GBFAX vs. VT

In the year-to-date period, GBFAX achieves a 8.99% return, which is significantly higher than VT's 5.36% return. Over the past 10 years, GBFAX has underperformed VT with an annualized return of 1.02%, while VT has yielded a comparatively higher 9.24% annualized return.

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GBFAX has a 1.53% expense ratio, which is higher than VT's 0.07% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets Fund (GBFAX) and Vanguard Total World Stock ETF (VT). 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 GBFAX Sharpe Ratio is 0.06, which is lower than the VT Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of GBFAX and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GBFAX's dividend yield for the trailing twelve months is around 0.85%, less than VT's 1.83% yield.

The maximum GBFAX drawdown since its inception was -75.51%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for GBFAX and VT.

VanEck Emerging Markets Fund (GBFAX) and Vanguard Total World Stock ETF (VT) have volatilities of 3.77% and 3.82%, 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.