EMMF vs VBF

Comparison between WISDOMTREE EMERGING MARKETS MULTIFACTOR FUND (EMMF, ETF) and Invesco Bond Fund (VBF, ETF).

5-Year PerformanceEMMF has outperformed VBF, delivering a return of +10.3% compared to -1.2%

EMMF vs VBF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EMMF(ETF)	VBF(ETF)
Net Assets	$187M	$186M
Expense Ratio	0.48%	N/A
Max Drawdown	34.95%	38.98%
Sharpe Ratio	1.71	-0.28
5Y Beta	0.70	0.13
5Y Dividends CAGR	16.18%	-10.00%

Net Assets

Winner

EMMF

$187M

VBF

$186M

Expense Ratio

EMMF

0.48%

VBF

N/A

Max Drawdown

Winner

EMMF

34.95%

VBF

38.98%

Sharpe Ratio

Winner

EMMF

1.71

VBF

-0.28

5Y Beta

EMMF

0.70

Winner

VBF

0.13

5Y Dividends CAGR

Winner

EMMF

16.18%

VBF

-10.00%

EMMF vs VBF - Historical Returns

Returns include dividend reinvestment.

Period	EMMF	VBF
1 month	+4.56%	+0.38%
3 months	+17.66%	+0.59%
6 months	+25.39%	-0.29%
1 year	+39.20%	+0.93%
5 years(CAGR)	+10.30%	-1.16%
10 years(CAGR)	N/A	+2.89%
Max(CAGR)	+8.48%	+5.48%

Winner

EMMF

+4.56%

VBF

+0.38%

Winner

EMMF

+17.66%

VBF

+0.59%

Winner

EMMF

+25.39%

VBF

-0.29%

Winner

EMMF

+39.20%

VBF

+0.93%

5Y(CAGR)

Winner

EMMF

+10.30%

VBF

-1.16%

10Y(CAGR)

EMMF

N/A

VBF

+2.89%

Max(CAGR)

Winner

EMMF

+8.48%

VBF

+5.48%

EMMF vs VBF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	EMMF	VBF
2026	+21.27%	-0.75%
2025	+20.94%	+5.12%
2024	+10.75%	+6.40%
2023	+20.76%	+0.21%
2022	-14.00%	-16.53%
2021	+5.37%	-2.37%
2020	+7.81%	+16.93%
2019	+2.51%	+29.67%
2018	-6.64%	-11.86%
2017	N/A	+12.93%
2016	N/A	+9.62%
2015	N/A	+0.30%
2014	N/A	+11.67%
2013	N/A	-11.85%
2012	N/A	+11.03%
2011	N/A	+20.34%
2010	N/A	+2.96%
2009	N/A	+18.90%
2008	N/A	+4.13%
2007	N/A	+1.60%
2006	N/A	+9.35%
2005	N/A	+0.49%
2004	N/A	+5.93%
2003	N/A	+3.25%
2002	N/A	+1.56%
2001	N/A	+17.05%
2000	N/A	+16.14%
1999	N/A	-4.56%

EMMF vs VBF Drawdown Comparison

The maximum drawdown for EMMF was -32.56%, occurring on Mar 23, 2020. Recovery took 571 trading sessions.

The maximum drawdown for VBF was -32.21%, occurring on Oct 20, 2022. This drawdown has not yet recovered.

The current EMMF drawdown is -4.63%. The current VBF drawdown is -11.52%.

Rank	EMMF	VBF
#1	-32.56% Aug 29, 2018 - Dec 4, 2020	-32.21% Sep 15, 2021 - Oct 20, 2022
#2	-25.18% Jun 1, 2021 - Feb 6, 2024	-26.44% Jan 9, 2008 - Dec 22, 2008
#3	-16.01% Sep 26, 2024 - Jun 24, 2025	-24.84% Feb 6, 2020 - Jul 24, 2020
#4	-10.62% Feb 27, 2026 - Apr 17, 2026	-17.70% Sep 4, 2012 - Jan 22, 2015
#5	-8.95% Jun 1, 2026 - Jun 10, 2026	-14.06% Jul 3, 2003 - Feb 16, 2005
#6	-8.52% Feb 17, 2021 - Jun 1, 2021	-13.77% May 28, 2009 - Sep 2, 2009
#7	-7.73% Jul 16, 2024 - Sep 24, 2024	-13.44% Aug 17, 2010 - Sep 22, 2011
#8	-4.01% Jan 25, 2021 - Feb 3, 2021	-12.58% Feb 2, 2009 - Apr 21, 2009
#9	-3.95% May 14, 2026 - May 26, 2026	-12.08% Jan 2, 2018 - May 24, 2019
#10	-3.71% Oct 6, 2025 - Oct 20, 2025	-11.58% Dec 27, 2011 - May 21, 2012
#11	-3.65% Nov 10, 2025 - Dec 26, 2025	-11.01% Dec 31, 2020 - Sep 15, 2021
#12	-3.39% Apr 9, 2024 - May 6, 2024	-9.38% Apr 17, 2015 - Mar 17, 2016
#13	-2.75% Jul 23, 2025 - Aug 12, 2025	-8.64% Mar 10, 2010 - Jul 1, 2010
#14	-2.70% May 24, 2024 - Jun 14, 2024	-8.47% Nov 9, 1999 - Jul 6, 2000
#15	-2.42% Jan 28, 2026 - Feb 10, 2026	-8.09% Aug 7, 2001 - Sep 27, 2001

Correlation

Correlation between EMMF and VBF is 0.44 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.44

-101

Dividend Comparison (2000 - 2026)

EMMF vs VBF dividend yield comparison.

Year	EMMF	VBF
2026	0.21%	2.24%
2025	2.45%	5.46%
2024	1.30%	5.51%
2023	1.62%	5.31%
2022	3.48%	4.60%
2021	2.64%	3.36%
2020	1.93%	6.89%
2019	2.93%	5.04%
2018	0.66%	5.40%
2017	0.00%	5.07%
2016	0.00%	4.56%
2015	0.00%	5.40%
2014	0.00%	7.53%
2013	0.00%	6.73%
2012	0.00%	7.10%
2011	0.00%	6.55%
2010	0.00%	5.39%
2009	0.00%	4.95%
2008	0.00%	7.09%
2007	0.00%	5.54%
2006	0.00%	5.42%
2005	0.00%	5.77%
2004	0.00%	5.93%
2003	0.00%	6.48%
2002	0.00%	6.91%
2001	0.00%	7.11%
2000	0.00%	3.90%