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PFE vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PFE vs. EMXC

Last updated Jun 9, 2026

PFE (Pfizer Inc.) is a stock, while EMXC (iShares MSCI Emerging Markets ex China ETF) is Emerging Markets Equities fund tracking the MSCI Emerging Markets ex China Index. Over the past 5 years, PFE returned -3.62%/yr vs 11.46%/yr for EMXC. At a 0.24 correlation, their price movements are largely independent.

Performance

PFE vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pfizer Inc. (PFE) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PFE achieves a 6.34% return, which is significantly lower than EMXC's 32.33% return.

PFE

1D
-1.61%
1M
-0.23%
YTD
6.34%
6M
2.75%
1Y
17.39%
3Y*
-7.47%
5Y*
-3.62%
10Y*
1.79%

EMXC

1D
2.43%
1M
-1.88%
YTD
32.33%
6M
36.39%
1Y
62.72%
3Y*
25.41%
5Y*
11.46%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFE vs. EMXC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PFE
Pfizer Inc.		6.34%0.65%-2.22%-41.26%-10.41%66.70%3.07%-6.91%24.82%12.22%
EMXC
iShares MSCI Emerging Markets ex China ETF		32.33%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-12.96%7.01%

Correlation

The correlation between PFE and EMXC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2017

0.24

Compare stocks, funds, or ETFs

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Pfizer Inc.

iShares MSCI Emerging Markets ex China ETF

Often compared with PFE:
PFE vs. MRKPFE vs. JNJPFE vs. UNHPFE vs. ABBVPFE vs. MRNAPFE vs. SCHDPFE vs. SPY
Often compared with EMXC:
EMXC vs. XCEMEMXC vs. IEMGEMXC vs. VWOEMXC vs. EEMEMXC vs. SPEMEMXC vs. VEXCEMXC vs. VNM

Return for Risk

PFE vs. EMXC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PFE
PFE Risk / Return Rank: 6565
Overall Rank
PFE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PFE Sortino Ratio Rank: 6161
Sortino Ratio Rank
PFE Omega Ratio Rank: 5858
Omega Ratio Rank
PFE Calmar Ratio Rank: 7070
Calmar Ratio Rank
PFE Martin Ratio Rank: 6868
Martin Ratio Rank
EMXC
EMXC Risk / Return Rank: 8686
Overall Rank
EMXC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 8282
Sortino Ratio Rank
EMXC Omega Ratio Rank: 8888
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8686
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8888
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.

PFE vs. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc. (PFE) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.

PFEEMXCDifference
Sharpe ratioReturn per unit of total volatility
0.73
2.71

-1.98

Sortino ratioReturn per unit of downside risk
1.25
3.27

-2.03

Omega ratioGain probability vs. loss probability

1.15

1.50

-0.35

Calmar ratioReturn relative to maximum drawdown

1.52

4.37

-2.85

Martin ratioReturn relative to average drawdown

3.11

17.27

-14.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFE vs. EMXC - Sharpe Ratio Comparison

The current PFE Sharpe Ratio is 0.73, which is lower than the EMXC Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of PFE and EMXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

PFEEMXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

2.71

-1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.65

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.50

-0.17

Drawdowns

PFE vs. EMXC - Drawdown Comparison

The maximum PFE drawdown since its inception was -69.24%, which is greater than EMXC's maximum drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for PFE and EMXC.

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Drawdown Indicators

PFEEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-69.24%

-42.81%

-26.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-14.41%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-40.75%

-19.12%

-21.63%

Max Drawdown (5Y)

Largest decline over 5 years

-58.96%

-28.91%

-30.05%

Max Drawdown (10Y)

Largest decline over 10 years

-58.96%

—

—

Current Drawdown

Current decline from peak

-46.90%

-7.55%

-39.35%

Average Drawdown

Average peak-to-trough decline

-22.89%

-10.19%

-12.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

3.64%

+1.97%

Volatility

PFE vs. EMXC - Volatility Comparison

The current volatility for Pfizer Inc. (PFE) is 4.78%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 12.57%. This indicates that PFE experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PFEEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

12.57%

-7.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.74%

21.20%

-6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

23.98%

23.27%

+0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.52%

17.82%

+7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

19.99%

+3.90%

Dividends

PFE vs. EMXC - Dividend Comparison

PFE's dividend yield for the trailing twelve months is around 6.71%, more than EMXC's 2.13% yield.

PositionTTM20252024202320222021202020192018201720162015
EMXC
iShares MSCI Emerging Markets ex China ETF		2.13%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%
PFE
Pfizer Inc.		6.71%6.91%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%

Frequently Asked Questions

PFE and EMXC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXC has higher volatility (12.57%) compared to PFE (4.78%). In terms of maximum drawdown, PFE dropped -69.24% vs EMXC's -42.81%.

EMXC currently has the higher Sharpe Ratio (2.71 vs 0.73), 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.

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