skip navigation
Blog

Stay up to date on timely topics and market events. Subscribe to our Blog now.

MARKETS
May 16, 2024

Emerging Markets—Making Sense of the Latest Market Moves

By Robert O. Abad, Kevin J. Ritter, CFA

Stay up to date on timely topics and market events. Subscribe to our Blog now.

Product Specialist Robert Abad converses with Portfolio Manager Kevin Ritter about Western Asset’s latest views on emerging markets (EM) in this period of broad market volatility and select investment opportunities in the asset class.

RA: Despite recent setbacks in EM local currency bonds, do you think they're gearing up for a comeback as the Federal Reserve (Fed) begins easing?

KR: I'd like to address the recent market volatility first because we don't want it to overshadow what we see as a compelling opportunity for EM as we move through 2024. In the short term, EM is more sensitive to macroeconomic scenarios, particularly those involving the Fed. Many of these trades have experienced significant gains throughout the latter part of 2023 and early 2024. So, with the Fed's trajectory undergoing a repricing, we're witnessing a bit of a correction in some of the more crowded, high-carry trades.

However, let's contrast this short-term view with Western Asset's medium- to longer-term EM outlook. Fundamentally, EM policymakers have been proactive. This is especially evident in countries like Brazil, which began hiking rates as early as March 2021, a full year before the Fed did so. This proactive approach has led to a notable decline in inflation across many EM countries, prompting some to even start easing monetary policy. Additionally, EM growth has remained relatively robust, thanks to fiscal support and a generally strong macroeconomic environment. This combination of high rates, declining inflation, and steady growth creates a positive fundamental backdrop for EM.

Exhibit 1: Overnight Rates—US vs. EM
Overnight Rates—US vs. EM
Source: Bloomberg, Western Asset. EM= Brazil, Mexico, Colombia, Hungary, Chile, South Africa, India, Indonesia and Poland. As 31 Mar 24. Select the image to expand the view.

Moving on to valuations, they remain attractive, especially when we consider the punishment EM assets endured during the aggressive Fed rate hikes in 2022. Despite some recovery in returns during the latter part of 2023 and early 2024, EM trades still have room for further compression, especially when compared to pre-Fed liftoff levels.

Finally, let's discuss the broader macroeconomic environment. While EM certainly benefits from a dovish Fed stance, it's not necessarily a requirement for their performance to be positive. A notable example is the recent thawing of EM countries’ access to capital markets, with the Ivory Coast and Kenya successfully accessing financing markets after being frozen out for much of 2022 and 2023. In a nutshell, despite recent turbulence, we're optimistic about EM's prospects in 2024 and beyond.

Exhibit 2: Western Asset’s EM Risk Dial
Western Asset’s EM Risk Dial
Source: Western Asset. As 30 Apr 24. Select the image to expand the view.

RA: Do you anticipate the outcome of the US elections having a broader impact on EM?

KR: There are always risks associated with EM investing, from conflicts in various regions to election cycles and external shocks from the Fed. As portfolio managers, it's crucial for us to construct resilient portfolios that can navigate through various scenarios. Diversification is key, helping our portfolios to weather risks, whether they're tied to elections or other external factors.

Regarding the US presidential elections, regardless of whether the Democrats or Republicans win, both parties are likely to maintain a tough stance on China. We've already seen indications of this, such as Biden proposing a tripling of tariffs on aluminum and steel imports from China. This ongoing toughness on China could lead to trade frictions, but it also presents opportunities for certain EM countries. For example, Mexico, India, the Dominican Republic and Costa Rica could benefit from supply chain diversification, nearshoring and friend-shoring initiatives. In essence, it's a mix of winners and losers from an EM perspective.

RA: Where do you see the most attractive investment opportunities in EM right now?

KR: Traditionally, EM has seen robust returns about six to 18 months after the last Fed hike, and we expect this trend to continue. From a valuation standpoint, EM assets currently appear more attractive both on a historical basis and compared to other asset classes. However, it's important to recognize the diversity within the EM asset class. On the credit side, there's a wide range—from AAA rated issuers in Singapore to defaulted securities in Venezuela, with unique challenges in local rates and FX.

Exhibit 3: EM Sector Performance Since Last Fed Hike
EM Sector Performance Since Last Fed Hike
Source: Western Asset. As 01 May 24. This [rate-hiking] Cycle began July 2023; Last 2 Cycles: December 2015-December 2018 and June 2004-June 2006. Select the image to expand the view.

Our approach to EM investing goes beyond benchmarks. We tailor solutions to meet client needs and identify attractive opportunities. For instance, investment-grade-rated EM debt currently offers spreads about 150 to 200 bps over US Treasuries, which is twice that of the US investment-grade corporate credit market—a compelling proposition. We also see value in frontier or next-generation EM, which were hit hard during the 2022 Fed liftoff but remain attractive compared to US high-yield assets. Additionally, we're exploring niche opportunities such as EM-currency-denominated supranationals, which allow investors to access EM currency and rate exposure within AAA rated securities—a feature many investors find appealing.

