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PEMX vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEMX vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Emerging Markets Ex-China ETF (PEMX) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEMX achieves a 26.42% return, which is significantly higher than VEXC's 17.29% return.


PEMX

1D
1.09%
1M
-7.11%
6M
15.00%
YTD
26.42%
1Y
48.11%
3Y*
28.43%
5Y*
10Y*
ALL TIME*
29.45%

VEXC

1D
1.25%
1M
-2.53%
6M
11.04%
YTD
17.29%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$78.06K$81.41K$258.35K
$2.10M$2.14M$2.87M

PEMX vs. VEXC - Yearly Performance Comparison


Correlation

The correlation between PEMX and VEXC is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

0.92

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Return for Risk

PEMX vs. VEXC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PEMX
PEMX Risk / Return Rank: 7373
Overall Rank
PEMX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
PEMX Sortino Ratio Rank: 7070
Sortino Ratio Rank
PEMX Omega Ratio Rank: 7676
Omega Ratio Rank
PEMX Calmar Ratio Rank: 7272
Calmar Ratio Rank
PEMX Martin Ratio Rank: 7373
Martin Ratio Rank

VEXC

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PEMX vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Emerging Markets Ex-China ETF (PEMX) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.


PEMXVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.50

Martin ratioReturn relative to average drawdown

9.02

PEMX vs. VEXC - Sharpe Ratio Comparison


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Drawdowns

PEMX vs. VEXC - Drawdown Comparison

The maximum PEMX drawdown since its inception was -19.04%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for PEMX and VEXC.


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Drawdown Indicators


PEMXVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-19.04%

-12.42%

-6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-19.04%

Max Drawdown (3Y)

Largest decline over 3 years

-19.04%

Current Drawdown

Current decline from peak

-14.50%

-6.04%

-8.46%

Average Drawdown

Average peak-to-trough decline

-3.11%

-2.61%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

Volatility

PEMX vs. VEXC - Volatility Comparison


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Volatility by Period


PEMXVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.79%

Volatility (6M)

Calculated over the trailing 6-month period

25.23%

Volatility (1Y)

Calculated over the trailing 1-year period

27.22%

20.44%

+6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

20.44%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.23%

20.44%

-0.21%

PEMX vs. VEXC - Expense Ratio Comparison

PEMX has a 0.85% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Dividends

PEMX vs. VEXC - Dividend Comparison

PEMX's dividend yield for the trailing twelve months is around 5.54%, more than VEXC's 1.47% yield.


PositionTTM202520242023
PEMX
Putnam Emerging Markets Ex-China ETF
5.54%7.00%5.00%0.72%
VEXC
Vanguard Emerging Markets Ex-China ETF
1.47%0.43%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, PEMX and VEXC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.85% for PEMX.

PEMX has the higher dividend yield at 5.54%, compared with 1.47% for VEXC.

They also come from different issuers: Putnam and Vanguard. Their fees differ too: 0.85% for PEMX and 0.07% for VEXC.

Portfolio Optimizer

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