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VEM vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEM vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Emerging Markets Dividend ETF (VEM) 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


VEM

1D
0.33%
1M
1.08%
6M
YTD
1Y
3Y*
5Y*
10Y*

EMXC

1D
0.77%
1M
2.27%
6M
30.30%
YTD
35.62%
1Y
58.26%
3Y*
26.85%
5Y*
12.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEM vs. EMXC - Yearly Performance Comparison


Correlation

The correlation between VEM and EMXC is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 4, 2026

0.97

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Return for Risk

VEM vs. EMXC — Risk / Return Rank

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

VEM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EMXC
EMXC Risk / Return Rank: 8686
Overall Rank
EMXC Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 7979
Sortino Ratio Rank
EMXC Omega Ratio Rank: 8686
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8787
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.

VEM vs. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Emerging Markets Dividend ETF (VEM) 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.

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.


VEMEMXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

4.06

Martin ratioReturn relative to average drawdown

14.52

VEM vs. EMXC - Sharpe Ratio Comparison


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Drawdowns

VEM vs. EMXC - Drawdown Comparison

The maximum VEM drawdown since its inception was -13.55%, smaller than the maximum EMXC drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for VEM and EMXC.


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Drawdown Indicators


VEMEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-13.55%

-42.81%

+29.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

Max Drawdown (3Y)

Largest decline over 3 years

-19.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

Current Drawdown

Current decline from peak

-5.85%

-7.98%

+2.13%

Average Drawdown

Average peak-to-trough decline

-4.08%

-10.14%

+6.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

Volatility

VEM vs. EMXC - Volatility Comparison


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Volatility by Period


VEMEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.84%

Volatility (6M)

Calculated over the trailing 6-month period

24.33%

Volatility (1Y)

Calculated over the trailing 1-year period

30.97%

26.01%

+4.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.97%

18.63%

+12.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.97%

20.33%

+10.64%

VEM vs. EMXC - Expense Ratio Comparison

Both VEM and EMXC have an expense ratio of 0.49%.


Dividends

VEM vs. EMXC - Dividend Comparison

VEM's dividend yield for the trailing twelve months is around 2.02%, more than EMXC's 1.96% yield.


PositionTTM202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF
1.96%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%
VEM
Virtus Emerging Markets Dividend ETF
2.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, VEM and EMXC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.49% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VEM and EMXC have the same expense ratio: 0.49% per year.

VEM has the higher dividend yield at 2.02%, compared with 1.96% for EMXC.

They also come from different issuers: Virtus and iShares.

Portfolio Optimizer

Find the right allocation for VEM and EMXC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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