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ISCB vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCB vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Small-Cap ETF (ISCB) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISCB achieves a 13.51% return, which is significantly higher than EMLC's 1.40% return. Over the past 10 years, ISCB has outperformed EMLC with an annualized return of 9.71%, while EMLC has yielded a comparatively lower 2.28% annualized return.


ISCB

1D
0.86%
1M
3.90%
YTD
13.51%
6M
11.70%
1Y
30.13%
3Y*
15.67%
5Y*
5.77%
10Y*
9.71%

EMLC

1D
0.28%
1M
0.58%
YTD
1.40%
6M
2.50%
1Y
8.78%
3Y*
6.63%
5Y*
1.36%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISCB vs. EMLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISCB
iShares Morningstar Small-Cap ETF
13.51%12.46%10.90%19.51%-19.04%17.46%6.29%29.42%-13.92%12.95%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
1.40%18.81%-2.97%11.18%-10.58%-9.72%3.08%9.79%-7.57%13.84%

Correlation

The correlation between ISCB and EMLC is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.44

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

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2010

0.42

The correlation between ISCB and EMLC shifts across timeframes, from 0.39 (10 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

ISCB vs. EMLC — Risk / Return Rank

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

ISCB
ISCB Risk / Return Rank: 6565
Overall Rank
ISCB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ISCB Sortino Ratio Rank: 6464
Sortino Ratio Rank
ISCB Omega Ratio Rank: 5757
Omega Ratio Rank
ISCB Calmar Ratio Rank: 7272
Calmar Ratio Rank
ISCB Martin Ratio Rank: 7171
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3737
Overall Rank
EMLC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4242
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
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.

ISCB vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap ETF (ISCB) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


ISCBEMLCDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.31

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

3.22

1.42

+1.80

Martin ratioReturn relative to average drawdown

11.52

4.75

+6.77

ISCB vs. EMLC - Sharpe Ratio Comparison

The current ISCB Sharpe Ratio is 1.81, which is higher than the EMLC Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of ISCB and EMLC, 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

ISCB vs. EMLC - Drawdown Comparison

The maximum ISCB drawdown since its inception was -61.25%, which is greater than EMLC's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for ISCB and EMLC.


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Drawdown Indicators


ISCBEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-61.25%

-32.43%

-28.82%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-6.19%

-3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-26.22%

-9.15%

-17.07%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

-24.70%

-5.24%

Max Drawdown (10Y)

Largest decline over 10 years

-44.18%

-26.47%

-17.71%

Current Drawdown

Current decline from peak

0.00%

-3.83%

+3.83%

Average Drawdown

Average peak-to-trough decline

-9.79%

-14.35%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

1.86%

+0.77%

Volatility

ISCB vs. EMLC - Volatility Comparison

iShares Morningstar Small-Cap ETF (ISCB) has a higher volatility of 5.06% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 2.44%. This indicates that ISCB's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISCBEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.06%

2.44%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

6.17%

+5.63%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

7.06%

+9.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.43%

9.14%

+12.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.70%

10.04%

+12.66%

ISCB vs. EMLC - Expense Ratio Comparison

ISCB has a 0.04% expense ratio, which is lower than EMLC's 0.30% expense ratio.


Dividends

ISCB vs. EMLC - Dividend Comparison

ISCB's dividend yield for the trailing twelve months is around 1.24%, less than EMLC's 6.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.16%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
ISCB
iShares Morningstar Small-Cap ETF
1.24%1.38%1.31%1.49%1.63%1.26%1.26%1.25%1.60%1.24%1.58%1.40%

Frequently Asked Questions


ISCB and EMLC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISCB has higher volatility (5.06%) compared to EMLC (2.44%). In terms of maximum drawdown, ISCB dropped -61.25% vs EMLC's -32.43%.

On 10-year performance, ISCB leads with 9.71% vs 2.28% for EMLC. On fees, ISCB is cheaper at 0.04% per year. On volatility, EMLC has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ISCB has performed better with a 9.71% return vs 2.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCB is cheaper with a 0.04% expense ratio, compared with 0.30% for EMLC.

EMLC has the higher dividend yield at 6.16%, compared with 1.24% for ISCB.

ISCB is categorized as Small Cap Blend Equities, while EMLC is Emerging Markets Bonds. ISCB tracks Morningstar US Small Cap Extended Index, while EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.04% for ISCB and 0.30% for EMLC.

ISCB currently has the higher Sharpe Ratio (1.81 vs 1.25), 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

Find the right allocation for ISCB and EMLC

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