VEMY vs. DRSK
VEMY (Virtus Stone Harbor Emerging Markets High Yield Bond ETF) and DRSK (Aptus Defined Risk ETF) are both exchange-traded funds - VEMY is a Emerging Markets Bonds fund actively managed by Virtus, while DRSK is a Diversified Portfolio fund actively managed by Aptus. Both are actively managed. Over the past 3 years, VEMY returned 13.84%/yr vs 7.99%/yr for DRSK. Their 0.55 correlation means they have sometimes moved together and sometimes differently. VEMY charges 0.58%/yr vs 0.79%/yr for DRSK.
Performance
VEMY vs. DRSK - Performance Comparison
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Returns By Period
In the year-to-date period, VEMY achieves a 5.65% return, which is significantly higher than DRSK's 1.59% return.
VEMY
- 1D
- 0.04%
- 1M
- -0.85%
- 6M
- 3.07%
- YTD
- 5.65%
- 1Y
- 12.83%
- 3Y*
- 13.84%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.01%
DRSK
- 1D
- 0.28%
- 1M
- -1.04%
- 6M
- 1.95%
- YTD
- 1.59%
- 1Y
- 3.00%
- 3Y*
- 7.99%
- 5Y*
- 2.33%
- 10Y*
- —
- ALL TIME*
- 5.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.84M | $3.85M | $3.25M | |
| $966.52K | $884.39K | $876.68K |
VEMY vs. DRSK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 5.65% | 15.27% | 13.48% | 14.45% | -1.43% |
DRSK Aptus Defined Risk ETF | 1.59% | 7.67% | 12.50% | 2.08% | -0.79% |
Correlation
The correlation between VEMY and DRSK is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.55 |
The correlation between VEMY and DRSK has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.
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Return for Risk
VEMY vs. DRSK — Risk / Return Rank
VEMY
DRSK
VEMY vs. DRSK - 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 Aptus Defined Risk ETF (DRSK). 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.
| VEMY | DRSK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.08 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 0.50 | +2.73 |
| Martin ratioReturn relative to average drawdown | 14.88 | 1.22 | +13.66 |
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Drawdowns
VEMY vs. DRSK - Drawdown Comparison
The maximum VEMY drawdown since its inception was -8.77%, smaller than the maximum DRSK drawdown of -19.87%. Use the drawdown chart below to compare losses from any high point for VEMY and DRSK.
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Drawdown Indicators
| VEMY | DRSK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.77% | -19.87% | +11.10% |
Max Drawdown (1Y)Largest decline over 1 year | -4.00% | -7.20% | +3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -6.57% | -8.81% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.87% | — |
Current DrawdownCurrent decline from peak | -1.07% | -3.30% | +2.23% |
Average DrawdownAverage peak-to-trough decline | -1.27% | -4.18% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.87% | 2.94% | -2.07% |
Volatility
VEMY vs. DRSK - Volatility Comparison
The current volatility for Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) is 1.13%, while Aptus Defined Risk ETF (DRSK) has a volatility of 1.80%. This indicates that VEMY experiences smaller price fluctuations and is considered to be less risky than DRSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEMY | DRSK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 1.80% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 4.52% | 5.25% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.02% | 7.86% | -1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.52% | 7.45% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.52% | 7.05% | +0.47% |
VEMY vs. DRSK - Expense Ratio Comparison
VEMY has a 0.58% expense ratio, which is lower than DRSK's 0.79% expense ratio.
Dividends
VEMY vs. DRSK - Dividend Comparison
VEMY's dividend yield for the trailing twelve months is around 8.12%, more than DRSK's 3.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DRSK Aptus Defined Risk ETF | 3.74% | 3.67% | 3.31% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 8.12% | 8.89% | 10.28% | 9.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VEMY and DRSK have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DRSK has higher volatility (1.80%) compared to VEMY (1.13%). In terms of maximum drawdown, VEMY dropped -8.77% vs DRSK's -19.87%.
On 3-year performance, VEMY leads with 13.84% vs 7.99% for DRSK. On fees, VEMY is cheaper at 0.58% per year. On volatility, VEMY has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, VEMY has performed better with a 13.84% return vs 7.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VEMY is cheaper with a 0.58% expense ratio, compared with 0.79% for DRSK.
VEMY has the higher dividend yield at 8.12%, compared with 3.74% for DRSK.
VEMY is categorized as Emerging Markets Bonds, while DRSK is Diversified Portfolio. They also come from different issuers: Virtus and Aptus. Their fees differ too: 0.58% for VEMY and 0.79% for DRSK.
VEMY currently has the higher Sharpe Ratio (2.15 vs 0.46), 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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