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EMXF vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMXF vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced MSCI EM ETF (EMXF) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMXF achieves a 24.76% return, which is significantly higher than VEXC's 20.21% return.


EMXF

1D
-1.30%
1M
8.70%
YTD
24.76%
6M
27.57%
1Y
47.21%
3Y*
21.67%
5Y*
7.15%
10Y*

VEXC

1D
-1.20%
1M
4.95%
YTD
20.21%
6M
23.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMXF vs. VEXC - Yearly Performance Comparison


Correlation

The correlation between EMXF and VEXC is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 3, 2025

0.91

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Return for Risk

EMXF vs. VEXC — Risk / Return Rank

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

EMXF
EMXF Risk / Return Rank: 7777
Overall Rank
EMXF Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EMXF Sortino Ratio Rank: 7676
Sortino Ratio Rank
EMXF Omega Ratio Rank: 7878
Omega Ratio Rank
EMXF Calmar Ratio Rank: 7575
Calmar Ratio Rank
EMXF Martin Ratio Rank: 7676
Martin Ratio Rank

VEXC
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.

EMXF vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EM ETF (EMXF) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.


EMXFVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

3.79

Martin ratioReturn relative to average drawdown

14.56

EMXF vs. VEXC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EMXFVEXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

2.21

-1.70

Drawdowns

EMXF vs. VEXC - Drawdown Comparison

The maximum EMXF drawdown since its inception was -33.13%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EMXF and VEXC.


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Drawdown Indicators


EMXFVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-12.42%

-20.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

Max Drawdown (5Y)

Largest decline over 5 years

-32.89%

Current Drawdown

Current decline from peak

-1.30%

-1.20%

-0.10%

Average Drawdown

Average peak-to-trough decline

-12.02%

-2.23%

-9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

Volatility

EMXF vs. VEXC - Volatility Comparison


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Volatility by Period


EMXFVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

Volatility (6M)

Calculated over the trailing 6-month period

16.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.60%

18.89%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.15%

18.89%

+3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.77%

18.89%

+2.88%

EMXF vs. VEXC - Expense Ratio Comparison

EMXF has a 0.16% expense ratio, which is higher than VEXC's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EMXF vs. VEXC - Dividend Comparison

EMXF's dividend yield for the trailing twelve months is around 2.75%, more than VEXC's 0.74% yield.


PositionTTM202520242023202220212020
EMXF
iShares ESG Advanced MSCI EM ETF
2.75%3.43%2.92%2.25%2.42%1.87%0.41%
VEXC
Vanguard Emerging Markets Ex-China ETF
0.74%0.43%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, EMXF and VEXC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.16% for EMXF.

EMXF has the higher dividend yield at 2.75%, compared with 0.74% for VEXC.

EMXF tracks MSCI Emerging Markets Choice ESG Screened 5% Issuer Capped Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.16% for EMXF and 0.07% for VEXC.

Portfolio Optimizer

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