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Issuer
Vanguard
Inception Date
Nov 18, 2013
Leveraged
1x (No leverage)
Index Tracked
Vanguard FTSE Emerging Markets Shares Index
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

VGE.AX Performance Chart

Vanguard FTSE Emerging Markets Shares ETF (VGE.AX) is up 4.2% since the beginning of the year. VGE.AX is currently trading at A$94 per share. Investors who bought A$1,000 worth of VGE.AX shares 5 years ago would now be looking at an investment worth A$1,297.


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S&P 500 Index

Returns By Period

Vanguard FTSE Emerging Markets Shares ETF (VGE.AX) has returned 4.15% so far this year and 11.82% over the past 12 months. Over the last ten years, VGE.AX has returned 8.28% per year, falling short of the S&P 500 Index benchmark, which averaged 14.27% annually.


Vanguard FTSE Emerging Markets Shares ETF

1D
-0.09%
1M
-0.57%
6M
1.41%
YTD
4.15%
1Y
11.82%
3Y*
13.35%
5Y*
5.34%
10Y*
8.28%

Benchmark (S&P 500 Index)

1D
0.12%
1M
1.38%
6M
4.49%
YTD
5.58%
1Y
12.98%
3Y*
18.01%
5Y*
13.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGE.AX Monthly Returns History

Based on dividend-adjusted daily data since Nov 18, 2013, VGE.AX's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +7.2%, while the worst month was Mar 2020 at -12.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VGE.AX closed higher 52% of trading days. The best single day was Mar 17, 2022 with a return of +5.3%, while the worst single day was Apr 7, 2025 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.19%-0.16%-6.61%6.33%2.79%3.46%-1.41%4.15%
20253.02%-0.89%-0.07%-2.04%4.47%2.96%2.14%1.97%4.60%2.82%-2.19%-0.99%16.61%
2024-1.02%4.50%1.69%1.48%-0.14%2.23%2.34%-2.60%6.02%1.63%-1.93%4.17%19.57%
20231.12%-1.03%2.29%0.24%-0.42%1.82%5.37%-2.00%-2.16%-2.31%2.36%-0.00%5.11%
20220.55%-5.96%-3.67%-1.53%-0.82%-0.95%-2.17%3.11%-5.91%-1.05%6.83%-0.64%-12.17%
20214.34%-0.57%-0.15%1.50%2.00%3.80%-4.84%3.10%-0.84%-2.92%2.17%-0.18%7.21%

Benchmark Metrics

Vanguard FTSE Emerging Markets Shares ETF has an annualized alpha of 5.98%, beta of 0.11, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 18, 2013.

  • This ETF participated in 42.73% of S&P 500 Index downside but only 37.82% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.11 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
5.98%
Beta
0.11
0.01
Upside Capture
37.82%
Downside Capture
42.73%

Return for Risk

Risk / Return Rank

VGE.AX ranks 26 for risk / return — below 26% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VGE.AX Risk / Return Rank: 2626
Overall Rank
VGE.AX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VGE.AX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VGE.AX Omega Ratio Rank: 2727
Omega Ratio Rank
VGE.AX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VGE.AX Martin Ratio Rank: 2626
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 FTSE Emerging Markets Shares ETF (VGE.AX) 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.


VGE.AXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratioReturn relative to maximum drawdown

0.90

1.11

-0.21

Martin ratioReturn relative to average drawdown

2.80

3.10

-0.30

Dividends

Dividend History

Vanguard FTSE Emerging Markets Shares ETF provided a 0.32% dividend yield over the last twelve months, with an annual payout of A$0.30 per share.


0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%A$0.00A$0.50A$1.00A$1.50A$2.00A$2.50A$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
DividendA$0.30A$2.90A$0.40A$1.09A$1.85A$2.04A$2.76A$2.25A$1.36A$1.33A$0.92A$1.64

Dividend yield

0.32%3.22%0.50%1.62%2.83%2.68%3.78%3.15%2.22%2.01%1.65%3.22%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00
2025A$2.25A$0.00A$0.15A$0.00A$0.00A$0.00A$0.20A$0.00A$0.00A$0.30A$0.00A$0.00A$2.90
2024A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.22A$0.00A$0.00A$0.18A$0.00A$0.00A$0.40
2023A$0.00A$0.00A$0.00A$0.07A$0.00A$0.00A$0.39A$0.00A$0.00A$0.63A$0.00A$0.00A$1.09
2022A$0.00A$0.00A$0.00A$0.25A$0.00A$0.00A$0.57A$0.00A$0.00A$1.03A$0.00A$0.00A$1.85
2021A$0.56A$0.00A$0.00A$0.12A$0.00A$0.00A$0.56A$0.00A$0.00A$0.80A$0.00A$0.00A$2.04

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 FTSE Emerging Markets Shares ETF. 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 FTSE Emerging Markets Shares ETF was 27.06%, occurring on Jan 22, 2016. Recovery took 326 trading sessions.

The current Vanguard FTSE Emerging Markets Shares ETF drawdown is 2.08%.


Drawdown

Fall

Recovery

Underwater

Related event

-27.06%Jan 2016
9mo 11d1y 3mo
2y 25dApr 2015 - May 2017
-22.93%Mar 2020
2mo 2d8mo
10mo 2dJan 2020 - Nov 2020
COVID crash2020
-21.36%Oct 2022
1y 3mo1y 11mo
3y 2moJul 2021 - Sep 2024
Bear market2022
-14.52%Oct 2018
8mo 28d5mo 12d
1y 2moJan 2018 - Apr 2019
Rate-hike selloffLate 2018
-12.53%Mar 2026
4mo 25d2mo 25d
7mo 20dOct 2025 - Jun 2026

Drawdown Indicators


VGE.AXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-27.06%

-41.07%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-11.69%

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-12.53%

-17.74%

+5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-20.98%

-22.01%

+1.03%

Max Drawdown (10Y)

Largest decline over 10 years

-22.93%

-24.71%

+1.78%

Current Drawdown

Current decline from peak

-2.08%

-0.60%

-1.48%

Average Drawdown

Average peak-to-trough decline

-6.81%

-11.02%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.13%

4.20%

-0.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VGE.AX

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

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