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EMRGX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMRGX and VTI is -0.95. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

EMRGX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerging Markets Growth Fund, Inc. (EMRGX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EMRGX:

3.08%

VTI:

19.98%

Max Drawdown

EMRGX:

-0.55%

VTI:

-55.45%

Current Drawdown

EMRGX:

-0.55%

VTI:

-7.97%

Returns By Period


EMRGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTI

YTD

-3.75%

1M

6.20%

6M

-5.68%

1Y

9.17%

5Y*

15.78%

10Y*

11.66%

*Annualized

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EMRGX vs. VTI - Expense Ratio Comparison

EMRGX has a 0.76% expense ratio, which is higher than VTI's 0.03% expense ratio.


Risk-Adjusted Performance

EMRGX vs. VTI — Risk-Adjusted Performance Rank

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

EMRGX
The Risk-Adjusted Performance Rank of EMRGX is 4949
Overall Rank
The Sharpe Ratio Rank of EMRGX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of EMRGX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of EMRGX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of EMRGX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of EMRGX is 4747
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6464
Overall Rank
The Sharpe Ratio Rank of VTI is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EMRGX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Growth Fund, Inc. (EMRGX) and Vanguard Total Stock Market ETF (VTI). 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.



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Dividends

EMRGX vs. VTI - Dividend Comparison

EMRGX's dividend yield for the trailing twelve months is around 1.42%, more than VTI's 1.35% yield.


TTM20242023202220212020201920182017201620152014
EMRGX
Emerging Markets Growth Fund, Inc.
1.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

EMRGX vs. VTI - Drawdown Comparison

The maximum EMRGX drawdown since its inception was -0.55%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EMRGX and VTI. For additional features, visit the drawdowns tool.


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Volatility

EMRGX vs. VTI - Volatility Comparison


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