EMXC vs. VEMAX
Compare and contrast key facts about iShares MSCI Emerging Markets ex China ETF (EMXC) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
EMXC is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets ex China Index. It was launched on Jul 19, 2017. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMXC or VEMAX.
Key characteristics
| EMXC | VEMAX | |
|---|---|---|
| YTD Return | 1.77% | 2.92% |
| 1Y Return | 16.21% | 10.52% |
| 3Y Return (Ann) | -0.18% | -4.07% |
| 5Y Return (Ann) | 4.78% | 2.48% |
| Sharpe Ratio | 1.21 | 0.80 |
| Daily Std Dev | 12.82% | 11.78% |
| Max Drawdown | -42.80% | -66.45% |
| Current Drawdown | -6.12% | -17.00% |
Correlation
The correlation between EMXC and VEMAX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EMXC vs. VEMAX - Performance Comparison
In the year-to-date period, EMXC achieves a 1.77% return, which is significantly lower than VEMAX's 2.92% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EMXC vs. VEMAX - Expense Ratio Comparison
EMXC has a 0.49% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
Risk-Adjusted Performance
EMXC vs. VEMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ex China ETF (EMXC) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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
EMXC vs. VEMAX - Dividend Comparison
EMXC's dividend yield for the trailing twelve months is around 1.80%, less than VEMAX's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMXC iShares MSCI Emerging Markets ex China ETF | 1.80% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.62% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 3.39% | 3.46% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% | 2.86% | 2.76% |
Drawdowns
EMXC vs. VEMAX - Drawdown Comparison
The maximum EMXC drawdown since its inception was -42.80%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for EMXC and VEMAX. For additional features, visit the drawdowns tool.
Volatility
EMXC vs. VEMAX - Volatility Comparison
iShares MSCI Emerging Markets ex China ETF (EMXC) has a higher volatility of 4.12% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 3.39%. This indicates that EMXC's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.