Correlation
The correlation between XEMD and FALN is 0.54, 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.
XEMD vs. FALN
Compare and contrast key facts about BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and iShares Fallen Angels USD Bond ETF (FALN).
XEMD and FALN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEMD is a passively managed fund by BondBloxx that tracks the performance of the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. It was launched on Jun 28, 2022. FALN is a passively managed fund by iShares that tracks the performance of the Bloomberg US High Yield Fallen Angel 3% Capped Index. It was launched on Jun 14, 2016. Both XEMD and FALN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEMD or FALN.
Performance
XEMD vs. FALN - Performance Comparison
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Key characteristics
XEMD:
1.75
FALN:
1.11
XEMD:
2.56
FALN:
1.50
XEMD:
1.36
FALN:
1.23
XEMD:
2.54
FALN:
1.22
XEMD:
12.65
FALN:
5.98
XEMD:
0.85%
FALN:
1.21%
XEMD:
5.97%
FALN:
6.86%
XEMD:
-10.01%
FALN:
-29.22%
XEMD:
-0.37%
FALN:
-0.46%
Returns By Period
In the year-to-date period, XEMD achieves a 4.49% return, which is significantly higher than FALN's 1.68% return.
XEMD
4.49%
1.57%
3.78%
10.01%
N/A
N/A
N/A
FALN
1.68%
1.68%
0.42%
7.09%
6.16%
5.90%
N/A
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XEMD vs. FALN - Expense Ratio Comparison
XEMD has a 0.29% expense ratio, which is higher than FALN's 0.25% expense ratio.
Risk-Adjusted Performance
XEMD vs. FALN — Risk-Adjusted Performance Rank
XEMD
FALN
XEMD vs. FALN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and iShares Fallen Angels USD Bond ETF (FALN). 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.
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Dividends
XEMD vs. FALN - Dividend Comparison
XEMD's dividend yield for the trailing twelve months is around 6.38%, which matches FALN's 6.33% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 6.38% | 6.30% | 6.19% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FALN iShares Fallen Angels USD Bond ETF | 6.33% | 6.24% | 5.37% | 5.08% | 3.40% | 5.14% | 5.35% | 5.97% | 6.98% | 3.55% |
Drawdowns
XEMD vs. FALN - Drawdown Comparison
The maximum XEMD drawdown since its inception was -10.01%, smaller than the maximum FALN drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for XEMD and FALN.
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Volatility
XEMD vs. FALN - Volatility Comparison
The current volatility for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is 1.56%, while iShares Fallen Angels USD Bond ETF (FALN) has a volatility of 1.98%. This indicates that XEMD experiences smaller price fluctuations and is considered to be less risky than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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