ECON vs. VEXC

Last updated Jul 14, 2026

ECON (Columbia Emerging Markets Consumer ETF) and VEXC (Vanguard Emerging Markets Ex-China ETF) are both Emerging Markets Equities funds - ECON tracks the Dow Jones Emerging Markets Consumer Titans Index while VEXC tracks the FTSE Emerging ex China Index. Both are passively managed. Their correlation of 0.89 suggests significant overlap in exposure. ECON charges 0.49%/yr vs 0.07%/yr for VEXC.

Performance

ECON vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Emerging Markets Consumer ETF (ECON) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ECON achieves a 24.15% return, which is significantly higher than VEXC's 18.87% return.

ECON

• 1D: -3.56%
• 1M: -5.49%
• 6M: 18.06%
• YTD: 24.15%
• 1Y: 44.13%
• 3Y*: 18.51%
• 5Y*: 5.98%
• 10Y*: 4.73%

VEXC

• 1D: -1.96%
• 1M: 0.09%
• 6M: 14.90%
• YTD: 18.87%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ECON vs. VEXC - Yearly Performance Comparison

	2026 (YTD)	2025
ECON Columbia Emerging Markets Consumer ETF	24.15%	4.22%
VEXC Vanguard Emerging Markets Ex-China ETF	18.87%	4.50%

Correlation

The correlation between ECON and VEXC is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 2, 2025	0.89

Return for Risk

ECON vs. VEXC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECON

ECON Risk / Return Rank: 72
ECON Sharpe Ratio Rank: 71
ECON Sortino Ratio Rank: 65
ECON Omega Ratio Rank: 73
ECON Calmar Ratio Rank: 78
ECON Martin Ratio Rank: 73

VEXC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

ECON vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Consumer ETF (ECON) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.

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.

	ECON	VEXC	Difference
Sharpe ratio: Return per unit of total volatility	1.82	—	—
Sortino ratio: Return per unit of downside risk	2.40	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	3.22	—	—
Martin ratio: Return relative to average drawdown	10.60	—	—

Drawdowns

ECON vs. VEXC - Drawdown Comparison

The maximum ECON drawdown since its inception was -45.37%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for ECON and VEXC.

Drawdown Indicators

	ECON	VEXC	Difference
Max Drawdown Largest peak-to-trough decline	-45.37%	-12.42%	-32.95%
Max Drawdown (1Y) Largest decline over 1 year	-13.76%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.42%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.37%	—	—
Current Drawdown Current decline from peak	-10.65%	-4.77%	-5.88%
Average Drawdown Average peak-to-trough decline	-16.57%	-2.33%	-14.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.18%	—	—

Volatility

Volatility by Period

	ECON	VEXC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.79%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.40%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	24.48%	20.20%	+4.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.11%	20.20%	+0.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.22%	20.20%	+1.02%

ECON vs. VEXC - Expense Ratio Comparison

ECON has a 0.49% expense ratio, which is higher than VEXC's 0.07% expense ratio.

Dividends

ECON vs. VEXC - Dividend Comparison

ECON's dividend yield for the trailing twelve months is around 1.43%, less than VEXC's 1.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ECON Columbia Emerging Markets Consumer ETF	1.43%	1.77%	0.76%	1.57%	2.06%	1.08%	0.63%	1.68%	0.98%	0.35%	0.74%	1.10%
VEXC Vanguard Emerging Markets Ex-China ETF	1.45%	0.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ECON and VEXC in my portfolio?

ECON and VEXC have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ECON or VEXC?

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ECON or VEXC?

VEXC is cheaper with a 0.07% expense ratio, compared with 0.49% for ECON.

Which ETF pays a higher dividend yield, ECON or VEXC?

VEXC has the higher dividend yield at 1.45%, compared with 1.43% for ECON.

What is the main difference between ECON and VEXC?

ECON tracks Dow Jones Emerging Markets Consumer Titans Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: Ameriprise Financial and Vanguard. Their fees differ too: 0.49% for ECON and 0.07% for VEXC.