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Vanguard Emerging Markets Stock Index Fund Institu...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9220426012

CUSIP

922042601

Issuer

Vanguard

Inception Date

Jun 22, 2000

Min. Investment

$5,000,000

Asset Class

Equity

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:
VEMIX vs. VTPSX VEMIX vs. VMMSX VEMIX vs. VDIPX VEMIX vs. VEMPX VEMIX vs. VTSNX VEMIX vs. VWO VEMIX vs. VIIIX VEMIX vs. VIGIX VEMIX vs. VFIAX VEMIX vs. VINIX
Popular comparisons:
VEMIX vs. VTPSX VEMIX vs. VMMSX VEMIX vs. VDIPX VEMIX vs. VEMPX VEMIX vs. VTSNX VEMIX vs. VWO VEMIX vs. VIIIX VEMIX vs. VIGIX VEMIX vs. VFIAX VEMIX vs. VINIX

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.61%
11.49%
VEMIX (Vanguard Emerging Markets Stock Index Fund Institutional Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Emerging Markets Stock Index Fund Institutional Shares had a return of 12.13% year-to-date (YTD) and 15.96% in the last 12 months. Over the past 10 years, Vanguard Emerging Markets Stock Index Fund Institutional Shares had an annualized return of 3.46%, while the S&P 500 had an annualized return of 11.13%, indicating that Vanguard Emerging Markets Stock Index Fund Institutional Shares did not perform as well as the benchmark.


VEMIX

YTD

12.13%

1M

-3.99%

6M

3.61%

1Y

15.96%

5Y (annualized)

4.52%

10Y (annualized)

3.46%

^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 VEMIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.50%4.03%1.55%1.06%1.94%2.22%1.01%1.07%7.05%-3.07%12.13%
20237.75%-6.25%2.56%-0.63%-2.44%4.28%5.92%-5.67%-2.06%-3.41%6.77%3.30%9.18%
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%
2020-5.02%-3.71%-17.51%9.26%2.38%7.17%8.39%2.30%-1.66%1.94%8.23%5.92%15.26%
20198.53%0.65%1.90%2.12%-6.42%5.39%-1.12%-3.81%1.37%3.87%0.19%6.98%20.35%
20188.44%-4.73%-1.17%-2.06%-2.83%-4.50%3.22%-3.55%-1.26%-7.59%4.46%-2.94%-14.55%
20174.95%3.32%2.26%1.44%1.22%0.79%5.36%3.09%-0.77%2.48%0.18%3.51%31.42%
2016-5.97%-0.87%13.05%0.78%-3.40%5.11%4.64%1.72%1.26%0.68%-4.32%-0.17%11.75%
20150.67%3.57%-2.10%7.84%-3.38%-2.97%-6.78%-9.34%-3.24%5.59%-3.21%-2.46%-15.87%
2014-7.24%3.47%3.88%0.51%3.72%3.06%1.46%3.57%-7.16%2.31%-0.93%-4.97%0.66%
20130.64%-1.74%-1.56%1.40%-3.70%-6.16%1.02%-3.14%7.11%4.66%-1.94%-0.99%-5.01%

Expense Ratio

VEMIX has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VEMIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEMIX is 27, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VEMIX is 2727
Combined Rank
The Sharpe Ratio Rank of VEMIX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMIX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VEMIX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of VEMIX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of VEMIX is 3030
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 Institutional Shares (VEMIX) 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 VEMIX, currently valued at 1.24, compared to the broader market-1.000.001.002.003.004.005.001.242.46
The chart of Sortino ratio for VEMIX, currently valued at 1.81, compared to the broader market0.005.0010.001.813.31
The chart of Omega ratio for VEMIX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.46
The chart of Calmar ratio for VEMIX, currently valued at 0.67, compared to the broader market0.005.0010.0015.0020.0025.000.673.55
The chart of Martin ratio for VEMIX, currently valued at 5.94, compared to the broader market0.0020.0040.0060.0080.00100.005.9415.76
VEMIX
^GSPC

The current Vanguard Emerging Markets Stock Index Fund Institutional Shares Sharpe ratio is 1.24. 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 Institutional 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
1.24
2.46
VEMIX (Vanguard Emerging Markets Stock Index Fund Institutional Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Emerging Markets Stock Index Fund Institutional Shares provided a 2.63% dividend yield over the last twelve months, with an annual payout of $0.76 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$0.76$0.91$1.01$0.81$0.60$0.91$0.70$0.68$0.58$0.68$0.73$0.72

Dividend yield

2.63%3.51%4.09%2.61%1.91%3.23%2.89%2.33%2.55%3.29%2.88%2.79%

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
2024$0.00$0.00$0.02$0.00$0.00$0.11$0.00$0.00$0.08$0.00$0.00$0.21
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
2020$0.00$0.00$0.04$0.00$0.00$0.11$0.00$0.00$0.27$0.00$0.00$0.19$0.60
2019$0.00$0.00$0.05$0.00$0.00$0.18$0.00$0.00$0.33$0.00$0.00$0.35$0.91
2018$0.00$0.00$0.06$0.00$0.00$0.18$0.00$0.00$0.30$0.00$0.00$0.16$0.70
2017$0.00$0.00$0.05$0.00$0.00$0.16$0.00$0.00$0.33$0.00$0.00$0.14$0.68
2016$0.00$0.00$0.04$0.00$0.00$0.14$0.00$0.00$0.29$0.00$0.00$0.11$0.58
2015$0.00$0.00$0.05$0.00$0.00$0.25$0.00$0.00$0.29$0.00$0.00$0.10$0.68
2014$0.00$0.00$0.07$0.00$0.00$0.27$0.00$0.00$0.28$0.00$0.00$0.11$0.73
2013$0.04$0.00$0.00$0.32$0.00$0.00$0.22$0.00$0.00$0.14$0.72

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
-9.48%
-1.40%
VEMIX (Vanguard Emerging Markets Stock Index Fund Institutional Shares)
Benchmark (^GSPC)

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 2215 trading sessions.

The current Vanguard Emerging Markets Stock Index Fund Institutional Shares drawdown is 9.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.43%Nov 1, 2007266Nov 20, 20082215Sep 12, 20172481
-36.04%Jan 29, 2018541Mar 23, 2020161Nov 9, 2020702
-34.09%Feb 18, 2021425Oct 24, 2022
-32.6%Feb 1, 2001157Sep 21, 2001142Apr 17, 2002299
-30.26%Apr 18, 2002122Oct 10, 2002198Jul 28, 2003320

Volatility

Volatility Chart

The current Vanguard Emerging Markets Stock Index Fund Institutional Shares volatility is 3.85%, 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
3.85%
4.07%
VEMIX (Vanguard Emerging Markets Stock Index Fund Institutional Shares)
Benchmark (^GSPC)