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Vanguard Emerging Markets Bond Fund Admiral Shares...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

CUSIP

922020813

Issuer

Vanguard

Inception Date

Dec 6, 2017

Min. Investment

$50,000

Asset Class

Bond

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VEGBX vs. VVIAX VEGBX vs. VTABX VEGBX vs. VGCAX VEGBX vs. VTINX VEGBX vs. VWO VEGBX vs. VWALX VEGBX vs. VEMAX VEGBX vs. VTIAX VEGBX vs. VTSAX VEGBX vs. NEAR
Popular comparisons:
VEGBX vs. VVIAX VEGBX vs. VTABX VEGBX vs. VGCAX VEGBX vs. VTINX VEGBX vs. VWO VEGBX vs. VWALX VEGBX vs. VEMAX VEGBX vs. VTIAX VEGBX vs. VTSAX VEGBX vs. NEAR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Emerging Markets Bond Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.86%
11.50%
VEGBX (Vanguard Emerging Markets Bond Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Emerging Markets Bond Fund Admiral Shares had a return of 7.55% year-to-date (YTD) and 13.85% in the last 12 months.


VEGBX

YTD

7.55%

1M

-0.11%

6M

4.87%

1Y

13.85%

5Y (annualized)

3.36%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of VEGBX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.53%0.93%2.05%-2.02%1.70%0.57%2.09%2.04%1.92%-1.61%7.55%
20233.98%-2.34%0.98%0.49%-0.40%2.47%2.35%-1.23%-1.96%-1.20%5.63%4.64%13.82%
2022-2.21%-5.71%-0.38%-5.56%0.90%-7.03%3.76%-0.17%-6.03%1.25%8.29%0.17%-13.01%
2021-0.65%-1.83%-1.49%2.56%0.95%0.65%0.27%0.93%-1.80%-0.35%-2.10%0.05%-2.88%
20201.49%0.21%-11.76%3.52%7.95%3.93%3.85%1.36%-1.49%0.26%3.85%1.11%13.78%
20194.95%1.24%2.24%0.32%0.66%3.45%1.31%-0.51%0.44%0.70%-0.30%0.30%15.70%
20180.44%-1.03%0.21%-0.58%-0.53%-1.00%2.79%-1.74%2.01%-1.75%-0.56%1.19%-0.66%
20171.69%1.88%0.88%1.83%0.77%0.30%1.06%1.80%0.54%0.94%0.41%0.72%13.58%
20161.90%2.11%0.00%3.41%2.42%2.18%0.84%-0.88%-4.04%1.48%9.60%

Expense Ratio

VEGBX features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for VEGBX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VEGBX is 82, placing it in the top 18% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VEGBX is 8282
Combined Rank
The Sharpe Ratio Rank of VEGBX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VEGBX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VEGBX is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VEGBX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VEGBX is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VEGBX, currently valued at 2.73, compared to the broader market-1.000.001.002.003.004.005.002.732.46
The chart of Sortino ratio for VEGBX, currently valued at 4.20, compared to the broader market0.005.0010.004.203.31
The chart of Omega ratio for VEGBX, currently valued at 1.54, compared to the broader market1.002.003.004.001.541.46
The chart of Calmar ratio for VEGBX, currently valued at 1.37, compared to the broader market0.005.0010.0015.0020.0025.001.373.55
The chart of Martin ratio for VEGBX, currently valued at 15.15, compared to the broader market0.0020.0040.0060.0080.00100.0015.1515.76
VEGBX
^GSPC

The current Vanguard Emerging Markets Bond Fund Admiral Shares Sharpe ratio is 2.73. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Emerging Markets Bond Fund Admiral Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.73
2.46
VEGBX (Vanguard Emerging Markets Bond Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Emerging Markets Bond Fund Admiral Shares provided a 7.02% dividend yield over the last twelve months, with an annual payout of $1.66 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.502017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$1.66$1.67$1.23$0.98$0.97$1.18$1.18$0.10

Dividend yield

7.02%7.21%5.62%3.67%3.40%4.55%5.01%0.39%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Emerging Markets Bond Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.13$0.10$0.11$0.14$0.13$0.16$0.13$0.11$0.12$0.15$0.00$1.28
2023$0.11$0.12$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.15$0.14$0.24$1.67
2022$0.07$0.07$0.09$0.07$0.15$0.08$0.11$0.10$0.12$0.15$0.10$0.13$1.23
2021$0.08$0.08$0.05$0.06$0.07$0.08$0.08$0.08$0.08$0.08$0.09$0.15$0.98
2020$0.07$0.08$0.08$0.04$0.08$0.07$0.14$0.07$0.06$0.10$0.09$0.10$0.97
2019$0.10$0.11$0.11$0.11$0.10$0.10$0.09$0.08$0.09$0.07$0.07$0.15$1.18
2018$0.07$0.07$0.08$0.08$0.09$0.10$0.11$0.12$0.10$0.14$0.11$0.12$1.18
2017$0.10$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.68%
-1.40%
VEGBX (Vanguard Emerging Markets Bond Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Emerging Markets Bond Fund Admiral Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Emerging Markets Bond Fund Admiral Shares was 25.52%, occurring on Oct 21, 2022. Recovery took 453 trading sessions.

The current Vanguard Emerging Markets Bond Fund Admiral Shares drawdown is 1.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.52%Sep 3, 2021286Oct 21, 2022453Aug 13, 2024739
-19.27%Mar 5, 202013Mar 23, 202053Jun 8, 202066
-5.85%Oct 5, 201629Nov 14, 201685Mar 20, 2017114
-4.76%Dec 21, 202068Mar 30, 202188Aug 4, 2021156
-4.19%Jan 17, 2018107Jun 19, 2018138Jan 7, 2019245

Volatility

Volatility Chart

The current Vanguard Emerging Markets Bond Fund Admiral Shares volatility is 1.57%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.57%
4.07%
VEGBX (Vanguard Emerging Markets Bond Fund Admiral Shares)
Benchmark (^GSPC)