PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard Emerging Markets Stock Index Fund Investo...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9220423043

CUSIP

922042304

Issuer

Vanguard

Inception Date

May 4, 1994

Min. Investment

$0

Index Tracked

FTSE Emerging Markets All Cap China A Inclusion Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
VEIEX vs. VFINX VEIEX vs. AVES VEIEX vs. VWO VEIEX vs. DEMGX VEIEX vs. GQGPX VEIEX vs. VDIGX VEIEX vs. VDADX VEIEX vs. VOO VEIEX vs. VUG VEIEX vs. XCEM
Popular comparisons:
VEIEX vs. VFINX VEIEX vs. AVES VEIEX vs. VWO VEIEX vs. DEMGX VEIEX vs. GQGPX VEIEX vs. VDIGX VEIEX vs. VDADX VEIEX vs. VOO VEIEX vs. VUG VEIEX vs. XCEM

Performance

Performance Chart

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


400.00%600.00%800.00%1,000.00%1,200.00%JuneJulyAugustSeptemberOctoberNovember
527.75%
1,182.78%
VEIEX (Vanguard Emerging Markets Stock Index Fund Investor Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Emerging Markets Stock Index Fund Investor Shares had a return of 10.62% year-to-date (YTD) and 15.43% in the last 12 months. Over the past 10 years, Vanguard Emerging Markets Stock Index Fund Investor Shares had an annualized return of 3.42%, while the S&P 500 had an annualized return of 11.16%, indicating that Vanguard Emerging Markets Stock Index Fund Investor Shares did not perform as well as the benchmark.


VEIEX

YTD

10.62%

1M

-4.79%

6M

1.46%

1Y

15.43%

5Y (annualized)

4.09%

10Y (annualized)

3.42%

^GSPC (Benchmark)

YTD

23.62%

1M

0.54%

6M

11.19%

1Y

30.63%

5Y (annualized)

13.61%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.49%3.98%1.57%1.02%1.94%2.17%1.01%1.07%7.06%-3.13%10.62%
20237.77%-6.27%2.54%-0.66%-2.48%4.30%5.91%-5.69%-2.07%-3.44%6.76%3.29%8.99%
20220.42%-4.30%-2.47%-5.55%0.58%-4.47%-0.87%0.23%-10.18%-3.45%14.42%-2.11%-17.91%
20212.93%1.65%-1.03%1.86%1.73%1.42%-6.29%2.67%-3.37%1.11%-3.22%1.73%0.72%
2020-5.05%-3.71%-17.52%9.29%2.33%7.16%8.38%2.26%-1.67%1.94%8.22%5.89%15.05%
20198.52%0.65%1.90%2.08%-6.45%5.42%-1.19%-3.76%1.32%3.87%0.15%6.96%20.11%
20188.39%-4.73%-1.19%-2.09%-2.83%-4.51%3.18%-3.55%-1.31%-7.58%4.45%-2.98%-14.73%
20174.94%3.28%2.25%1.39%1.22%0.77%5.31%3.09%-0.78%2.44%0.18%3.52%31.14%
2016-6.01%-0.87%13.04%0.78%-3.40%5.03%4.67%1.67%1.27%0.63%-4.36%-0.16%11.54%
20150.67%3.53%-2.08%7.79%-3.38%-2.39%-6.81%-9.32%-3.25%5.57%-3.25%-2.50%-15.52%
2014-7.27%3.42%3.86%0.51%3.72%3.00%1.46%3.57%-7.17%2.31%-1.00%-4.97%0.41%
20130.61%-1.74%-1.57%1.36%-3.73%-6.13%0.97%-3.18%7.14%4.65%-2.02%-0.97%-5.20%

Expense Ratio

VEIEX features an expense ratio of 0.29%, falling within the medium range.


