MET vs. FRDM
MET (MetLife, Inc.) is a stock, while FRDM (Freedom 100 Emerging Markets ETF) is Emerging Markets Diversified fund tracking the Life + Liberty Freedom 100 Emerging Markets Index. Over the past 5 years, MET returned 13.64%/yr vs 17.22%/yr for FRDM. At a 0.40 correlation, their price movements are largely independent.
Performance
MET vs. FRDM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MET achieves a 20.46% return, which is significantly lower than FRDM's 28.51% return.
MET
- 1D
- 1.63%
- 1M
- 7.21%
- 6M
- 22.07%
- YTD
- 20.46%
- 1Y
- 26.01%
- 3Y*
- 20.26%
- 5Y*
- 13.64%
- 10Y*
- 14.39%
FRDM
- 1D
- -2.99%
- 1M
- -9.96%
- 6M
- 18.89%
- YTD
- 28.51%
- 1Y
- 65.35%
- 3Y*
- 28.85%
- 5Y*
- 17.22%
- 10Y*
- —
MET vs. FRDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MET MetLife, Inc. | 20.46% | -0.80% | 27.68% | -5.49% | 19.23% | 37.43% | -3.42% | 7.90% |
FRDM Freedom 100 Emerging Markets ETF | 28.51% | 61.27% | 1.70% | 22.77% | -14.45% | 6.13% | 16.90% | 12.23% |
Correlation
The correlation between MET and FRDM is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 23, 2019 | 0.40 |
Over the past year, the correlation between MET and FRDM has dropped to 0.09 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MET vs. FRDM — Risk / Return Rank
MET
FRDM
MET vs. FRDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MetLife, Inc. (MET) and Freedom 100 Emerging Markets ETF (FRDM). 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.
| MET | FRDM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 3.89 | -2.40 |
| Martin ratioReturn relative to average drawdown | 4.18 | 13.41 | -9.23 |
Loading charts...
Drawdowns
MET vs. FRDM - Drawdown Comparison
The maximum MET drawdown since its inception was -82.37%, which is greater than FRDM's maximum drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for MET and FRDM.
Loading charts...
Drawdown Indicators
| MET | FRDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.37% | -40.49% | -41.88% |
Max Drawdown (1Y)Largest decline over 1 year | -17.46% | -16.87% | -0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -21.97% | -16.87% | -5.10% |
Max Drawdown (5Y)Largest decline over 5 years | -35.09% | -29.25% | -5.84% |
Max Drawdown (10Y)Largest decline over 10 years | -55.16% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -13.89% | +13.89% |
Average DrawdownAverage peak-to-trough decline | -17.57% | -7.08% | -10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.24% | 4.89% | +1.35% |
Volatility
MET vs. FRDM - Volatility Comparison
The current volatility for MetLife, Inc. (MET) is 7.87%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 13.07%. This indicates that MET experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MET | FRDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 13.07% | -5.20% |
Volatility (6M)Calculated over the trailing 6-month period | 17.98% | 27.60% | -9.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.93% | 29.63% | -5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.59% | 22.11% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.36% | 23.49% | +6.87% |
Dividends
MET vs. FRDM - Dividend Comparison
MET's dividend yield for the trailing twelve months is around 2.45%, more than FRDM's 1.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRDM Freedom 100 Emerging Markets ETF | 1.69% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% |
MET MetLife, Inc. | 2.45% | 2.85% | 2.63% | 3.12% | 2.74% | 3.04% | 3.88% | 3.41% | 4.04% | 14.52% | 2.92% | 3.06% |
Frequently Asked Questions
MET and FRDM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRDM has higher volatility (13.07%) compared to MET (7.87%). In terms of maximum drawdown, MET dropped -82.37% vs FRDM's -40.49%.
FRDM currently has the higher Sharpe Ratio (2.22 vs 1.09), 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.
Find the right allocation for MET and FRDM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer