What is EEMD?

EEMD tracks an equal-weighted index of emerging-market large- and mid-cap stocks. Holdings are selected for both high dividend yield and free-cash-flow yield.

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EEMD 13.74% 4.06% -13.48% -11.99% -0.52% -1.75% --
EEMD (NAV) 14.21% 3.90% -13.10% -11.62% -0.51% -- --
S&P Emerging Markets Dividend and Free Cash Flow Yield Index 14.19% 3.79% -12.65% -11.23% -- -1.00% --
MSCI Emerging Markets Investable Market Index 12.34% -3.30% -20.27% -18.94% 0.34% -0.84% 2.11%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EEMD Factset Analytics Insight

EEMD is a concentrated portfolio of emerging-market stocks, focusing on high, sustainable dividend yield and value characteristics. Eligible large- and mid-cap securities are scored by a combination of dividend yield and free-cash-flow yield, with limits on outlier values. Securities with negative values for either yield metric are eliminated. The equal-weighted portfolio includes the five highest-scoring securities in each GICS sector. Equal weighting avoids the sector biases that can arise from this type of strategy, but this also means that EEMD tends to underweight the largest sectors in the emerging-market space—tech and financials. The index is reconstituted and rebalanced semi-annually.

EEMD Summary Data

11/28/17
0.49%
$6.41M
S&P Emerging Markets Dividend and Free Cash Flow Yield Index
MSCI Emerging Markets Investable Market Index
Open-Ended Fund

Peers

MSCI Emerging Markets Investable Market Index

Fund Flows

$0.00B 5 Days
$0.00B 30 Days
+$0.00B 90 Days

EEMD Portfolio Data

$8.16B
4.17
0.70
9.23%
N/A
57

EEMD Index Data

S&P Emerging Markets Dividend and Free Cash Flow Yield Index
Equal
Fundamental
MSCI Emerging Markets Investable Market Index

EEMD Portfolio Management

0.49%
-0.93%
3.58%
-3.49%

EEMD Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

EEMD Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

Factset Analytics Block Liquidity

As of 11/30/22

This measurement shows how easy it is to trade a $1 million USD block of EEMD. EEMD is rated a 2 out of 5.

EEMD Tradability

1,742
$27.20K
726
$11.82K
0.37%
$0.06
0.49%
5.21% / -2.10%
None
18.76%
25,000
0.03
0.17%
0.23%
0
$17.31
2

EEMD Sector/Industry Breakdown

EEMD Segment
Benchmark
19.39% --
9.43% --
9.06% --
8.42% --
8.41% --
8.10% --
7.36% --
6.52% --
5.60% --
4.89% --

EEMD Top 10 Holdings

3.65%
3.58%
3.24%
3.15%
2.19%
2.16%
2.11%
2.04%
1.97%
1.95%
26.05%

EEMD Performance Statistics

0.61
0.75
0.69
0.88
0.80%
MSCI Emerging Markets Investable Market Index

EEMD Countries

EEMD Segment
Benchmark
15.26% 19.72%
12.74% 14.21%
11.09% 0.63%
10.26% 6.60%
6.90% 12.05%
6.88% 2.35%
6.84% 3.70%
5.10% 2.45%
4.39% 17.49%
4.21% 0.63%

EEMD Regions

EEMD Segment
Benchmark
56.03% 75.13%
22.19% 13.01%
16.82% 10.03%
3.09% 1.33%
1.27% 0.50%

EEMD Economic Development

EEMD Segment
Benchmark
75.97% 67.69%
23.43% 32.31%

EEMD Benchmark Comparison Holdings

57
3210
44
1.89%

EEMD Benchmark Comparison Summary

EEMD Segment
Benchmark
57 3210
$8.16B $67.38B
4.17 10.63
0.70 1.45
10.73% 3.13%
Low Low

EEMD Benchmark Comparison Market Cap Size

EEMD Segment
Benchmark
14.11% 57.75%
49.68% 27.83%
35.69% 11.47%
0.00% 2.20%