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Vanguard Emerging Markets Stock Index Fund Investo...
Performance
Return for Risk
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
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) has returned -2.56% so far this year and 18.92% over the past 12 months. Over the last ten years, VEIEX has returned 7.11% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Vanguard Emerging Markets Stock Index Fund Investor Shares

1D
-0.84%
1M
-9.75%
YTD
-2.56%
6M
-1.25%
1Y
18.92%
3Y*
12.28%
5Y*
3.20%
10Y*
7.11%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 4, 1994, VEIEX's average daily return is +0.03%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 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%-9.75%-2.56%
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 0.47%, beta of 0.76, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since May 05, 1994.

  • This fund participated in 108.85% of S&P 500 Index downside but only 98.36% 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
0.47%
Beta
0.76
0.49
Upside Capture
98.36%
Downside Capture
108.85%

Expense Ratio

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


Return for Risk

Risk / Return Rank

VEIEX ranks 63 for risk / return — better than 63% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VEIEX Risk / Return Rank: 6363
Overall Rank
VEIEX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VEIEX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VEIEX Omega Ratio Rank: 5959
Omega Ratio Rank
VEIEX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VEIEX Martin Ratio Rank: 5757
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 a chosen benchmark (S&P 500 Index).


VEIEXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.90

+0.32

Sortino ratio

Return per unit of downside risk

1.68

1.39

+0.30

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.51

1.40

+0.11

Martin ratio

Return relative to average drawdown

5.60

6.61

-1.00

Explore VEIEX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Vanguard Emerging Markets Stock Index Fund Investor Shares provided a 2.61% dividend yield over the last twelve months, with an annual payout of $0.87 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$0.87$0.88$0.83$0.86$0.96$0.75$0.55$0.86$0.65$0.62$0.53$0.63

Dividend yield

2.61%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
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.


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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 11.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.47%Nov 1, 2007267Nov 20, 20082239Oct 13, 20172506
-54.78%Jul 9, 1997297Sep 10, 19981335Jan 2, 20041632
-36.3%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-34.3%Feb 18, 2021425Oct 24, 2022673Jul 2, 20251098
-32.47%Sep 19, 1994120Mar 9, 1995469Jan 15, 1997589

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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