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EMXC vs. VPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMXC vs. VPL - 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 FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

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EMXC vs. VPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMXC
iShares MSCI Emerging Markets ex China ETF
8.23%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-12.96%7.01%
VPL
Vanguard FTSE Pacific ETF
8.11%32.66%1.68%15.58%-15.20%1.10%16.65%18.16%-14.40%9.78%

Returns By Period

The year-to-date returns for both stocks are quite close, with EMXC having a 8.23% return and VPL slightly lower at 8.11%.


EMXC

1D
4.13%
1M
-10.29%
YTD
8.23%
6M
18.73%
1Y
47.21%
3Y*
19.79%
5Y*
8.20%
10Y*

VPL

1D
3.52%
1M
-10.28%
YTD
8.11%
6M
14.30%
1Y
39.82%
3Y*
16.85%
5Y*
6.86%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMXC vs. VPL - Expense Ratio Comparison

EMXC has a 0.49% expense ratio, which is higher than VPL's 0.08% expense ratio.


Return for Risk

EMXC vs. VPL — Risk / Return Rank

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

EMXC
EMXC Risk / Return Rank: 9494
Overall Rank
EMXC Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 9595
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9494
Omega Ratio Rank
EMXC Calmar Ratio Rank: 9292
Calmar Ratio Rank
EMXC Martin Ratio Rank: 9494
Martin Ratio Rank

VPL
VPL Risk / Return Rank: 9191
Overall Rank
VPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
VPL Omega Ratio Rank: 9191
Omega Ratio Rank
VPL Calmar Ratio Rank: 9090
Calmar Ratio Rank
VPL Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EMXC vs. VPL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ex China ETF (EMXC) and Vanguard FTSE Pacific ETF (VPL). 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.


EMXCVPLDifference

Sharpe ratio

Return per unit of total volatility

2.31

1.95

+0.35

Sortino ratio

Return per unit of downside risk

2.98

2.58

+0.39

Omega ratio

Gain probability vs. loss probability

1.43

1.38

+0.05

Calmar ratio

Return relative to maximum drawdown

3.26

2.91

+0.35

Martin ratio

Return relative to average drawdown

13.81

11.94

+1.87

EMXC vs. VPL - Sharpe Ratio Comparison

The current EMXC Sharpe Ratio is 2.31, which is comparable to the VPL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of EMXC and VPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMXCVPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

1.95

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.41

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.30

+0.09

Correlation

The correlation between EMXC and VPL is 0.79, 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.


Dividends

EMXC vs. VPL - Dividend Comparison

EMXC's dividend yield for the trailing twelve months is around 2.60%, less than VPL's 3.28% yield.


TTM20252024202320222021202020192018201720162015
EMXC
iShares MSCI Emerging Markets ex China ETF
2.60%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%
VPL
Vanguard FTSE Pacific ETF
3.28%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Drawdowns

EMXC vs. VPL - Drawdown Comparison

The maximum EMXC drawdown since its inception was -42.81%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for EMXC and VPL.


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Drawdown Indicators


EMXCVPLDifference

Max Drawdown

Largest peak-to-trough decline

-42.81%

-55.49%

+12.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

-13.33%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-28.91%

-31.09%

+2.18%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-10.88%

-10.28%

-0.60%

Average Drawdown

Average peak-to-trough decline

-10.35%

-11.71%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.25%

+0.15%

Volatility

EMXC vs. VPL - Volatility Comparison

iShares MSCI Emerging Markets ex China ETF (EMXC) has a higher volatility of 11.89% compared to Vanguard FTSE Pacific ETF (VPL) at 10.59%. This indicates that EMXC's price experiences larger fluctuations and is considered to be riskier than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMXCVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.89%

10.59%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

16.14%

14.73%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

20.58%

20.49%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

16.81%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

17.10%

+2.41%