EMXF vs. VSGX
Compare and contrast key facts about iShares ESG Advanced MSCI EM ETF (EMXF) and Vanguard ESG International Stock ETF (VSGX).
EMXF and VSGX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMXF is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Choice ESG Screened 5% Issuer Capped Index. It was launched on Oct 6, 2020. VSGX is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap ex US Choice Index.. It was launched on Sep 18, 2018. Both EMXF and VSGX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMXF or VSGX.
Key characteristics
| EMXF | VSGX | |
|---|---|---|
| YTD Return | 0.28% | 0.79% |
| 1Y Return | 6.38% | 8.67% |
| 3Y Return (Ann) | -5.02% | -1.53% |
| Sharpe Ratio | 0.34 | 0.61 |
| Daily Std Dev | 15.39% | 12.50% |
| Max Drawdown | -33.13% | -33.10% |
| Current Drawdown | -19.28% | -9.00% |
Correlation
The correlation between EMXF and VSGX is 0.75, 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.
Performance
EMXF vs. VSGX - Performance Comparison
In the year-to-date period, EMXF achieves a 0.28% return, which is significantly lower than VSGX's 0.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
EMXF vs. VSGX - Dividend Comparison
EMXF's dividend yield for the trailing twelve months is around 2.25%, less than VSGX's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
EMXF iShares ESG Advanced MSCI EM ETF | 2.25% | 2.25% | 2.42% | 1.87% | 0.41% | 0.00% | 0.00% |
VSGX Vanguard ESG International Stock ETF | 3.14% | 2.77% | 2.61% | 2.49% | 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.
Volatility
EMXF vs. VSGX - Volatility Comparison
iShares ESG Advanced MSCI EM ETF (EMXF) has a higher volatility of 4.54% compared to Vanguard ESG International Stock ETF (VSGX) at 3.78%. This indicates that EMXF's price experiences larger fluctuations and is considered to be riskier than VSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.