
1M
-15.03%
YTD
1.71%
6M
12.74%
1Y
43.99%
3Y*
17.74%
5Y*
4.28%
10Y*
8.56%

FDEM

1D
3.24%
1M
-8.84%
YTD
2.77%
6M
6.29%
1Y
27.87%
3Y*
17.22%
5Y*
6.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


IEMGX vs. FDEM - Expense Ratio Comparison

IEMGX has a 1.15% expense ratio, which is higher than FDEM's 0.45% expense ratio.


Return for Risk

IEMGX vs. FDEM — Risk / Return Rank

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

IEMGX
IEMGX Risk / Return Rank: 9090
Overall Rank
IEMGX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IEMGX Sortino Ratio Rank: 9292
Sortino Ratio Rank
IEMGX Omega Ratio Rank: 9090
Omega Ratio Rank
IEMGX Calmar Ratio Rank: 8989
Calmar Ratio Rank
IEMGX Martin Ratio Rank: 8888
Martin Ratio Rank

FDEM
FDEM Risk / Return Rank: 8181
Overall Rank
FDEM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FDEM Sortino Ratio Rank: 8383
Sortino Ratio Rank
FDEM Omega Ratio Rank: 8181
Omega Ratio Rank
FDEM Calmar Ratio Rank: 8181
Calmar Ratio Rank
FDEM Martin Ratio Rank: 8181
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.

IEMGX vs. FDEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Voya Multi-Manager Emerging Markets Equity Fund (IEMGX) and Fidelity Emerging Markets Multifactor ETF (FDEM). 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.


IEMGXFDEMDifference

Sharpe ratio

Return per unit of total volatility

2.09

1.54

+0.55

Sortino ratio

Return per unit of downside risk

2.68

2.11

+0.57

Omega ratio

Gain probability vs. loss probability

1.40

1.30

+0.10

Calmar ratio

Return relative to maximum drawdown

2.47

2.18

+0.29

Martin ratio

Return relative to average drawdown

9.60

8.58

+1.02

IEMGX vs. FDEM - Sharpe Ratio Comparison

The current IEMGX Sharpe Ratio is 2.09, which is higher than the FDEM Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of IEMGX and FDEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IEMGXFDEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

1.54

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.42

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.39

-0.08

Correlation

The correlation between IEMGX and FDEM is 0.84, 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

IEMGX vs. FDEM - Dividend Comparison

IEMGX's dividend yield for the trailing twelve months is around 5.91%, more than FDEM's 3.17% yield.


TTM20252024202320222021202020192018201720162015
IEMGX
Voya Multi-Manager Emerging Markets Equity Fund
5.91%6.01%4.66%1.99%4.22%19.49%3.91%2.69%1.01%1.39%1.17%1.53%
FDEM
Fidelity Emerging Markets Multifactor ETF
3.17%3.23%4.05%4.41%3.95%2.71%1.84%2.39%0.00%0.00%0.00%0.00%

Drawdowns

IEMGX vs. FDEM - Drawdown Comparison

The maximum IEMGX drawdown since its inception was -41.87%, which is greater than FDEM's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for IEMGX and FDEM.


Loading graphics...

Drawdown Indicators


IEMGXFDEMDifference

Max Drawdown

Largest peak-to-trough decline

-41.87%

-33.65%

-8.22%

Max Drawdown (1Y)

Largest decline over 1 year

-15.85%

-12.70%

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-39.78%

-29.19%

-10.59%

Max Drawdown (10Y)

Largest decline over 10 years

-41.87%

Current Drawdown

Current decline from peak

-15.85%

-9.87%

-5.98%

Average Drawdown

Average peak-to-trough decline

-15.24%

-9.00%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

3.22%

+0.85%

Volatility

IEMGX vs. FDEM - Volatility Comparison

Voya Multi-Manager Emerging Markets Equity Fund (IEMGX) has a higher volatility of 11.25% compared to Fidelity Emerging Markets Multifactor ETF (FDEM) at 9.54%. This indicates that IEMGX's price experiences larger fluctuations and is considered to be riskier than FDEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IEMGXFDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.25%

9.54%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

13.16%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

21.94%

18.15%

+3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.46%

15.77%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

17.76%

+0.23%