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ISIN
US9220426012
CUSIP
922042601
Issuer
Vanguard
Inception Date
Jun 22, 2000
Region
Emerging Markets (Broad)
Min. Investment
$5,000,000
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

VEMIX Performance Chart

Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) is up 9.2% since the beginning of the year. VEMIX is currently trading at $37 per share. Investors who bought $1,000 worth of VEMIX shares 5 years ago would now be looking at an investment worth $1,343.


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Benchmark

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Returns By Period

Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) has returned 9.18% so far this year and 21.49% over the past 12 months. Over the last ten years, VEMIX has returned 7.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.29% annually.


Vanguard Emerging Markets Stock Index Fund Institutional Shares

1D
1.26%
1M
-0.48%
6M
3.65%
YTD
9.18%
1Y
21.49%
3Y*
14.60%
5Y*
6.08%
10Y*
7.82%
ALL TIME*
7.29%

Benchmark (S&P 500 Index)

1D
1.48%
1M
1.57%
6M
8.95%
YTD
11.03%
1Y
21.84%
3Y*
19.28%
5Y*
11.54%
10Y*
13.29%
ALL TIME*
8.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEMIX Monthly Returns History

Based on dividend-adjusted daily data since Jun 22, 2000, VEMIX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 58% of months were positive and 42% were negative. The best month was May 2009 with a return of +18.2%, 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, VEMIX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +14.6%, while the worst single day was Oct 15, 2008 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.01%2.84%-7.59%9.31%2.00%-0.07%-1.81%9.18%
20250.46%0.25%1.38%0.25%3.85%5.22%1.09%2.99%5.72%1.41%-1.24%1.25%24.80%
2024-3.20%4.03%1.55%1.06%1.94%2.22%1.01%1.07%7.05%-3.07%-1.91%-0.45%11.38%
20237.75%-6.25%2.56%-0.63%-2.44%4.28%5.92%-5.67%-2.07%-3.41%6.77%2.98%8.85%
20220.42%-4.31%-2.42%-5.56%0.58%-4.39%-0.88%0.23%-10.16%-3.46%14.45%-2.07%-17.75%
20212.93%1.66%-1.02%1.89%1.74%1.44%-6.27%2.68%-3.34%1.11%-3.19%1.75%0.91%

Benchmark Metrics

Vanguard Emerging Markets Stock Index Fund Institutional Shares has an annualized alpha of 2.68%, beta of 0.81, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since June 22, 2000.

  • This fund captured 105.34% of S&P 500 Index gains and 100.99% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.68% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.68%
Beta
0.81
0.56
Upside Capture
105.34%
Downside Capture
100.99%

Expense Ratio

VEMIX has an expense ratio of 0.06%, which is considered low.


Return for Risk

Risk / Return Rank

VEMIX ranks 40 for risk / return — above 40% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.


VEMIX Risk / Return Rank: 4040
Overall Rank
VEMIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VEMIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VEMIX Omega Ratio Rank: 3939
Omega Ratio Rank
VEMIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VEMIX Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) 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.


VEMIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.23

1.31

-0.07

Calmar ratioReturn relative to maximum drawdown

1.87

2.41

-0.55

Martin ratioReturn relative to average drawdown

6.20

10.22

-4.02

Dividends

Dividend History

Vanguard Emerging Markets Stock Index Fund Institutional Shares provided a 2.35% 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$0.94$0.89$0.91$1.01$0.81$0.60$0.91$0.70$0.68$0.58$0.52

Dividend yield

2.35%2.77%3.17%3.51%4.09%2.61%1.90%3.23%2.89%2.33%2.55%2.51%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Emerging Markets Stock Index Fund Institutional 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$0.04$0.00$0.04
2025$0.00$0.00$0.03$0.00$0.00$0.09$0.00$0.00$0.18$0.00$0.00$0.65$0.94
2024$0.00$0.00$0.02$0.00$0.00$0.11$0.00$0.00$0.08$0.00$0.00$0.67$0.89
2023$0.00$0.00$0.02$0.00$0.00$0.14$0.00$0.00$0.21$0.00$0.00$0.55$0.91
2022$0.00$0.00$0.08$0.00$0.00$0.19$0.00$0.00$0.33$0.00$0.00$0.40$1.01
2021$0.00$0.00$0.04$0.00$0.00$0.18$0.00$0.00$0.30$0.00$0.00$0.30$0.81

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 Institutional 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 Institutional Shares was 66.43%, occurring on Nov 20, 2008. Recovery took 2216 trading sessions.

The current Vanguard Emerging Markets Stock Index Fund Institutional Shares drawdown is 4.23%.


Drawdown

Fall

Recovery

Underwater

Related event

-66.43%Nov 2008
1y 20d8y 9mo
9y 10moNov 2007 - Sep 2017
Financial crisis2007–2009
-42.89%Sep 2001
1y 2mo2y 1mo
3y 3moJul 2000 - Nov 2003
Dot-com crash2000–2002
-36.04%Mar 2020
2y 1mo7mo 21d
2y 9moJan 2018 - Nov 2020
COVID crash2020
-34.09%Oct 2022
1y 8mo2y 8mo
4y 4moFeb 2021 - Jun 2025
Bear market2022
-24.73%Jun 2006
1mo 5d5mo 24d
6mo 29dMay 2006 - Dec 2006

Drawdown Indicators


VEMIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-66.43%

-56.78%

-9.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-9.10%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-15.77%

-18.90%

+3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-30.68%

-25.43%

-5.25%

Max Drawdown (10Y)

Largest decline over 10 years

-36.04%

-33.92%

-2.12%

Current Drawdown

Current decline from peak

-4.23%

-0.12%

-4.11%

Average Drawdown

Average peak-to-trough decline

-15.91%

-10.70%

-5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.14%

+1.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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