EPI vs. VBTIX
EPI (WisdomTree India Earnings Fund) and VBTIX (Vanguard Total Bond Market Index Fund Institutional Shares) are both funds - EPI is a Asia Pacific Equities fund tracking the WisdomTree India Earnings Index, while VBTIX is a Total Bond Market fund managed by Vanguard. Over the past 10 years, EPI returned 9.31%/yr vs 1.54%/yr for VBTIX. At a correlation of -0.11, they often move in opposite directions. EPI charges 0.84%/yr vs 0.04%/yr for VBTIX.
Performance
EPI vs. VBTIX - Performance Comparison
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Returns By Period
In the year-to-date period, EPI achieves a -9.12% return, which is significantly lower than VBTIX's 0.43% return. Over the past 10 years, EPI has outperformed VBTIX with an annualized return of 9.31%, while VBTIX has yielded a comparatively lower 1.54% annualized return.
EPI
- 1D
- 0.65%
- 1M
- -0.33%
- YTD
- -9.12%
- 6M
- -6.55%
- 1Y
- -10.30%
- 3Y*
- 7.36%
- 5Y*
- 5.53%
- 10Y*
- 9.31%
VBTIX
- 1D
- 0.52%
- 1M
- 0.55%
- YTD
- 0.43%
- 6M
- 0.97%
- 1Y
- 4.48%
- 3Y*
- 4.06%
- 5Y*
- 0.06%
- 10Y*
- 1.54%
EPI vs. VBTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | -9.12% | 2.25% | 10.70% | 26.03% | -4.74% | 26.41% | 18.55% | 1.53% | -9.88% | 39.14% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 0.43% | 7.18% | 1.27% | 5.75% | -13.15% | -1.95% | 7.75% | 8.74% | -0.24% | 3.56% |
Correlation
The correlation between EPI and VBTIX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2008 | -0.11 |
The correlation between EPI and VBTIX shifts across timeframes, from -0.11 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EPI vs. VBTIX — Risk / Return Rank
EPI
VBTIX
EPI vs. VBTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Earnings Fund (EPI) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EPI | VBTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.80 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.22 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.71 | -2.32 |
| Martin ratioReturn relative to average drawdown | -1.44 | 4.95 | -6.39 |
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Drawdowns
EPI vs. VBTIX - Drawdown Comparison
The maximum EPI drawdown since its inception was -66.21%, which is greater than VBTIX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for EPI and VBTIX.
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Drawdown Indicators
| EPI | VBTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.21% | -18.90% | -47.31% |
Max Drawdown (1Y)Largest decline over 1 year | -16.88% | -2.89% | -13.99% |
Max Drawdown (3Y)Largest decline over 3 years | -21.89% | -5.99% | -15.90% |
Max Drawdown (5Y)Largest decline over 5 years | -21.89% | -18.13% | -3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -50.29% | -18.90% | -31.39% |
Current DrawdownCurrent decline from peak | -17.00% | -2.25% | -14.75% |
Average DrawdownAverage peak-to-trough decline | -18.65% | -2.32% | -16.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.17% | 1.00% | +6.17% |
Volatility
EPI vs. VBTIX - Volatility Comparison
WisdomTree India Earnings Fund (EPI) has a higher volatility of 4.09% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.33%. This indicates that EPI's price experiences larger fluctuations and is considered to be riskier than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPI | VBTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 1.33% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 2.85% | +10.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 3.93% | +11.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 6.02% | +10.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 4.99% | +15.36% |
EPI vs. VBTIX - Expense Ratio Comparison
EPI has a 0.84% expense ratio, which is higher than VBTIX's 0.04% expense ratio.
Dividends
EPI vs. VBTIX - Dividend Comparison
EPI has not paid dividends to shareholders, while VBTIX's dividend yield for the trailing twelve months is around 3.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPI WisdomTree India Earnings Fund | 0.00% | 0.00% | 0.27% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.99% | 3.88% | 3.69% | 3.12% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.56% | 2.54% | 2.84% |
Frequently Asked Questions
EPI and VBTIX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EPI has higher volatility (4.09%) compared to VBTIX (1.33%). In terms of maximum drawdown, EPI dropped -66.21% vs VBTIX's -18.90%.
VBTIX currently has the higher Sharpe Ratio (1.26 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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