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.
Performance
EMXC vs. VEMAX - Performance Comparison
Returns By Period
In the year-to-date period, EMXC achieves a 5.17% return, which is significantly lower than VEMAX's 11.46% return.
EMXC
5.17%
-4.31%
-0.01%
12.41%
5.47%
N/A
VEMAX
11.46%
-4.06%
3.67%
15.53%
4.35%
3.41%
Key characteristics
| EMXC | VEMAX | |
|---|---|---|
| Sharpe Ratio | 0.87 | 1.20 |
| Sortino Ratio | 1.25 | 1.75 |
| Omega Ratio | 1.16 | 1.22 |
| Calmar Ratio | 0.88 | 0.66 |
| Martin Ratio | 3.77 | 5.69 |
| Ulcer Index | 3.22% | 2.68% |
| Daily Std Dev | 14.04% | 12.68% |
| Max Drawdown | -42.80% | -66.45% |
| Current Drawdown | -8.27% | -10.11% |
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EMXC vs. VEMAX - Expense Ratio Comparison
EMXC has a 0.49% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
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.
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 1.95%, less than VEMAX's 2.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMXC iShares MSCI Emerging Markets ex China ETF | 1.95% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.60% | 3.46% | 4.05% | 2.57% | 1.87% | 3.19% | 2.85% | 2.30% | 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
The current volatility for iShares MSCI Emerging Markets ex China ETF (EMXC) is 3.36%, while Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) has a volatility of 3.85%. This indicates that EMXC experiences smaller price fluctuations and is considered to be less risky than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.