PortfoliosLab logo
EMXC vs. VEMAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMXC and VEMAX is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EMXC vs. VEMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets ex China ETF (EMXC) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
32.26%
32.33%
EMXC
VEMAX

Key characteristics

Sharpe Ratio

EMXC:

0.19

VEMAX:

0.68

Sortino Ratio

EMXC:

0.40

VEMAX:

1.04

Omega Ratio

EMXC:

1.05

VEMAX:

1.13

Calmar Ratio

EMXC:

0.18

VEMAX:

0.59

Martin Ratio

EMXC:

0.48

VEMAX:

2.06

Ulcer Index

EMXC:

7.08%

VEMAX:

5.27%

Daily Std Dev

EMXC:

17.53%

VEMAX:

15.83%

Max Drawdown

EMXC:

-42.80%

VEMAX:

-66.45%

Current Drawdown

EMXC:

-8.68%

VEMAX:

-8.72%

Returns By Period

The year-to-date returns for both investments are quite close, with EMXC having a 1.97% return and VEMAX slightly higher at 1.99%.


EMXC

YTD

1.97%

1M

2.46%

6M

-3.91%

1Y

1.60%

5Y*

9.99%

10Y*

N/A

VEMAX

YTD

1.99%

1M

-0.45%

6M

-1.82%

1Y

8.71%

5Y*

7.48%

10Y*

3.16%

*Annualized

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.


Expense ratio chart for EMXC: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMXC: 0.49%
Expense ratio chart for VEMAX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEMAX: 0.14%

Risk-Adjusted Performance

EMXC vs. VEMAX — Risk-Adjusted Performance Rank

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

EMXC
The Risk-Adjusted Performance Rank of EMXC is 3535
Overall Rank
The Sharpe Ratio Rank of EMXC is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of EMXC is 3636
Sortino Ratio Rank
The Omega Ratio Rank of EMXC is 3535
Omega Ratio Rank
The Calmar Ratio Rank of EMXC is 3838
Calmar Ratio Rank
The Martin Ratio Rank of EMXC is 3232
Martin Ratio Rank

VEMAX
The Risk-Adjusted Performance Rank of VEMAX is 6464
Overall Rank
The Sharpe Ratio Rank of VEMAX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMAX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VEMAX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VEMAX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VEMAX is 5858
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.

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.


The chart of Sharpe ratio for EMXC, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.00
EMXC: 0.19
VEMAX: 0.68
The chart of Sortino ratio for EMXC, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.00
EMXC: 0.40
VEMAX: 1.04
The chart of Omega ratio for EMXC, currently valued at 1.05, compared to the broader market0.501.001.502.00
EMXC: 1.05
VEMAX: 1.13
The chart of Calmar ratio for EMXC, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.00
EMXC: 0.18
VEMAX: 0.59
The chart of Martin ratio for EMXC, currently valued at 0.48, compared to the broader market0.0020.0040.0060.00
EMXC: 0.48
VEMAX: 2.06

The current EMXC Sharpe Ratio is 0.19, which is lower than the VEMAX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of EMXC and VEMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.19
0.68
EMXC
VEMAX

Dividends

EMXC vs. VEMAX - Dividend Comparison

EMXC's dividend yield for the trailing twelve months is around 2.64%, less than VEMAX's 3.08% yield.


TTM20242023202220212020201920182017201620152014
EMXC
iShares MSCI Emerging Markets ex China ETF
2.64%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%0.00%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
3.08%3.12%3.46%4.05%2.57%1.87%3.19%2.85%2.30%2.51%3.25%2.86%

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.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-8.68%
-8.72%
EMXC
VEMAX

Volatility

EMXC vs. VEMAX - Volatility Comparison

iShares MSCI Emerging Markets ex China ETF (EMXC) has a higher volatility of 10.22% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 8.82%. 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.22%
8.82%
EMXC
VEMAX