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NSI vs. UEVM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NSI vs. UEVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in National Security Emerging Markets Index ETF (NSI) and VictoryShares Emerging Markets Value Momentum ETF (UEVM). The values are adjusted to include any dividend payments, if applicable.

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NSI vs. UEVM - Yearly Performance Comparison


2026 (YTD)202520242023
NSI
National Security Emerging Markets Index ETF
4.85%35.94%-1.21%4.68%
UEVM
VictoryShares Emerging Markets Value Momentum ETF
3.20%22.74%11.92%4.81%

Returns By Period

In the year-to-date period, NSI achieves a 4.85% return, which is significantly higher than UEVM's 3.20% return.


NSI

1D
3.78%
1M
-8.34%
YTD
4.85%
6M
9.94%
1Y
37.64%
3Y*
5Y*
10Y*

UEVM

1D
2.22%
1M
-5.98%
YTD
3.20%
6M
4.71%
1Y
25.75%
3Y*
17.11%
5Y*
8.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NSI vs. UEVM - Expense Ratio Comparison

NSI has a 1.00% expense ratio, which is higher than UEVM's 0.45% expense ratio.


Return for Risk

NSI vs. UEVM — Risk / Return Rank

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

NSI
NSI Risk / Return Rank: 8888
Overall Rank
NSI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
NSI Sortino Ratio Rank: 9090
Sortino Ratio Rank
NSI Omega Ratio Rank: 8989
Omega Ratio Rank
NSI Calmar Ratio Rank: 8787
Calmar Ratio Rank
NSI Martin Ratio Rank: 8787
Martin Ratio Rank

UEVM
UEVM Risk / Return Rank: 7979
Overall Rank
UEVM Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UEVM Sortino Ratio Rank: 7979
Sortino Ratio Rank
UEVM Omega Ratio Rank: 7878
Omega Ratio Rank
UEVM Calmar Ratio Rank: 7777
Calmar Ratio Rank
UEVM Martin Ratio Rank: 8080
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.

NSI vs. UEVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for National Security Emerging Markets Index ETF (NSI) and VictoryShares Emerging Markets Value Momentum ETF (UEVM). 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.


NSIUEVMDifference

Sharpe ratio

Return per unit of total volatility

1.95

1.47

+0.48

Sortino ratio

Return per unit of downside risk

2.60

2.00

+0.59

Omega ratio

Gain probability vs. loss probability

1.37

1.29

+0.08

Calmar ratio

Return relative to maximum drawdown

2.74

2.06

+0.68

Martin ratio

Return relative to average drawdown

10.60

8.65

+1.96

NSI vs. UEVM - Sharpe Ratio Comparison

The current NSI Sharpe Ratio is 1.95, which is higher than the UEVM Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of NSI and UEVM, 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


NSIUEVMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

1.47

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.30

+0.74

Correlation

The correlation between NSI and UEVM is 0.79, 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

NSI vs. UEVM - Dividend Comparison

NSI's dividend yield for the trailing twelve months is around 1.61%, less than UEVM's 3.74% yield.


TTM202520242023202220212020201920182017
NSI
National Security Emerging Markets Index ETF
1.61%1.69%3.39%0.34%0.00%0.00%0.00%0.00%0.00%0.00%
UEVM
VictoryShares Emerging Markets Value Momentum ETF
3.74%4.02%5.65%4.71%3.46%4.49%2.19%2.79%2.34%0.79%

Drawdowns

NSI vs. UEVM - Drawdown Comparison

The maximum NSI drawdown since its inception was -18.77%, smaller than the maximum UEVM drawdown of -45.44%. Use the drawdown chart below to compare losses from any high point for NSI and UEVM.


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Drawdown Indicators


NSIUEVMDifference

Max Drawdown

Largest peak-to-trough decline

-18.77%

-45.44%

+26.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.66%

-12.47%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

Current Drawdown

Current decline from peak

-10.40%

-7.37%

-3.03%

Average Drawdown

Average peak-to-trough decline

-3.65%

-11.86%

+8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

2.97%

+0.56%

Volatility

NSI vs. UEVM - Volatility Comparison

National Security Emerging Markets Index ETF (NSI) has a higher volatility of 9.26% compared to VictoryShares Emerging Markets Value Momentum ETF (UEVM) at 7.82%. This indicates that NSI's price experiences larger fluctuations and is considered to be riskier than UEVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSIUEVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

7.82%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

11.81%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.40%

17.59%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.83%

15.85%

+1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

18.42%

-0.59%