EEMIX vs. VEMRX
EEMIX (MFS Emerging Markets Equity Research Fund) and VEMRX (Vanguard Emerging Markets Index Fund Institutional Plus Shares) are both Emerging Markets Equities funds. Over the past 5 years, EEMIX returned 7.00%/yr vs 5.83%/yr for VEMRX. Their correlation of 0.89 means they have usually moved in the same direction. EEMIX charges 1.00%/yr vs 0.08%/yr for VEMRX.
Performance
EEMIX vs. VEMRX - Performance Comparison
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Returns By Period
In the year-to-date period, EEMIX achieves a 17.14% return, which is significantly higher than VEMRX's 7.83% return.
EEMIX
- 1D
- 3.93%
- 1M
- -1.82%
- 6M
- 8.58%
- YTD
- 17.14%
- 1Y
- 34.12%
- 3Y*
- 16.60%
- 5Y*
- 7.00%
- 10Y*
- —
- ALL TIME*
- 6.15%
VEMRX
- 1D
- 1.69%
- 1M
- -1.72%
- 6M
- 2.69%
- YTD
- 7.83%
- 1Y
- 20.01%
- 3Y*
- 13.74%
- 5Y*
- 5.83%
- 10Y*
- 7.63%
- ALL TIME*
- 4.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EEMIX vs. VEMRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EEMIX MFS Emerging Markets Equity Research Fund | 17.14% | 31.02% | 7.32% | 9.23% | -22.37% | -1.20% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 7.83% | 24.84% | 11.40% | 8.88% | -17.74% | -3.92% |
Correlation
The correlation between EEMIX and VEMRX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2021 | 0.89 |
The correlation between EEMIX and VEMRX has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.
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Return for Risk
EEMIX vs. VEMRX — Risk / Return Rank
EEMIX
VEMRX
EEMIX vs. VEMRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Emerging Markets Equity Research Fund (EEMIX) and Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX). 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.
| EEMIX | VEMRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 1.66 | +0.87 |
| Martin ratioReturn relative to average drawdown | 7.85 | 5.54 | +2.30 |
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Drawdowns
EEMIX vs. VEMRX - Drawdown Comparison
The maximum EEMIX drawdown since its inception was -38.14%, which is greater than VEMRX's maximum drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for EEMIX and VEMRX.
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Drawdown Indicators
| EEMIX | VEMRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.14% | -36.01% | -2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -11.04% | -1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | -15.74% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -36.08% | -30.65% | -5.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.01% | — |
Current DrawdownCurrent decline from peak | -8.54% | -5.42% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -14.02% | -12.73% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 3.30% | +0.66% |
Volatility
EEMIX vs. VEMRX - Volatility Comparison
MFS Emerging Markets Equity Research Fund (EEMIX) has a higher volatility of 8.88% compared to Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) at 5.22%. This indicates that EEMIX's price experiences larger fluctuations and is considered to be riskier than VEMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEMIX | VEMRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 5.22% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 18.21% | 13.81% | +4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.18% | 15.99% | +4.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 15.59% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.53% | 16.50% | +0.03% |
EEMIX vs. VEMRX - Expense Ratio Comparison
EEMIX has a 1.00% expense ratio, which is higher than VEMRX's 0.08% expense ratio.
Dividends
EEMIX vs. VEMRX - Dividend Comparison
EEMIX's dividend yield for the trailing twelve months is around 1.62%, less than VEMRX's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMIX MFS Emerging Markets Equity Research Fund | 1.62% | 1.90% | 1.47% | 3.00% | 1.19% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 2.40% | 2.79% | 3.19% | 3.53% | 4.11% | 2.63% | 1.92% | 3.26% | 2.92% | 2.35% | 2.56% | 3.31% |
Frequently Asked Questions
EEMIX and VEMRX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEMIX has higher volatility (8.88%) compared to VEMRX (5.22%). In terms of maximum drawdown, EEMIX dropped -38.14% vs VEMRX's -36.01%.
EEMIX currently has the higher Sharpe Ratio (1.54 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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