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RFEM vs. EMSF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFEM vs. EMSF - Performance Comparison

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

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Returns By Period

In the year-to-date period, RFEM achieves a 17.85% return, which is significantly lower than EMSF's 30.73% return.


RFEM

1D
1.21%
1M
-1.00%
6M
9.94%
YTD
17.85%
1Y
33.67%
3Y*
21.15%
5Y*
9.66%
10Y*
8.95%
ALL TIME*
9.76%

EMSF

1D
0.83%
1M
-8.36%
6M
17.49%
YTD
30.73%
1Y
42.52%
3Y*
5Y*
10Y*
ALL TIME*
15.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$80.02K$93.23K$184.42K
$175.57K$273.16K$280.47K

RFEM vs. EMSF - Yearly Performance Comparison


2026 (YTD)202520242023
RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
17.85%27.71%10.85%12.37%
EMSF
Matthews Emerging Markets Sustainable Future Active ETF
30.73%19.20%-3.09%0.98%

Correlation

The correlation between RFEM and EMSF is 0.89, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.89

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2023

0.86

The correlation between RFEM and EMSF has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

RFEM vs. EMSF - Sectors Allocation Comparison


Sectors
RFEM
EMSF

Technology

36.5%
52.8%

Financial Services

22.3%
15.0%

Consumer Cyclical

10.7%
6.3%

Industrials

8.4%
11.0%

Energy

5.6%

-

Communication Services

5.1%
1.7%

Basic Materials

4.0%

-

Consumer Defensive

2.9%
3.6%

Healthcare

2.4%
6.0%

Utilities

1.3%
2.1%

Real Estate

0.6%
1.6%

Technology

RFEM
36.5%
EMSF
52.8%

Financial Services

RFEM
22.3%
EMSF
15.0%

Consumer Cyclical

RFEM
10.7%
EMSF
6.3%

Industrials

RFEM
8.4%
EMSF
11.0%

Energy

RFEM
5.6%
EMSF

-

Communication Services

RFEM
5.1%
EMSF
1.7%

Basic Materials

RFEM
4.0%
EMSF

-

Consumer Defensive

RFEM
2.9%
EMSF
3.6%

Healthcare

RFEM
2.4%
EMSF
6.0%

Utilities

RFEM
1.3%
EMSF
2.1%

Real Estate

RFEM
0.6%
EMSF
1.6%

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Return for Risk

RFEM vs. EMSF — Risk / Return Rank

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

RFEM
RFEM Risk / Return Rank: 7676
Overall Rank
RFEM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
RFEM Sortino Ratio Rank: 7474
Sortino Ratio Rank
RFEM Omega Ratio Rank: 7575
Omega Ratio Rank
RFEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
RFEM Martin Ratio Rank: 7979
Martin Ratio Rank

EMSF
EMSF Risk / Return Rank: 5757
Overall Rank
EMSF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EMSF Sortino Ratio Rank: 5252
Sortino Ratio Rank
EMSF Omega Ratio Rank: 5858
Omega Ratio Rank
EMSF Calmar Ratio Rank: 6060
Calmar Ratio Rank
EMSF Martin Ratio Rank: 5959
Martin Ratio Rank
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.

RFEM vs. EMSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and Matthews Emerging Markets Sustainable Future Active ETF (EMSF). 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.


RFEMEMSFDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

2.86

2.10

+0.75

Martin ratioReturn relative to average drawdown

10.09

7.05

+3.04

RFEM vs. EMSF - Sharpe Ratio Comparison

The current RFEM Sharpe Ratio is 1.75, which is comparable to the EMSF Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of RFEM and EMSF, 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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Drawdowns

RFEM vs. EMSF - Drawdown Comparison

The maximum RFEM drawdown since its inception was -42.22%, which is greater than EMSF's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for RFEM and EMSF.


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Drawdown Indicators


RFEMEMSFDifference

Max Drawdown

Largest peak-to-trough decline

-42.22%

-24.75%

-17.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-19.49%

+7.84%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

Max Drawdown (5Y)

Largest decline over 5 years

-32.47%

Max Drawdown (10Y)

Largest decline over 10 years

-42.22%

Current Drawdown

Current decline from peak

-4.48%

-15.62%

+11.14%

Average Drawdown

Average peak-to-trough decline

-11.85%

-5.91%

-5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

5.80%

-2.51%

Volatility

RFEM vs. EMSF - Volatility Comparison

The current volatility for First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) is 6.31%, while Matthews Emerging Markets Sustainable Future Active ETF (EMSF) has a volatility of 10.79%. This indicates that RFEM experiences smaller price fluctuations and is considered to be less risky than EMSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFEMEMSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

10.79%

-4.48%

Volatility (6M)

Calculated over the trailing 6-month period

16.90%

26.54%

-9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.07%

30.10%

-11.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

24.40%

-6.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

24.40%

-4.69%

RFEM vs. EMSF - Expense Ratio Comparison

RFEM has a 0.95% expense ratio, which is higher than EMSF's 0.79% expense ratio.


Dividends

RFEM vs. EMSF - Dividend Comparison

RFEM's dividend yield for the trailing twelve months is around 2.69%, more than EMSF's 1.44% yield.


PositionTTM2025202420232022202120202019201820172016
EMSF
Matthews Emerging Markets Sustainable Future Active ETF
1.44%1.88%3.29%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
2.69%1.98%3.64%3.28%7.74%3.21%1.22%3.75%2.37%1.62%3.73%

Frequently Asked Questions


RFEM and EMSF have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMSF has higher volatility (10.79%) compared to RFEM (6.31%). In terms of maximum drawdown, RFEM dropped -42.22% vs EMSF's -24.75%.

On 1-year performance, EMSF leads with 42.52% vs 33.67% for RFEM. On fees, EMSF is cheaper at 0.79% per year. On volatility, RFEM has been the lower-risk option at 6.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EMSF has performed better with a 42.52% return vs 33.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMSF is cheaper with a 0.79% expense ratio, compared with 0.95% for RFEM.

RFEM has the higher dividend yield at 2.69%, compared with 1.44% for EMSF.

They also come from different issuers: First Trust and Matthews. Their fees differ too: 0.95% for RFEM and 0.79% for EMSF.

RFEM currently has the higher Sharpe Ratio (1.75 vs 1.36), 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.

Portfolio Optimizer

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