LEMB vs. VTMGX
Compare and contrast key facts about iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
LEMB is a passively managed fund by iShares that tracks the performance of the J.P. Morgan GBI-EM Global 15 cap 4.5 floor. It was launched on Oct 18, 2011. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
LEMB vs. VTMGX - Performance Comparison
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LEMB vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | -0.48% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, LEMB achieves a -1.85% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, LEMB has underperformed VTMGX with an annualized return of 1.00%, while VTMGX has yielded a comparatively higher 8.99% 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%
VTMGX
- 1D
- 0.05%
- 1M
- -11.62%
- YTD
- -0.48%
- 6M
- 5.23%
- 1Y
- 25.87%
- 3Y*
- 14.82%
- 5Y*
- 8.15%
- 10Y*
- 8.99%
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LEMB vs. VTMGX - Expense Ratio Comparison
LEMB has a 0.30% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
LEMB vs. VTMGX — Risk / Return Rank
LEMB
VTMGX
LEMB vs. VTMGX - 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 Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
| LEMB | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 1.51 | +0.19 |
Sortino ratioReturn per unit of downside risk | 2.29 | 2.01 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.30 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.01 | -0.03 |
Martin ratioReturn relative to average drawdown | 8.51 | 7.98 | +0.53 |
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
| LEMB | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.51 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.52 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.55 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.28 | -0.26 |
Correlation
The correlation between LEMB and VTMGX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LEMB vs. VTMGX - Dividend Comparison
LEMB's dividend yield for the trailing twelve months is around 2.49%, less than VTMGX's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.01% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
LEMB vs. VTMGX - Drawdown Comparison
The maximum LEMB drawdown since its inception was -30.82%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for LEMB and VTMGX.
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Drawdown Indicators
| LEMB | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -60.58% | +29.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -11.67% | +5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -29.71% | +4.42% |
Max Drawdown (10Y)Largest decline over 10 years | -29.09% | -35.68% | +6.59% |
Current DrawdownCurrent decline from peak | -7.73% | -11.62% | +3.89% |
Average DrawdownAverage peak-to-trough decline | -12.83% | -14.74% | +1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 2.94% | -1.54% |
Volatility
LEMB vs. VTMGX - Volatility Comparison
The current volatility for iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) is 3.56%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that LEMB experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEMB | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 7.09% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 4.71% | 10.91% | -6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.85% | 16.47% | -9.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.19% | 15.60% | -7.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.33% | 16.42% | -7.09% |