PortfoliosLab logoPortfoliosLab logo
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
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

VEIEX Performance Chart

Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) is up 13.0% since the beginning of the year. VEIEX is currently trading at $38 per share. Investors who bought $1,000 worth of VEIEX shares 5 years ago would now be looking at an investment worth $1,315.


Loading charts...

S&P 500 Index

Returns By Period

Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) has returned 13.04% so far this year and 30.72% over the past 12 months. Over the last ten years, VEIEX has returned 8.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard Emerging Markets Stock Index Fund Investor Shares

1D
1.49%
1M
3.20%
YTD
13.04%
6M
13.71%
1Y
30.72%
3Y*
16.54%
5Y*
5.63%
10Y*
8.75%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEIEX Monthly Returns History

Based on dividend-adjusted daily data since May 4, 1994, VEIEX's average daily return is +0.03%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was May 2009 with a return of +18.3%, while the worst month was Oct 2008 at -27.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VEIEX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +14.7%, while the worst single day was Oct 15, 2008 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.97%2.86%-7.63%9.29%1.97%1.70%13.04%
20250.46%0.25%1.36%0.21%3.84%5.19%1.09%2.98%5.69%1.40%-1.27%1.23%24.58%
2024-3.20%3.98%1.57%1.02%1.94%2.17%1.01%1.07%7.06%-3.13%-1.94%-0.46%11.15%
20237.77%-6.27%2.54%-0.66%-2.48%4.30%5.91%-5.69%-2.07%-3.44%6.76%2.97%8.66%
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%

Benchmark Metrics

Vanguard Emerging Markets Stock Index Fund Investor Shares has an annualized alpha of 0.53%, beta of 0.76, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since May 04, 1994.

  • This fund participated in 108.59% of S&P 500 Index downside but only 97.82% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.49 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.53%
Beta
0.76
0.49
Upside Capture
97.82%
Downside Capture
108.59%

Expense Ratio

VEIEX has an expense ratio of 0.29%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VEIEX ranks 51 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VEIEX Risk / Return Rank: 5151
Overall Rank
VEIEX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VEIEX Sortino Ratio Rank: 4848
Sortino Ratio Rank
VEIEX Omega Ratio Rank: 5252
Omega Ratio Rank
VEIEX Calmar Ratio Rank: 5454
Calmar Ratio Rank
VEIEX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VEIEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

2.68

2.78

-0.10

Martin ratioReturn relative to average drawdown

9.77

12.44

-2.67

Dividends

Dividend History

Vanguard Emerging Markets Stock Index Fund Investor Shares provided a 2.12% dividend yield over the last twelve months, with an annual payout of $0.82 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.82$0.88$0.83$0.86$0.96$0.75$0.55$0.86$0.65$0.62$0.53$0.63

Dividend yield

2.12%2.59%2.97%3.32%3.87%2.41%1.72%3.07%2.67%2.14%2.33%3.04%

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
2026$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2025$0.00$0.00$0.01$0.00$0.00$0.07$0.00$0.00$0.16$0.00$0.00$0.64$0.88
2024$0.00$0.00$0.01$0.00$0.00$0.09$0.00$0.00$0.07$0.00$0.00$0.66$0.83
2023$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.19$0.00$0.00$0.53$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

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.


Loading charts...

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 66.47%, occurring on Nov 20, 2008. Recovery took 2239 trading sessions.

The current Vanguard Emerging Markets Stock Index Fund Investor Shares drawdown is 0.74%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-66.47%Nov 2008
1y 20d8y 10mo
9y 11moNov 2007 - Oct 2017
1998 bear market1998
-54.78%Sep 1998
1y 2mo5y 3mo
6y 5moJul 1997 - Jan 2004
COVID crash2020
-36.30%Mar 2020
2y 1mo7mo 28d
2y 9moJan 2018 - Nov 2020
Bear market2022
-34.30%Oct 2022
1y 8mo2y 8mo
4y 4moFeb 2021 - Jul 2025
1995 bear market1995
-32.47%Mar 1995
5mo 21d1y 10mo
2y 3moSep 1994 - Jan 1997

Drawdown Indicators


VEIEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-66.47%

-56.78%

-9.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-9.10%

-1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.84%

-18.90%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-32.60%

-25.43%

-7.17%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

-33.92%

-2.38%

Current Drawdown

Current decline from peak

-0.74%

-1.80%

+1.06%

Average Drawdown

Average peak-to-trough decline

-17.18%

-10.71%

-6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.03%

+1.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with VEIEX

Add Vanguard Emerging Markets Stock Index Fund Investor Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with VEIEX