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VEMY vs. SPMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEMY vs. SPMO - 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 Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEMY achieves a 6.44% return, which is significantly lower than SPMO's 28.15% return.


VEMY

1D
0.21%
1M
1.32%
YTD
6.44%
6M
6.86%
1Y
18.56%
3Y*
15.16%
5Y*
10Y*

SPMO

1D
1.26%
1M
3.36%
YTD
28.15%
6M
28.70%
1Y
44.90%
3Y*
41.53%
5Y*
23.50%
10Y*
20.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEMY vs. SPMO - Yearly Performance Comparison


2026 (YTD)2025202420232022
VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
6.44%15.27%13.48%14.45%-1.43%
SPMO
Invesco S&P 500 Momentum ETF
28.15%26.58%45.82%17.56%-0.69%

Correlation

The correlation between VEMY and SPMO is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2022

0.46

The correlation between VEMY and SPMO has been stable across timeframes, ranging from 0.46 to 0.53 - a consistent structural relationship.

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Return for Risk

VEMY vs. SPMO — Risk / Return Rank

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

VEMY
VEMY Risk / Return Rank: 9393
Overall Rank
VEMY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VEMY Sortino Ratio Rank: 9595
Sortino Ratio Rank
VEMY Omega Ratio Rank: 9494
Omega Ratio Rank
VEMY Calmar Ratio Rank: 8888
Calmar Ratio Rank
VEMY Martin Ratio Rank: 9393
Martin Ratio Rank

SPMO
SPMO Risk / Return Rank: 7979
Overall Rank
SPMO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 7878
Sortino Ratio Rank
SPMO Omega Ratio Rank: 8080
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7777
Calmar Ratio Rank
SPMO Martin Ratio Rank: 7878
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. SPMO - 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 Invesco S&P 500 Momentum ETF (SPMO). 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.


VEMYSPMODifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.61

1.41

+0.20

Calmar ratioReturn relative to maximum drawdown

4.52

3.44

+1.08

Martin ratioReturn relative to average drawdown

21.45

13.01

+8.44

VEMY vs. SPMO - Sharpe Ratio Comparison

The current VEMY Sharpe Ratio is 2.98, which is higher than the SPMO Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of VEMY and SPMO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VEMY vs. SPMO - Drawdown Comparison

The maximum VEMY drawdown since its inception was -8.77%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for VEMY and SPMO.


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Drawdown Indicators


VEMYSPMODifference

Max Drawdown

Largest peak-to-trough decline

-8.77%

-30.95%

+22.18%

Max Drawdown (1Y)

Largest decline over 1 year

-4.00%

-12.70%

+8.70%

Max Drawdown (3Y)

Largest decline over 3 years

-6.57%

-20.13%

+13.56%

Max Drawdown (5Y)

Largest decline over 5 years

-22.74%

Max Drawdown (10Y)

Largest decline over 10 years

-30.95%

Current Drawdown

Current decline from peak

0.00%

-1.68%

+1.68%

Average Drawdown

Average peak-to-trough decline

-1.30%

-4.60%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

3.35%

-2.51%

Volatility

VEMY vs. SPMO - Volatility Comparison

The current volatility for Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) is 1.64%, while Invesco S&P 500 Momentum ETF (SPMO) has a volatility of 10.29%. This indicates that VEMY experiences smaller price fluctuations and is considered to be less risky than SPMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEMYSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

10.29%

-8.65%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

16.73%

-12.02%

Volatility (1Y)

Calculated over the trailing 1-year period

6.08%

19.48%

-13.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.62%

19.65%

-12.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.62%

20.48%

-12.86%

VEMY vs. SPMO - Expense Ratio Comparison

VEMY has a 0.58% expense ratio, which is higher than SPMO's 0.13% expense ratio.


Dividends

VEMY vs. SPMO - Dividend Comparison

VEMY's dividend yield for the trailing twelve months is around 8.33%, more than SPMO's 0.67% yield.


PositionTTM20252024202320222021202020192018201720162015
SPMO
Invesco S&P 500 Momentum ETF
0.67%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
VEMY
Virtus Stone Harbor Emerging Markets High Yield Bond ETF
8.33%8.89%10.28%9.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VEMY and SPMO 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.

SPMO has higher volatility (10.29%) compared to VEMY (1.64%). In terms of maximum drawdown, VEMY dropped -8.77% vs SPMO's -30.95%.

On 3-year performance, SPMO leads with 41.53% vs 15.16% for VEMY. On fees, SPMO is cheaper at 0.13% per year. On volatility, VEMY has been the lower-risk option at 1.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SPMO has performed better with a 41.53% return vs 15.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPMO is cheaper with a 0.13% expense ratio, compared with 0.58% for VEMY.

VEMY has the higher dividend yield at 8.33%, compared with 0.67% for SPMO.

VEMY is categorized as Emerging Markets Bonds, while SPMO is Momentum. They also come from different issuers: Virtus and Invesco. Their fees differ too: 0.58% for VEMY and 0.13% for SPMO.

VEMY currently has the higher Sharpe Ratio (2.98 vs 2.24), 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.

Portfolio Optimizer

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