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TEMX vs. EEMS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEMX vs. EEMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TEMX achieves a 27.50% return, which is significantly higher than EEMS's 11.49% return.


TEMX

1D
-5.63%
1M
6.37%
YTD
27.50%
6M
29.57%
1Y
42.77%
3Y*
5Y*
10Y*

EEMS

1D
-4.01%
1M
-2.11%
YTD
11.49%
6M
12.59%
1Y
23.79%
3Y*
15.45%
5Y*
6.33%
10Y*
9.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEMX vs. EEMS - Yearly Performance Comparison


Correlation

The correlation between TEMX and EEMS is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2025

0.80

The correlation between TEMX and EEMS has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.

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Return for Risk

TEMX vs. EEMS — Risk / Return Rank

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

TEMX
TEMX Risk / Return Rank: 5959
Overall Rank
TEMX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
TEMX Sortino Ratio Rank: 5151
Sortino Ratio Rank
TEMX Omega Ratio Rank: 5959
Omega Ratio Rank
TEMX Calmar Ratio Rank: 6464
Calmar Ratio Rank
TEMX Martin Ratio Rank: 6565
Martin Ratio Rank

EEMS
EEMS Risk / Return Rank: 4040
Overall Rank
EEMS Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EEMS Sortino Ratio Rank: 3434
Sortino Ratio Rank
EEMS Omega Ratio Rank: 3838
Omega Ratio Rank
EEMS Calmar Ratio Rank: 4646
Calmar Ratio Rank
EEMS Martin Ratio Rank: 4747
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.

TEMX vs. EEMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). 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.


TEMXEEMSDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.33

1.24

+0.08

Calmar ratioReturn relative to maximum drawdown

2.88

2.20

+0.68

Martin ratioReturn relative to average drawdown

10.84

7.37

+3.47

TEMX vs. EEMS - Sharpe Ratio Comparison

The current TEMX Sharpe Ratio is 1.71, which is higher than the EEMS Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TEMX and EEMS, 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

TEMX vs. EEMS - Drawdown Comparison

The maximum TEMX drawdown since its inception was -14.95%, smaller than the maximum EEMS drawdown of -48.89%. Use the drawdown chart below to compare losses from any high point for TEMX and EEMS.


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Drawdown Indicators


TEMXEEMSDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-48.89%

+33.94%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-10.87%

-4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.71%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

Max Drawdown (10Y)

Largest decline over 10 years

-48.89%

Current Drawdown

Current decline from peak

-5.63%

-5.08%

-0.55%

Average Drawdown

Average peak-to-trough decline

-2.44%

-10.48%

+8.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.24%

+0.72%

Volatility

TEMX vs. EEMS - Volatility Comparison

Touchstone Sands Capital Emerging Markets ex-China Growth ETF (TEMX) has a higher volatility of 13.97% compared to iShares MSCI Emerging Markets Small-Cap ETF (EEMS) at 9.86%. This indicates that TEMX's price experiences larger fluctuations and is considered to be riskier than EEMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEMXEEMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.97%

9.86%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

23.02%

17.19%

+5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

25.09%

19.11%

+5.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.83%

16.50%

+8.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.83%

18.12%

+6.71%

TEMX vs. EEMS - Expense Ratio Comparison

TEMX has a 0.79% expense ratio, which is higher than EEMS's 0.73% expense ratio.


Dividends

TEMX vs. EEMS - Dividend Comparison

TEMX's dividend yield for the trailing twelve months is around 0.85%, less than EEMS's 2.86% yield.


PositionTTM20252024202320222021202020192018201720162015
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
2.86%3.09%2.60%2.69%0.89%3.56%2.14%2.64%3.06%2.47%2.51%2.33%
TEMX
Touchstone Sands Capital Emerging Markets ex-China Growth ETF
0.85%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TEMX and EEMS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TEMX has higher volatility (13.97%) compared to EEMS (9.86%). In terms of maximum drawdown, TEMX dropped -14.95% vs EEMS's -48.89%.

On 1-year performance, TEMX leads with 42.77% vs 23.79% for EEMS. On fees, EEMS is cheaper at 0.73% per year. On volatility, EEMS has been the lower-risk option at 9.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TEMX has performed better with a 42.77% return vs 23.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EEMS is cheaper with a 0.73% expense ratio, compared with 0.79% for TEMX.

EEMS has the higher dividend yield at 2.86%, compared with 0.85% for TEMX.

They also come from different issuers: Touchstone and iShares. Their fees differ too: 0.79% for TEMX and 0.73% for EEMS.

TEMX currently has the higher Sharpe Ratio (1.71 vs 1.25), 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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