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PCY vs. FEMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PCY vs. FEMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Emerging Markets Sovereign Debt ETF (PCY) and First Trust Emerging Markets Local Currency Bond ETF (FEMB). The values are adjusted to include any dividend payments, if applicable.

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PCY vs. FEMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCY
Invesco Emerging Markets Sovereign Debt ETF
-2.08%16.31%2.55%18.48%-24.47%-4.30%2.29%17.66%-6.16%9.71%
FEMB
First Trust Emerging Markets Local Currency Bond ETF
-2.12%21.77%-5.61%17.12%-10.50%-13.40%3.16%11.52%-7.19%11.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with PCY having a -2.08% return and FEMB slightly lower at -2.12%. Over the past 10 years, PCY has outperformed FEMB with an annualized return of 2.50%, while FEMB has yielded a comparatively lower 1.94% annualized return.


PCY

1D
1.26%
1M
-4.45%
YTD
-2.08%
6M
-0.18%
1Y
10.11%
3Y*
9.85%
5Y*
1.10%
10Y*
2.50%

FEMB

1D
1.15%
1M
-6.18%
YTD
-2.12%
6M
0.86%
1Y
13.41%
3Y*
7.19%
5Y*
2.14%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PCY vs. FEMB - Expense Ratio Comparison

PCY has a 0.50% expense ratio, which is lower than FEMB's 0.85% expense ratio.


Return for Risk

PCY vs. FEMB — Risk / Return Rank

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

PCY
PCY Risk / Return Rank: 6262
Overall Rank
PCY Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
PCY Sortino Ratio Rank: 5656
Sortino Ratio Rank
PCY Omega Ratio Rank: 5959
Omega Ratio Rank
PCY Calmar Ratio Rank: 6969
Calmar Ratio Rank
PCY Martin Ratio Rank: 6565
Martin Ratio Rank

FEMB
FEMB Risk / Return Rank: 7777
Overall Rank
FEMB Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FEMB Sortino Ratio Rank: 8181
Sortino Ratio Rank
FEMB Omega Ratio Rank: 7777
Omega Ratio Rank
FEMB Calmar Ratio Rank: 7272
Calmar Ratio Rank
FEMB Martin Ratio Rank: 7474
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.

PCY vs. FEMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Emerging Markets Sovereign Debt ETF (PCY) and First Trust Emerging Markets Local Currency Bond ETF (FEMB). 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.


PCYFEMBDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.51

-0.51

Sortino ratio

Return per unit of downside risk

1.42

2.07

-0.65

Omega ratio

Gain probability vs. loss probability

1.21

1.29

-0.08

Calmar ratio

Return relative to maximum drawdown

1.68

1.83

-0.15

Martin ratio

Return relative to average drawdown

6.20

7.66

-1.46

PCY vs. FEMB - Sharpe Ratio Comparison

The current PCY Sharpe Ratio is 0.99, which is lower than the FEMB Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of PCY and FEMB, 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


PCYFEMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.51

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.21

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.17

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.07

+0.22

Correlation

The correlation between PCY and FEMB is 0.42, 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

PCY vs. FEMB - Dividend Comparison

PCY's dividend yield for the trailing twelve months is around 6.08%, more than FEMB's 6.00% yield.


TTM20252024202320222021202020192018201720162015
PCY
Invesco Emerging Markets Sovereign Debt ETF
6.08%5.93%6.65%6.48%6.81%4.80%4.45%4.78%4.93%4.80%5.19%5.46%
FEMB
First Trust Emerging Markets Local Currency Bond ETF
6.00%5.67%6.09%5.15%6.35%6.12%5.29%5.40%5.86%6.38%5.83%4.89%

Drawdowns

PCY vs. FEMB - Drawdown Comparison

The maximum PCY drawdown since its inception was -49.13%, which is greater than FEMB's maximum drawdown of -30.44%. Use the drawdown chart below to compare losses from any high point for PCY and FEMB.


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Drawdown Indicators


PCYFEMBDifference

Max Drawdown

Largest peak-to-trough decline

-49.13%

-30.44%

-18.69%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

-7.58%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-37.17%

-27.85%

-9.32%

Max Drawdown (10Y)

Largest decline over 10 years

-37.78%

-30.44%

-7.34%

Current Drawdown

Current decline from peak

-4.49%

-6.52%

+2.03%

Average Drawdown

Average peak-to-trough decline

-7.03%

-10.03%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

1.81%

-0.08%

Volatility

PCY vs. FEMB - Volatility Comparison

Invesco Emerging Markets Sovereign Debt ETF (PCY) and First Trust Emerging Markets Local Currency Bond ETF (FEMB) have volatilities of 3.99% and 3.81%, 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


PCYFEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

3.81%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

5.34%

5.46%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.22%

8.94%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.16%

10.21%

+2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.92%

11.22%

+1.70%