SPEM vs. NFFFX
Compare and contrast key facts about SPDR Portfolio Emerging Markets ETF (SPEM) and American Funds New World Fund (NFFFX).
SPEM is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets BMI. It was launched on Mar 19, 2007. NFFFX is managed by American Funds. It was launched on Jun 17, 1999.
Performance
SPEM vs. NFFFX - Performance Comparison
Loading graphics...
SPEM vs. NFFFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPEM SPDR Portfolio Emerging Markets ETF | 0.21% | 25.63% | 11.40% | 10.51% | -17.90% | 1.51% | 14.55% | 19.69% | -13.26% | 34.82% |
NFFFX American Funds New World Fund | -4.01% | 28.52% | 6.78% | 16.11% | -21.86% | 4.98% | 25.17% | 27.89% | -12.08% | 32.92% |
Returns By Period
In the year-to-date period, SPEM achieves a 0.21% return, which is significantly higher than NFFFX's -4.01% return. Over the past 10 years, SPEM has underperformed NFFFX with an annualized return of 8.16%, while NFFFX has yielded a comparatively higher 9.36% annualized return.
SPEM
- 1D
- 3.17%
- 1M
- -7.13%
- YTD
- 0.21%
- 6M
- 1.89%
- 1Y
- 22.70%
- 3Y*
- 14.39%
- 5Y*
- 4.29%
- 10Y*
- 8.16%
NFFFX
- 1D
- -0.62%
- 1M
- -11.95%
- YTD
- -4.01%
- 6M
- 0.11%
- 1Y
- 21.35%
- 3Y*
- 12.78%
- 5Y*
- 4.48%
- 10Y*
- 9.36%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SPEM vs. NFFFX - Expense Ratio Comparison
SPEM has a 0.11% expense ratio, which is lower than NFFFX's 0.68% expense ratio.
Return for Risk
SPEM vs. NFFFX — Risk / Return Rank
SPEM
NFFFX
SPEM vs. NFFFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Emerging Markets ETF (SPEM) and American Funds New World Fund (NFFFX). 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.
| SPEM | NFFFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.34 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.87 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.27 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.43 | +0.38 |
Martin ratioReturn relative to average drawdown | 7.01 | 6.10 | +0.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SPEM | NFFFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.34 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.30 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.59 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.33 | -0.12 |
Correlation
The correlation between SPEM and NFFFX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SPEM vs. NFFFX - Dividend Comparison
SPEM's dividend yield for the trailing twelve months is around 2.77%, less than NFFFX's 6.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPEM SPDR Portfolio Emerging Markets ETF | 2.77% | 2.77% | 2.78% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% |
NFFFX American Funds New World Fund | 6.26% | 6.01% | 4.01% | 2.78% | 1.21% | 7.23% | 0.35% | 3.95% | 2.62% | 2.17% | 1.28% | 0.94% |
Drawdowns
SPEM vs. NFFFX - Drawdown Comparison
The maximum SPEM drawdown since its inception was -64.41%, which is greater than NFFFX's maximum drawdown of -50.17%. Use the drawdown chart below to compare losses from any high point for SPEM and NFFFX.
Loading graphics...
Drawdown Indicators
| SPEM | NFFFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.41% | -50.17% | -14.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -13.01% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | -31.94% | -33.48% | +1.54% |
Max Drawdown (10Y)Largest decline over 10 years | -36.06% | -33.48% | -2.58% |
Current DrawdownCurrent decline from peak | -8.56% | -13.01% | +4.45% |
Average DrawdownAverage peak-to-trough decline | -14.87% | -9.89% | -4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.06% | +0.14% |
Volatility
SPEM vs. NFFFX - Volatility Comparison
SPDR Portfolio Emerging Markets ETF (SPEM) has a higher volatility of 8.25% compared to American Funds New World Fund (NFFFX) at 6.38%. This indicates that SPEM's price experiences larger fluctuations and is considered to be riskier than NFFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SPEM | NFFFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.25% | 6.38% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 10.73% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.79% | 15.45% | +2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 15.12% | +1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.76% | 15.96% | +2.80% |