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VEMY vs. LEMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEMY vs. LEMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and iShares J.P. Morgan EM Local Currency Bond ETF (LEMB). The values are adjusted to include any dividend payments, if applicable.

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VEMY vs. LEMB - Yearly Performance Comparison


2026 (YTD)2025202420232022
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

VEMY
VEMY Risk / Return Rank: 8686
Overall Rank
VEMY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VEMY Sortino Ratio Rank: 8686
Sortino Ratio Rank
VEMY Omega Ratio Rank: 8888
Omega Ratio Rank
VEMY Calmar Ratio Rank: 8383
Calmar Ratio Rank
VEMY Martin Ratio Rank: 8787
Martin Ratio Rank

LEMB
LEMB Risk / Return Rank: 8383
Overall Rank
LEMB Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LEMB Sortino Ratio Rank: 8686
Sortino Ratio Rank
LEMB Omega Ratio Rank: 8484
Omega Ratio Rank
LEMB Calmar Ratio Rank: 7777
Calmar Ratio Rank
LEMB Martin Ratio Rank: 8181
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.

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.


VEMYLEMBDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.70

-0.05

Sortino ratio

Return per unit of downside risk

2.27

2.29

-0.01

Omega ratio

Gain probability vs. loss probability

1.36

1.33

+0.03

Calmar ratio

Return relative to maximum drawdown

2.36

1.99

+0.38

Martin ratio

Return relative to average drawdown

10.18

8.51

+1.67

VEMY vs. LEMB - Sharpe Ratio Comparison

The current VEMY Sharpe Ratio is 1.65, which is comparable to the LEMB Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of VEMY and LEMB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEMYLEMBDifference

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.


TTM20252024202320222021202020192018201720162015
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


VEMYLEMBDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.93%

-7.73%

+4.80%

Average Drawdown

Average peak-to-trough decline

-1.34%

-12.83%

+11.49%

Ulcer Index

Depth 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


VEMYLEMBDifference

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%