EMD vs AFLG

Comparison between Western Asset Emerging Markets Debt Fund Inc (EMD, ETF) and FIRST TRUST ACTIVE FACTOR LARGE CAP ETF (AFLG, ETF).

5-Year PerformanceAFLG has outperformed EMD, delivering a return of +12.7% compared to +5.1%

EMD vs AFLG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EMD(ETF)	AFLG(ETF)
Net Assets	$649M	$648M
Expense Ratio	N/A	0.55%
Max Drawdown	66.58%	35.84%
Sharpe Ratio	1.23	1.45
5Y Beta	0.42	0.90
P/E Ratio	N/A	23.08
Forward P/E	N/A	18.18
PEG Ratio	N/A	0.20
5Y Dividends CAGR	1.80%	3.13%
5Y EPS CAGR	N/A	25.51%
Debt to Equity	N/A	32.51%
P/S Ratio	N/A	2.20
P/B Ratio	N/A	4.44

Net Assets

Winner

EMD

$649M

AFLG

$648M

Expense Ratio

EMD

N/A

AFLG

0.55%

Max Drawdown

EMD

66.58%

Winner

AFLG

35.84%

Sharpe Ratio

EMD

1.23

Winner

AFLG

1.45

5Y Beta

Winner

EMD

0.42

AFLG

0.90

P/E Ratio

EMD

N/A

AFLG

23.08

Forward P/E

EMD

N/A

AFLG

18.18

PEG Ratio

EMD

N/A

AFLG

0.20

5Y Dividends CAGR

EMD

1.80%

Winner

AFLG

3.13%

5Y EPS CAGR

EMD

N/A

AFLG

25.51%

Debt to Equity

EMD

N/A

AFLG

32.51%

P/S Ratio

EMD

N/A

AFLG

2.20

P/B Ratio

EMD

N/A

AFLG

4.44

EMD vs AFLG - Historical Returns

Returns include dividend reinvestment.

Period	EMD	AFLG
1 month	+2.18%	+0.16%
3 months	+3.18%	+9.34%
6 months	+2.67%	+11.59%
1 year	+19.93%	+23.34%
5 years(CAGR)	+5.07%	+12.74%
10 years(CAGR)	+6.23%	N/A
Max(CAGR)	+6.61%	+13.73%

Winner

EMD

+2.18%

AFLG

+0.16%

EMD

+3.18%

Winner

AFLG

+9.34%

EMD

+2.67%

Winner

AFLG

+11.59%

EMD

+19.93%

Winner

AFLG

+23.34%

5Y(CAGR)

EMD

+5.07%

Winner

AFLG

+12.74%

10Y(CAGR)

EMD

+6.23%

AFLG

N/A

Max(CAGR)

EMD

+6.61%

Winner

AFLG

+13.73%

EMD vs AFLG - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	EMD	AFLG
2026	+2.53%	+9.70%
2025	+21.86%	+14.34%
2024	+16.94%	+27.88%
2023	+11.96%	+20.66%
2022	-20.86%	-16.03%
2021	+0.40%	+28.90%
2020	+7.41%	+9.97%
2019	+25.16%	+2.77%
2018	-14.95%	N/A
2017	+14.27%	N/A
2016	+17.52%	N/A
2015	-4.89%	N/A
2014	-1.33%	N/A
2013	-16.02%	N/A
2012	+22.51%	N/A
2011	+10.49%	N/A
2010	+12.77%	N/A
2009	+51.98%	N/A
2008	-21.64%	N/A
2007	+7.90%	N/A
2006	+11.12%	N/A
2005	+6.97%	N/A
2004	+6.28%	N/A
2003	+0.90%	N/A

EMD vs AFLG Drawdown Comparison

The maximum drawdown for EMD was -48.11%, occurring on Nov 20, 2008. Recovery took 297 trading sessions.

The maximum drawdown for AFLG was -35.84%, occurring on Mar 23, 2020. Recovery took 138 trading sessions.

The current EMD drawdown is -3.22%. The current AFLG drawdown is -2.35%.

Rank	EMD	AFLG
#1	-48.11% Jun 3, 2008 - Aug 6, 2009	-35.84% Feb 14, 2020 - Sep 1, 2020
#2	-46.44% Feb 21, 2020 - Dec 17, 2020	-23.48% Dec 29, 2021 - Jan 10, 2024
#3	-40.44% Sep 2, 2021 - Oct 2, 2024	-17.49% Dec 4, 2024 - Jun 30, 2025
#4	-29.53% Mar 12, 2013 - Apr 20, 2017	-9.11% Sep 2, 2020 - Nov 16, 2020
#5	-26.07% Jan 27, 2004 - Sep 24, 2004	-8.19% Feb 25, 2026 - Apr 14, 2026
#6	-18.70% Jan 16, 2018 - Jun 21, 2019	-7.32% Jul 16, 2024 - Aug 21, 2024
#7	-13.52% May 29, 2007 - Oct 5, 2007	-5.99% Sep 2, 2021 - Nov 2, 2021
#8	-13.33% Feb 18, 2026 - Mar 30, 2026	-5.80% Mar 28, 2024 - May 15, 2024
#9	-12.48% Sep 2, 2011 - Dec 23, 2011	-5.21% Feb 12, 2021 - Mar 12, 2021
#10	-11.83% Mar 25, 2025 - Jun 4, 2025	-4.81% Oct 27, 2025 - Dec 10, 2025
#11	-11.04% Feb 8, 2005 - Sep 9, 2005	-4.21% Aug 30, 2024 - Sep 19, 2024
#12	-10.28% Apr 23, 2010 - Jul 21, 2010	-4.04% May 7, 2021 - Jun 25, 2021
#13	-9.97% Nov 5, 2010 - May 10, 2011	-3.83% Nov 16, 2021 - Dec 8, 2021
#14	-9.74% Aug 3, 2011 - Sep 2, 2011	-3.71% Jun 2, 2026 - Jun 10, 2026
#15	-9.13% Oct 8, 2009 - Dec 24, 2009	-3.40% Jan 25, 2021 - Feb 5, 2021

Correlation

Correlation between EMD and AFLG is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2004 - 2026)

EMD vs AFLG dividend yield comparison.

Year	EMD	AFLG
2026	4.50%	0.12%
2025	10.44%	0.84%
2024	10.57%	0.53%
2023	9.97%	1.53%
2022	11.09%	1.52%
2021	8.44%	0.93%
2020	8.45%	1.28%
2019	8.41%	0.20%
2018	9.76%	0.00%
2017	7.78%	0.00%
2016	9.99%	0.00%
2015	9.54%	0.00%
2014	9.01%	0.00%
2013	8.37%	0.00%
2012	6.49%	0.00%
2011	7.01%	0.00%
2010	7.48%	0.00%
2009	8.87%	0.00%
2008	13.34%	0.00%
2007	7.73%	0.00%
2006	9.19%	0.00%
2005	14.13%	0.00%
2004	8.88%	0.00%