Expense ratio chart for VEIEX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEIEX is 23, indicating that it is in the bottom 23% 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 VEIEX is 2323
Combined Rank
The Sharpe Ratio Rank of VEIEX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIEX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VEIEX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VEIEX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VEIEX is 2727
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 Stock Index Fund Investor Shares (VEIEX) 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 VEIEX, currently valued at 1.14, compared to the broader market0.002.004.001.142.51
The chart of Sortino ratio for VEIEX, currently valued at 1.66, compared to the broader market0.005.0010.001.663.37
The chart of Omega ratio for VEIEX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.47
The chart of Calmar ratio for VEIEX, currently valued at 0.61, compared to the broader market0.005.0010.0015.0020.0025.000.613.63
The chart of Martin ratio for VEIEX, currently valued at 5.69, compared to the broader market0.0020.0040.0060.0080.00100.005.6916.15
VEIEX
^GSPC

The current Vanguard Emerging Markets Stock Index Fund Investor Shares Sharpe ratio is 1.14. 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 Stock Index Fund Investor 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.14
2.48
VEIEX (Vanguard Emerging Markets Stock Index Fund Investor Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Emerging Markets Stock Index Fund Investor Shares provided a 2.48% dividend yield over the last twelve months, with an annual payout of $0.71 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.71$0.86$0.96$0.75$0.55$0.86$0.65$0.62$0.53$0.63$0.68$0.66

Dividend yield

2.48%3.31%3.87%2.41%1.72%3.07%2.67%2.14%2.33%3.04%2.67%2.57%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.01$0.00$0.00$0.09$0.00$0.00$0.07$0.00$0.00$0.17
2023$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.19$0.00$0.00$0.54$0.86
2022$0.00$0.00$0.07$0.00$0.00$0.18$0.00$0.00$0.32$0.00$0.00$0.39$0.96
2021$0.00$0.00$0.03$0.00$0.00$0.16$0.00$0.00$0.28$0.00$0.00$0.28$0.75
2020$0.00$0.00$0.02$0.00$0.00$0.10$0.00$0.00$0.26$0.00$0.00$0.17$0.55
2019$0.00$0.00$0.04$0.00$0.00$0.17$0.00$0.00$0.31$0.00$0.00$0.34$0.86
2018$0.00$0.00$0.04$0.00$0.00$0.16$0.00$0.00$0.29$0.00$0.00$0.15$0.65
2017$0.00$0.00$0.03$0.00$0.00$0.15$0.00$0.00$0.32$0.00$0.00$0.12$0.62
2016$0.00$0.00$0.03$0.00$0.00$0.13$0.00$0.00$0.28$0.00$0.00$0.09$0.53
2015$0.00$0.00$0.03$0.00$0.00$0.23$0.00$0.00$0.28$0.00$0.00$0.09$0.63
2014$0.00$0.00$0.06$0.00$0.00$0.25$0.00$0.00$0.27$0.00$0.00$0.10$0.68
2013$0.02$0.00$0.00$0.31$0.00$0.00$0.21$0.00$0.00$0.13$0.66

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.19%
-2.18%
VEIEX (Vanguard Emerging Markets Stock Index Fund Investor Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Emerging Markets Stock Index Fund Investor 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 Stock Index Fund Investor Shares was 65.96%, occurring on Nov 20, 2008. Recovery took 2204 trading sessions.

The current Vanguard Emerging Markets Stock Index Fund Investor Shares drawdown is 11.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.96%Nov 1, 2007266Nov 20, 20082204Aug 25, 20172470
-54.78%Jul 9, 1997307Sep 10, 19981337Dec 24, 20031644
-36.3%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-34.3%Feb 18, 2021425Oct 24, 2022
-31.38%Sep 19, 1994124Mar 9, 1995478Jan 7, 1997602

Volatility

Volatility Chart

The current Vanguard Emerging Markets Stock Index Fund Investor Shares volatility is 4.00%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.00%
4.06%
VEIEX (Vanguard Emerging Markets Stock Index Fund Investor Shares)
Benchmark (^GSPC)