VEMY vs. BREM
VEMY (Virtus Stone Harbor Emerging Markets High Yield Bond ETF) and BREM (iShares Emerging Markets Bond Active ETF) are both Emerging Markets Bonds funds. Both are actively managed. Their correlation of 0.81 suggests significant overlap in exposure. VEMY charges 0.58%/yr vs 0.50%/yr for BREM.
Performance
VEMY vs. BREM - Performance Comparison
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Returns By Period
In the year-to-date period, VEMY achieves a 5.93% return, which is significantly higher than BREM's 3.36% return.
VEMY
- 1D
- 0.03%
- 1M
- 1.22%
- YTD
- 5.93%
- 6M
- 6.67%
- 1Y
- 18.43%
- 3Y*
- 15.52%
- 5Y*
- —
- 10Y*
- —
BREM
- 1D
- 0.10%
- 1M
- 0.99%
- YTD
- 3.36%
- 6M
- 4.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VEMY vs. BREM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 5.93% | 4.18% |
BREM iShares Emerging Markets Bond Active ETF | 3.36% | 2.74% |
Correlation
The correlation between VEMY and BREM is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 17, 2025 | 0.81 |
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Return for Risk
VEMY vs. BREM — Risk / Return Rank
VEMY
BREM
VEMY vs. BREM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and iShares Emerging Markets Bond Active ETF (BREM). 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.
| VEMY | BREM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.63 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.62 | — | — |
| Martin ratioReturn relative to average drawdown | 21.97 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEMY | BREM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.83 | 1.78 | +0.05 |
Drawdowns
VEMY vs. BREM - Drawdown Comparison
The maximum VEMY drawdown since its inception was -8.77%, which is greater than BREM's maximum drawdown of -4.54%. Use the drawdown chart below to compare losses from any high point for VEMY and BREM.
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Drawdown Indicators
| VEMY | BREM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.77% | -4.54% | -4.23% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | — | — |
Current DrawdownCurrent decline from peak | -0.14% | -0.11% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -1.30% | -0.66% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | — | — |
Volatility
VEMY vs. BREM - Volatility Comparison
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Volatility by Period
| VEMY | BREM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 4.63% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 6.05% | 5.69% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.63% | 5.69% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.63% | 5.69% | +1.94% |
VEMY vs. BREM - Expense Ratio Comparison
VEMY has a 0.58% expense ratio, which is higher than BREM's 0.50% expense ratio.
Dividends
VEMY vs. BREM - Dividend Comparison
VEMY's dividend yield for the trailing twelve months is around 8.37%, more than BREM's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BREM iShares Emerging Markets Bond Active ETF | 3.90% | 1.19% | 0.00% | 0.00% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 8.37% | 8.89% | 10.28% | 9.55% |
Frequently Asked Questions
VEMY and BREM have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BREM is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BREM is cheaper with a 0.50% expense ratio, compared with 0.58% for VEMY.
VEMY has the higher dividend yield at 8.37%, compared with 3.90% for BREM.
They also come from different issuers: Virtus and BlackRock. Their fees differ too: 0.58% for VEMY and 0.50% for BREM.
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