Correlation
The correlation between VEMAX and BTMKX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
VEMAX vs. BTMKX
Compare and contrast key facts about Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) and iShares MSCI EAFE International Index Fund (BTMKX).
VEMAX is managed by Vanguard. It was launched on Jun 23, 2006. BTMKX is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Apr 1, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMAX or BTMKX.
Performance
VEMAX vs. BTMKX - Performance Comparison
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Key characteristics
VEMAX:
0.72
BTMKX:
0.79
VEMAX:
1.03
BTMKX:
1.06
VEMAX:
1.13
BTMKX:
1.14
VEMAX:
0.58
BTMKX:
0.86
VEMAX:
2.00
BTMKX:
2.50
VEMAX:
5.29%
BTMKX:
4.71%
VEMAX:
15.90%
BTMKX:
16.94%
VEMAX:
-66.45%
BTMKX:
-33.92%
VEMAX:
-3.41%
BTMKX:
-0.39%
Returns By Period
In the year-to-date period, VEMAX achieves a 7.93% return, which is significantly lower than BTMKX's 16.63% return. Over the past 10 years, VEMAX has underperformed BTMKX with an annualized return of 3.92%, while BTMKX has yielded a comparatively higher 6.00% annualized return.
VEMAX
7.93%
6.10%
7.52%
11.22%
8.29%
8.89%
3.92%
BTMKX
16.63%
5.20%
15.28%
12.45%
12.15%
12.53%
6.00%
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VEMAX vs. BTMKX - Expense Ratio Comparison
VEMAX has a 0.14% expense ratio, which is higher than BTMKX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VEMAX vs. BTMKX — Risk-Adjusted Performance Rank
VEMAX
BTMKX
VEMAX vs. BTMKX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) and iShares MSCI EAFE International Index Fund (BTMKX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
VEMAX vs. BTMKX - Dividend Comparison
VEMAX's dividend yield for the trailing twelve months is around 2.91%, less than BTMKX's 2.94% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.91% | 3.12% | 3.46% | 4.05% | 2.57% | 1.87% | 3.19% | 2.85% | 2.30% | 2.51% | 3.25% | 2.86% |
BTMKX iShares MSCI EAFE International Index Fund | 2.94% | 3.43% | 3.19% | 2.80% | 3.06% | 1.99% | 3.34% | 4.58% | 2.45% | 2.85% | 2.42% | 0.80% |
Drawdowns
VEMAX vs. BTMKX - Drawdown Comparison
The maximum VEMAX drawdown since its inception was -66.45%, which is greater than BTMKX's maximum drawdown of -33.92%. Use the drawdown chart below to compare losses from any high point for VEMAX and BTMKX.
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Volatility
VEMAX vs. BTMKX - Volatility Comparison
Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) has a higher volatility of 3.30% compared to iShares MSCI EAFE International Index Fund (BTMKX) at 2.88%. This indicates that VEMAX's price experiences larger fluctuations and is considered to be riskier than BTMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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