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EMXF vs. VSGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMXF and VSGX is 0.55, 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.


Performance

EMXF vs. VSGX - Performance Comparison

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

5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
19.44%
30.53%
EMXF
VSGX

Key characteristics

Sharpe Ratio

EMXF:

0.59

VSGX:

0.69

Sortino Ratio

EMXF:

0.95

VSGX:

1.07

Omega Ratio

EMXF:

1.12

VSGX:

1.14

Calmar Ratio

EMXF:

0.52

VSGX:

0.84

Martin Ratio

EMXF:

2.06

VSGX:

2.66

Ulcer Index

EMXF:

5.13%

VSGX:

4.35%

Daily Std Dev

EMXF:

18.09%

VSGX:

16.86%

Max Drawdown

EMXF:

-33.13%

VSGX:

-33.10%

Current Drawdown

EMXF:

-7.60%

VSGX:

-1.08%

Returns By Period

In the year-to-date period, EMXF achieves a 6.25% return, which is significantly lower than VSGX's 9.32% return.


EMXF

YTD

6.25%

1M

14.48%

6M

1.53%

1Y

11.43%

5Y*

N/A

10Y*

N/A

VSGX

YTD

9.32%

1M

16.56%

6M

5.92%

1Y

11.05%

5Y*

9.66%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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EMXF vs. VSGX - Expense Ratio Comparison

EMXF has a 0.16% expense ratio, which is higher than VSGX's 0.12% 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%.


Risk-Adjusted Performance

EMXF vs. VSGX — Risk-Adjusted Performance Rank

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

EMXF
The Risk-Adjusted Performance Rank of EMXF is 6161
Overall Rank
The Sharpe Ratio Rank of EMXF is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of EMXF is 6363
Sortino Ratio Rank
The Omega Ratio Rank of EMXF is 5858
Omega Ratio Rank
The Calmar Ratio Rank of EMXF is 6262
Calmar Ratio Rank
The Martin Ratio Rank of EMXF is 6060
Martin Ratio Rank

VSGX
The Risk-Adjusted Performance Rank of VSGX is 6969
Overall Rank
The Sharpe Ratio Rank of VSGX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VSGX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VSGX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VSGX is 6868
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.

EMXF vs. VSGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EM ETF (EMXF) and Vanguard ESG International Stock ETF (VSGX). 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 current EMXF Sharpe Ratio is 0.59, which is comparable to the VSGX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of EMXF and VSGX, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.59
0.69
EMXF
VSGX

Dividends

EMXF vs. VSGX - Dividend Comparison

EMXF's dividend yield for the trailing twelve months is around 2.75%, less than VSGX's 2.98% yield.


TTM2024202320222021202020192018
EMXF
iShares ESG Advanced MSCI EM ETF
2.75%2.92%2.25%2.42%1.87%0.41%0.00%0.00%
VSGX
Vanguard ESG International Stock ETF
2.98%3.10%2.77%2.61%2.50%1.67%2.28%0.38%

Drawdowns

EMXF vs. VSGX - Drawdown Comparison

The maximum EMXF drawdown since its inception was -33.13%, roughly equal to the maximum VSGX drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for EMXF and VSGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.60%
-1.08%
EMXF
VSGX

Volatility

EMXF vs. VSGX - Volatility Comparison

iShares ESG Advanced MSCI EM ETF (EMXF) and Vanguard ESG International Stock ETF (VSGX) have volatilities of 7.58% and 7.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
7.58%
7.25%
EMXF
VSGX