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EEMD vs. VIGI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEMD vs. VIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P Emerging Markets High Dividend Value ETF (EEMD) and Vanguard International Dividend Appreciation ETF (VIGI). The values are adjusted to include any dividend payments, if applicable.

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EEMD vs. VIGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEMD
AAM S&P Emerging Markets High Dividend Value ETF
0.00%0.00%9.61%17.60%-11.21%5.54%-0.35%12.55%-14.57%5.00%
VIGI
Vanguard International Dividend Appreciation ETF
-1.38%16.88%2.73%16.30%-16.79%12.51%14.66%27.53%-11.50%1.29%

Returns By Period


EEMD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VIGI

1D
1.30%
1M
-4.63%
YTD
-1.38%
6M
0.59%
1Y
10.50%
3Y*
9.01%
5Y*
4.56%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EEMD vs. VIGI - Expense Ratio Comparison

EEMD has a 0.50% expense ratio, which is higher than VIGI's 0.15% expense ratio.


Return for Risk

EEMD vs. VIGI — Risk / Return Rank

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

EEMD

VIGI
VIGI Risk / Return Rank: 3535
Overall Rank
VIGI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 3434
Sortino Ratio Rank
VIGI Omega Ratio Rank: 3232
Omega Ratio Rank
VIGI Calmar Ratio Rank: 3737
Calmar Ratio Rank
VIGI Martin Ratio Rank: 3939
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.

EEMD vs. VIGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P Emerging Markets High Dividend Value ETF (EEMD) and Vanguard International Dividend Appreciation ETF (VIGI). 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.


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

EEMD vs. VIGI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EEMDVIGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

Correlation

The correlation between EEMD and VIGI is 0.57, 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.


Dividends

EEMD vs. VIGI - Dividend Comparison

EEMD has not paid dividends to shareholders, while VIGI's dividend yield for the trailing twelve months is around 2.23%.


TTM2025202420232022202120202019201820172016
EEMD
AAM S&P Emerging Markets High Dividend Value ETF
0.00%0.00%4.03%8.41%7.66%6.34%3.84%5.35%4.91%0.42%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
2.23%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%

Drawdowns

EEMD vs. VIGI - Drawdown Comparison


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Drawdown Indicators


EEMDVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-31.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

Current Drawdown

Current decline from peak

-6.29%

Average Drawdown

Average peak-to-trough decline

-6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

Volatility

EEMD vs. VIGI - Volatility Comparison


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Volatility by Period


EEMDVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%