Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EMB (iShares JP Morgan USD Emerging Markets Bond ETF) | 6.94% | 9.80% | 7.95% | 0.84% | 3.25% | 3.79% | NA | 4.58% |
Data as of 07/25/2025, AR inception is 12/19/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMB (iShares JP Morgan USD Emerging Markets Bond ETF) | 12/19/2007 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.90 | 9.80 | 7.95 | 0.84 | 3.25 | 3.79 | NA | 4.58 | 6.94 | 5.54 | 10.61 | -18.63 | -2.22 | 5.42 | 15.48 | -5.47 | 10.28 | 9.26 | 1.04 | 6.05 | -7.79 | 16.52 | 7.64 | 10.83 | 15.38 | -2.14 | 0.29 |
| Sharpe Ratio | NA | 0.90 | 0.45 | -0.12 | 0.18 | NA | NA | 0.32 | 1.21 | 0.26 | 0.71 | -1.30 | -0.32 | 0.26 | 2.54 | -1.23 | 2.29 | 1.20 | 0.16 | 0.97 | -0.82 | 3.35 | 1.04 | 1.26 | 0.87 | -0.14 | 5.06 |
| Standard Deviation(%) | NA | 7.39 | 10.28 | 9.95 | 10.07 | NA | NA | 11.02 | 8.00 | 7.23 | 9.91 | 15.53 | 6.92 | 19.50 | 5.51 | 5.62 | 4.23 | 7.53 | 6.44 | 6.22 | 9.59 | 4.96 | 7.32 | 8.51 | 17.61 | 22.60 | 1.67 |
| Draw Down(%) | NA | 5.15 | 13.79 | 28.74 | 28.74 | NA | NA | 34.70 | 5.15 | 3.58 | 7.97 | 26.78 | 7.34 | 26.55 | 2.70 | 8.91 | 2.40 | 7.56 | 6.22 | 7.37 | 14.48 | 4.88 | 7.09 | 6.92 | 17.32 | 34.70 | 0.11 |
| Yield(%) | 0.00 | 5.66 | 5.26 | 3.95 | 4.50 | 4.61 | 4.35 | 5.12 | 2.70 | 5.51 | 4.97 | 3.95 | 3.68 | 3.92 | 4.98 | 5.04 | 4.77 | 5.04 | 4.68 | 4.62 | 4.18 | 4.33 | 4.93 | 5.41 | 6.01 | 5.20 | 0.16 |
Data as of 07/25/2025, AR inception is 12/19/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMB (iShares JP Morgan USD Emerging Markets Bond ETF) |
-7.65%
Oct 2019 - Oct 2022 |
-3.17%
Oct 2017 - Oct 2022 |
0.20%
Oct 2012 - Oct 2022 |
3.64%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMB (iShares JP Morgan USD Emerging Markets Bond ETF) |
20.84%
Oct 2008 - Oct 2011 |
14.18%
Oct 2008 - Oct 2013 |
8.67%
Oct 2008 - Oct 2018 |
5.54%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison Chart