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NEMD vs. ENFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEMD vs. ENFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD) and Alerian Energy Infrastructure ETF (ENFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEMD achieves a 3.89% return, which is significantly lower than ENFR's 28.57% return.


NEMD

1D
-0.73%
1M
-0.53%
6M
3.30%
YTD
3.89%
1Y
3Y*
5Y*
10Y*

ENFR

1D
1.98%
1M
2.06%
6M
29.84%
YTD
28.57%
1Y
31.23%
3Y*
28.06%
5Y*
21.61%
10Y*
11.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEMD vs. ENFR - Yearly Performance Comparison


Correlation

The correlation between NEMD and ENFR is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

-0.19

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Return for Risk

NEMD vs. ENFR — Risk / Return Rank

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

NEMD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ENFR
ENFR Risk / Return Rank: 7777
Overall Rank
ENFR Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ENFR Sortino Ratio Rank: 8181
Sortino Ratio Rank
ENFR Omega Ratio Rank: 7676
Omega Ratio Rank
ENFR Calmar Ratio Rank: 8484
Calmar Ratio Rank
ENFR Martin Ratio Rank: 6363
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.

NEMD vs. ENFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD) and Alerian Energy Infrastructure ETF (ENFR). 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.


NEMDENFRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.63

Martin ratioReturn relative to average drawdown

8.93

NEMD vs. ENFR - Sharpe Ratio Comparison


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Drawdowns

NEMD vs. ENFR - Drawdown Comparison

The maximum NEMD drawdown since its inception was -4.43%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for NEMD and ENFR.


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Drawdown Indicators


NEMDENFRDifference

Max Drawdown

Largest peak-to-trough decline

-4.43%

-68.28%

+63.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.64%

Max Drawdown (3Y)

Largest decline over 3 years

-15.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

Max Drawdown (10Y)

Largest decline over 10 years

-62.64%

Current Drawdown

Current decline from peak

-0.95%

-1.93%

+0.98%

Average Drawdown

Average peak-to-trough decline

-0.56%

-15.89%

+15.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

Volatility

NEMD vs. ENFR - Volatility Comparison


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Volatility by Period


NEMDENFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

Volatility (1Y)

Calculated over the trailing 1-year period

6.55%

15.20%

-8.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.55%

19.28%

-12.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.55%

24.65%

-18.10%

NEMD vs. ENFR - Expense Ratio Comparison

NEMD has a 0.60% expense ratio, which is higher than ENFR's 0.35% expense ratio.


Dividends

NEMD vs. ENFR - Dividend Comparison

NEMD's dividend yield for the trailing twelve months is around 5.25%, more than ENFR's 3.90% yield.


PositionTTM20252024202320222021202020192018201720162015
ENFR
Alerian Energy Infrastructure ETF
3.90%4.77%4.41%5.48%5.23%7.86%7.57%5.81%3.98%2.98%3.31%3.34%
NEMD
Neuberger Berman Emerging Markets Debt Hard Currency ETF
5.25%2.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NEMD and ENFR have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENFR is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENFR is cheaper with a 0.35% expense ratio, compared with 0.60% for NEMD.

NEMD has the higher dividend yield at 5.25%, compared with 3.90% for ENFR.

NEMD is categorized as Emerging Markets Bonds, while ENFR is Energy Equities. They also come from different issuers: Neuberger Berman and SS&C. Their fees differ too: 0.60% for NEMD and 0.35% for ENFR.

Portfolio Optimizer

Find the right allocation for NEMD and ENFR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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