EEMX vs. VFIAX
Compare and contrast key facts about SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
EEMX is a passively managed fund by State Street that tracks the performance of the MSCI Emerging Markets ex Fossil Fuels Index. It was launched on Oct 24, 2016. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
EEMX vs. VFIAX - Performance Comparison
Loading graphics...
EEMX vs. VFIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEMX SPDR MSCI Emerging Markets Fossil Fuel Free ETF | 4.77% | 35.23% | 7.22% | 9.80% | -19.75% | -3.57% | 19.55% | 18.56% | -16.76% | 38.46% |
VFIAX Vanguard 500 Index Fund Admiral Shares | -4.35% | 17.83% | 24.97% | 26.24% | -18.16% | 28.65% | 18.32% | 31.46% | -4.45% | 21.78% |
Returns By Period
In the year-to-date period, EEMX achieves a 4.77% return, which is significantly higher than VFIAX's -4.35% return.
EEMX
- 1D
- 1.09%
- 1M
- -6.81%
- YTD
- 4.77%
- 6M
- 8.20%
- 1Y
- 35.75%
- 3Y*
- 16.71%
- 5Y*
- 4.37%
- 10Y*
- —
VFIAX
- 1D
- 2.92%
- 1M
- -5.03%
- YTD
- -4.35%
- 6M
- -2.16%
- 1Y
- 17.30%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EEMX vs. VFIAX - Expense Ratio Comparison
EEMX has a 0.30% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Return for Risk
EEMX vs. VFIAX — Risk / Return Rank
EEMX
VFIAX
EEMX vs. VFIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
| EEMX | VFIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 0.97 | +0.76 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.49 | +0.86 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 1.52 | +1.09 |
Martin ratioReturn relative to average drawdown | 10.21 | 7.29 | +2.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EEMX | VFIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.97 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.70 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.44 | -0.06 |
Correlation
The correlation between EEMX and VFIAX is 0.60, 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
EEMX vs. VFIAX - Dividend Comparison
EEMX's dividend yield for the trailing twelve months is around 2.17%, more than VFIAX's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMX SPDR MSCI Emerging Markets Fossil Fuel Free ETF | 2.17% | 2.28% | 2.26% | 2.20% | 2.38% | 1.72% | 1.42% | 2.57% | 2.41% | 2.45% | 0.15% | 0.00% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.18% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
Drawdowns
EEMX vs. VFIAX - Drawdown Comparison
The maximum EEMX drawdown since its inception was -39.90%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for EEMX and VFIAX.
Loading graphics...
Drawdown Indicators
| EEMX | VFIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.90% | -55.20% | +15.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.89% | -12.12% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -37.33% | -24.53% | -12.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.83% | — |
Current DrawdownCurrent decline from peak | -9.51% | -6.24% | -3.27% |
Average DrawdownAverage peak-to-trough decline | -14.97% | -9.46% | -5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 2.52% | +1.03% |
Volatility
EEMX vs. VFIAX - Volatility Comparison
SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) has a higher volatility of 10.37% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 5.35%. This indicates that EEMX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EEMX | VFIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.37% | 5.35% | +5.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.72% | 9.53% | +6.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.66% | 18.32% | +2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 16.91% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.03% | 18.05% | +1.98% |