RA: Are there any regions or countries that the EM Team finds particularly appealing right now?

KR: Absolutely. Latin America, and specifically Mexico, stand out to us. The current inflation dynamics have created unique opportunities across regions and countries. Take China, for instance, where the situation is the opposite of the US and Western economies. China is combating deflation, and as a result, its local rate yield curve trades significantly lower than that of the US. Therefore, investing in China, particularly on the local side, may be less attractive for US-based investors.

In contrast, Latin America offers higher rate structures. As mentioned earlier, Mexico stands out with an overnight rate of 11% and local Mexican Treasuries are trading between 9.5% and 10.5%, with annual inflation below 4.5%. The Mexican central bank has effectively managed inflation and has recently initiated an easing cycle in a prudent manner. We anticipate this will serve as a tailwind for Mexican assets.

Mexico also has an upcoming election in June, and we view the incoming administration as potentially more favorable compared to the current one. When considering these factors alongside the trends of nearshoring and supply chain diversification, we believe investing in Mexico offers a compelling carry trade opportunity. While it experienced strong performance last year, we still see Mexico fixed-income as an attractive allocation for portfolios throughout 2024.

© Western Asset Management Company, LLC 2024. The information contained in these materials ("the materials") is intended for the exclusive use of the designated recipient ("the recipient"). This information is proprietary and confidential and may contain commercially sensitive information, and may not be copied, reproduced or republished, in whole or in part, without the prior written consent of Western Asset Management Company ("Western Asset").
Past performance does not predict future returns. These materials should not be deemed to be a prediction or projection of future performance. These materials are intended for investment professionals including professional clients, eligible counterparties, and qualified investors only.
These materials have been produced for illustrative and informational purposes only. These materials contain Western Asset's opinions and beliefs as of the date designated on the materials; these views are subject to change and may not reflect real-time market developments and investment views.
Third party data may be used throughout the materials, and this data is believed to be accurate to the best of Western Asset's knowledge at the time of publication, but cannot be guaranteed. These materials may also contain strategy or product awards or rankings from independent third parties or industry publications which are based on unbiased quantitative and/or qualitative information determined independently by each third party or publication. In some cases, Western Asset may subscribe to these third party's standard industry services or publications. These standard subscriptions and services are available to all asset managers and do not influence rankings or awards in any way.
Investment strategies or products discussed herein may involve a high degree of risk, including the loss of some or all capital. Investments in any products or strategies described in these materials may be volatile, and investors should have the financial ability and willingness to accept such risks.
Unless otherwise noted, investment performance contained in these materials is reflective of a strategy composite. All other strategy data and information included in these materials reflects a representative portfolio which is an account in the composite that Western Asset believes most closely reflects the current portfolio management style of the strategy. Performance is not a consideration in the selection of the representative portfolio. The characteristics of the representative portfolio shown may differ from other accounts in the composite. Information regarding the representative portfolio and the other accounts in the composite are available upon request. Statements in these materials should not be considered investment advice. References, either general or specific, to securities and/or issuers in the materials are for illustrative purposes only and are not intended to be, and should not be interpreted as, recommendation to purchase or sell such securities. Employees and/or clients of Western Asset may have a position in the securities or issuers mentioned.
These materials are not intended to provide, and should not be relied on for, accounting, legal, tax, investment or other advice. The recipient should consult its own counsel, accountant, investment, tax, and any other advisers for this advice, including economic risks and merits, related to making an investment with Western Asset. The recipient is responsible for observing the applicable laws and regulations of their country of residence.
Founded in 1971, Western Asset Management Company is a global fixed-income investment manager with offices in Pasadena, New York, London, Singapore, Tokyo, Melbourne, São Paulo, Hong Kong, and Zürich. Western Asset is a wholly owned subsidiary of Franklin Resources, Inc. but operates autonomously. Western Asset is comprised of six legal entities across the globe, each with distinct regional registrations: Western Asset Management Company, LLC, a registered Investment Adviser with the Securities and Exchange Commission; Western Asset Management Company Distribuidora de Títulos e Valores Mobiliários Limitada is authorized and regulated by Comissão de Valores Mobiliários and Brazilian Central Bank; Western Asset Management Company Pty Ltd ABN 41 117 767 923 is the holder of the Australian Financial Services License 303160; Western Asset Management Company Pte. Ltd. Co. Reg. No. 200007692R is a holder of a Capital Markets Services License for fund management and regulated by the Monetary Authority of Singapore; Western Asset Management Company Ltd, a registered Financial Instruments Business Operator and regulated by the Financial Services Agency of Japan; and Western Asset Management Company Limited is authorised and regulated by the Financial Conduct Authority ("FCA") (FRN 145930). This communication is intended for distribution to Professional Clients only if deemed to be a financial promotion in the UK as defined by the FCA. This communication may also be intended for certain EEA countries where Western Asset has been granted permission to do so. For the current list of the approved EEA countries please contact Western Asset at +44 (0)20 7422 3000.