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LEMB vs. PELBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEMB vs. PELBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) and PIMCO Emerging Markets Local Currency and Bond Fund (PELBX). The values are adjusted to include any dividend payments, if applicable.

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LEMB vs. PELBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
-1.85%18.02%-1.72%7.23%-10.74%-9.92%3.10%6.40%-7.49%12.49%
PELBX
PIMCO Emerging Markets Local Currency and Bond Fund
-3.89%22.96%-0.75%15.11%-7.36%-8.13%2.16%17.23%-7.49%15.44%

Returns By Period

In the year-to-date period, LEMB achieves a -1.85% return, which is significantly higher than PELBX's -3.89% return. Over the past 10 years, LEMB has underperformed PELBX with an annualized return of 1.00%, while PELBX has yielded a comparatively higher 3.96% annualized return.


LEMB

1D
0.94%
1M
-5.03%
YTD
-1.85%
6M
1.44%
1Y
11.60%
3Y*
5.53%
5Y*
0.81%
10Y*
1.00%

PELBX

1D
-0.33%
1M
-7.33%
YTD
-3.89%
6M
0.17%
1Y
12.62%
3Y*
8.53%
5Y*
4.35%
10Y*
3.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEMB vs. PELBX - Expense Ratio Comparison

LEMB has a 0.30% expense ratio, which is lower than PELBX's 1.22% expense ratio.


Return for Risk

LEMB vs. PELBX — Risk / Return Rank

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

LEMB
LEMB Risk / Return Rank: 8383
Overall Rank
LEMB Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LEMB Sortino Ratio Rank: 8686
Sortino Ratio Rank
LEMB Omega Ratio Rank: 8484
Omega Ratio Rank
LEMB Calmar Ratio Rank: 7777
Calmar Ratio Rank
LEMB Martin Ratio Rank: 8181
Martin Ratio Rank

PELBX
PELBX Risk / Return Rank: 8787
Overall Rank
PELBX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PELBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PELBX Omega Ratio Rank: 9191
Omega Ratio Rank
PELBX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PELBX Martin Ratio Rank: 8383
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.

LEMB vs. PELBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) and PIMCO Emerging Markets Local Currency and Bond Fund (PELBX). 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.


LEMBPELBXDifference

Sharpe ratio

Return per unit of total volatility

1.70

2.07

-0.37

Sortino ratio

Return per unit of downside risk

2.29

2.84

-0.55

Omega ratio

Gain probability vs. loss probability

1.33

1.41

-0.08

Calmar ratio

Return relative to maximum drawdown

1.99

1.79

+0.20

Martin ratio

Return relative to average drawdown

8.51

8.32

+0.18

LEMB vs. PELBX - Sharpe Ratio Comparison

The current LEMB Sharpe Ratio is 1.70, which is comparable to the PELBX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of LEMB and PELBX, 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


LEMBPELBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

2.07

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.55

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.45

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.35

-0.33

Correlation

The correlation between LEMB and PELBX is 0.78, 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

LEMB vs. PELBX - Dividend Comparison

LEMB's dividend yield for the trailing twelve months is around 2.49%, less than PELBX's 6.62% yield.


TTM20252024202320222021202020192018201720162015
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.49%2.44%0.00%1.34%0.86%3.89%0.00%4.39%3.46%0.00%0.00%0.64%
PELBX
PIMCO Emerging Markets Local Currency and Bond Fund
6.62%6.71%7.08%4.81%3.24%4.87%4.87%6.14%6.88%5.84%5.69%5.51%

Drawdowns

LEMB vs. PELBX - Drawdown Comparison

The maximum LEMB drawdown since its inception was -30.82%, smaller than the maximum PELBX drawdown of -36.17%. Use the drawdown chart below to compare losses from any high point for LEMB and PELBX.


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Drawdown Indicators


LEMBPELBXDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-36.17%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-7.33%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

-23.01%

-2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-29.09%

-24.89%

-4.20%

Current Drawdown

Current decline from peak

-7.73%

-7.33%

-0.40%

Average Drawdown

Average peak-to-trough decline

-12.83%

-11.30%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.57%

-0.17%

Volatility

LEMB vs. PELBX - Volatility Comparison

iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) and PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) have volatilities of 3.56% and 3.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEMBPELBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

3.45%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

4.85%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

6.60%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.19%

7.92%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.33%

8.94%

+0.39%