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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEMX or VFIAX.
Key characteristics
| EEMX | VFIAX | |
|---|---|---|
| YTD Return | 6.36% | 16.79% |
| 1Y Return | 10.81% | 24.50% |
| 3Y Return (Ann) | -4.13% | 8.42% |
| 5Y Return (Ann) | 3.73% | 14.97% |
| Sharpe Ratio | 0.66 | 1.90 |
| Daily Std Dev | 14.93% | 12.61% |
| Max Drawdown | -39.91% | -55.20% |
| Current Drawdown | -19.92% | -2.42% |
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.
Performance
EEMX vs. VFIAX - Performance Comparison
In the year-to-date period, EEMX achieves a 6.36% return, which is significantly lower than VFIAX's 16.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EEMX vs. VFIAX - Expense Ratio Comparison
EEMX has a 0.30% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
EEMX vs. VFIAX - Risk-Adjusted Performance 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.
Dividends
EEMX vs. VFIAX - Dividend Comparison
EEMX's dividend yield for the trailing twelve months is around 2.07%, more than VFIAX's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMX SPDR MSCI Emerging Markets Fossil Fuel Free ETF | 2.07% | 2.20% | 2.38% | 1.72% | 1.42% | 2.57% | 2.41% | 2.45% | 0.15% | 0.00% | 0.00% | 0.00% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.30% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EEMX vs. VFIAX - Drawdown Comparison
The maximum EEMX drawdown since its inception was -39.91%, 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. For additional features, visit the drawdowns tool.
Volatility
EEMX vs. VFIAX - Volatility Comparison
SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) has a higher volatility of 5.19% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 4.60%. 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.