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RFEM vs. EEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RFEM and EEM is 0.64, 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.


Performance

RFEM vs. EEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and iShares MSCI Emerging Markets ETF (EEM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RFEM:

0.40

EEM:

0.51

Sortino Ratio

RFEM:

0.73

EEM:

0.82

Omega Ratio

RFEM:

1.09

EEM:

1.11

Calmar Ratio

RFEM:

0.51

EEM:

0.34

Martin Ratio

RFEM:

1.45

EEM:

1.53

Ulcer Index

RFEM:

5.55%

EEM:

6.06%

Daily Std Dev

RFEM:

18.83%

EEM:

19.32%

Max Drawdown

RFEM:

-42.22%

EEM:

-66.43%

Current Drawdown

RFEM:

-0.83%

EEM:

-12.68%

Returns By Period

In the year-to-date period, RFEM achieves a 7.94% return, which is significantly lower than EEM's 10.28% return.


RFEM

YTD

7.94%

1M

5.26%

6M

8.72%

1Y

7.52%

3Y*

8.81%

5Y*

9.74%

10Y*

N/A

EEM

YTD

10.28%

1M

6.14%

6M

8.74%

1Y

9.77%

3Y*

5.69%

5Y*

6.76%

10Y*

3.41%

*Annualized

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RFEM vs. EEM - Expense Ratio Comparison

RFEM has a 0.95% expense ratio, which is higher than EEM's 0.68% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RFEM vs. EEM — Risk-Adjusted Performance Rank

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

RFEM
The Risk-Adjusted Performance Rank of RFEM is 4646
Overall Rank
The Sharpe Ratio Rank of RFEM is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of RFEM is 4545
Sortino Ratio Rank
The Omega Ratio Rank of RFEM is 4242
Omega Ratio Rank
The Calmar Ratio Rank of RFEM is 5656
Calmar Ratio Rank
The Martin Ratio Rank of RFEM is 4545
Martin Ratio Rank

EEM
The Risk-Adjusted Performance Rank of EEM is 5151
Overall Rank
The Sharpe Ratio Rank of EEM is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of EEM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of EEM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of EEM is 4747
Calmar Ratio Rank
The Martin Ratio Rank of EEM is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RFEM vs. EEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and iShares MSCI Emerging Markets ETF (EEM). 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.


The current RFEM Sharpe Ratio is 0.40, which is comparable to the EEM Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of RFEM and EEM, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RFEM vs. EEM - Dividend Comparison

RFEM's dividend yield for the trailing twelve months is around 3.37%, more than EEM's 2.21% yield.


TTM20242023202220212020201920182017201620152014
RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
3.37%3.64%3.28%7.74%3.21%1.22%3.75%2.37%1.62%3.73%0.00%0.00%
EEM
iShares MSCI Emerging Markets ETF
2.21%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%

Drawdowns

RFEM vs. EEM - Drawdown Comparison

The maximum RFEM drawdown since its inception was -42.22%, smaller than the maximum EEM drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for RFEM and EEM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RFEM vs. EEM - Volatility Comparison

First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) has a higher volatility of 4.16% compared to iShares MSCI Emerging Markets ETF (EEM) at 3.91%. This indicates that RFEM's price experiences larger fluctuations and is considered to be riskier than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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