VEMY vs. LEMB
Compare and contrast key facts about Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and iShares J.P. Morgan EM Local Currency Bond ETF (LEMB).
VEMY and LEMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEMY is an actively managed fund by Virtus. It was launched on Dec 12, 2022. LEMB is a passively managed fund by iShares that tracks the performance of the J.P. Morgan GBI-EM Global 15 cap 4.5 floor. It was launched on Oct 18, 2011.
Performance
VEMY vs. LEMB - Performance Comparison
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VEMY vs. LEMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 0.75% | 15.27% | 13.48% | 14.45% | -1.08% |
LEMB iShares J.P. Morgan EM Local Currency Bond ETF | -1.85% | 18.02% | -1.72% | 7.23% | -0.15% |
Returns By Period
In the year-to-date period, VEMY achieves a 0.75% return, which is significantly higher than LEMB's -1.85% return.
VEMY
- 1D
- 1.12%
- 1M
- -2.55%
- YTD
- 0.75%
- 6M
- 5.39%
- 1Y
- 13.02%
- 3Y*
- 14.06%
- 5Y*
- —
- 10Y*
- —
LEMB
- 1D
- 0.94%
- 1M
- -5.03%
- YTD
- -1.85%
- 6M
- 1.44%
- 1Y
- 11.60%
- 3Y*
- 5.53%
- 5Y*
- 0.81%
- 10Y*
- 1.00%
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VEMY vs. LEMB - Expense Ratio Comparison
VEMY has a 0.58% expense ratio, which is higher than LEMB's 0.30% expense ratio.
Return for Risk
VEMY vs. LEMB — Risk / Return Rank
VEMY
LEMB
VEMY vs. LEMB - 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 J.P. Morgan EM Local Currency Bond ETF (LEMB). 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 | LEMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.70 | -0.05 |
Sortino ratioReturn per unit of downside risk | 2.27 | 2.29 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.99 | +0.38 |
Martin ratioReturn relative to average drawdown | 10.18 | 8.51 | +1.67 |
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 | LEMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.70 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.10 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.69 | 0.02 | +1.67 |
Correlation
The correlation between VEMY and LEMB is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VEMY vs. LEMB - Dividend Comparison
VEMY's dividend yield for the trailing twelve months is around 8.96%, more than LEMB's 2.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 8.96% | 8.89% | 10.28% | 9.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LEMB iShares J.P. Morgan EM Local Currency Bond ETF | 2.49% | 2.44% | 0.00% | 1.34% | 0.86% | 3.89% | 0.00% | 4.39% | 3.46% | 0.00% | 0.00% | 0.64% |
Drawdowns
VEMY vs. LEMB - Drawdown Comparison
The maximum VEMY drawdown since its inception was -8.77%, smaller than the maximum LEMB drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for VEMY and LEMB.
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Drawdown Indicators
| VEMY | LEMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.77% | -30.82% | +22.05% |
Max Drawdown (1Y)Largest decline over 1 year | -5.54% | -6.00% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.09% | — |
Current DrawdownCurrent decline from peak | -2.93% | -7.73% | +4.80% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -12.83% | +11.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 1.40% | -0.11% |
Volatility
VEMY vs. LEMB - Volatility Comparison
The current volatility for Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) is 3.08%, while iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) has a volatility of 3.56%. This indicates that VEMY experiences smaller price fluctuations and is considered to be less risky than LEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEMY | LEMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 3.56% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 4.65% | 4.71% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.94% | 6.85% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.69% | 8.19% | -0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.69% | 9.33% | -1.64% |