GEF-B vs. VWOB
GEF-B (Greif Inc) is a stock, while VWOB (Vanguard Emerging Markets Government Bond ETF) is Emerging Markets Bonds fund tracking the Bloomberg USD Emerging Markets Government RIC Capped Index. Over the past 10 years, GEF-B returned 9.68%/yr vs 3.50%/yr for VWOB. At a 0.22 correlation, their price movements are largely independent.
Performance
GEF-B vs. VWOB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GEF-B achieves a 18.15% return, which is significantly higher than VWOB's 1.92% return. Over the past 10 years, GEF-B has outperformed VWOB with an annualized return of 9.68%, while VWOB has yielded a comparatively lower 3.50% annualized return.
GEF-B
- 1D
- 0.31%
- 1M
- 9.35%
- YTD
- 18.15%
- 6M
- 19.35%
- 1Y
- 31.71%
- 3Y*
- 9.63%
- 5Y*
- 12.36%
- 10Y*
- 9.68%
VWOB
- 1D
- -0.16%
- 1M
- 1.64%
- YTD
- 1.92%
- 6M
- 1.94%
- 1Y
- 10.08%
- 3Y*
- 9.01%
- 5Y*
- 2.07%
- 10Y*
- 3.50%
GEF-B vs. VWOB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GEF-B Greif Inc | 18.15% | 15.77% | 7.79% | -11.91% | 36.86% | 29.04% | -0.34% | 21.61% | -33.85% | 7.02% |
VWOB Vanguard Emerging Markets Government Bond ETF | 1.92% | 13.49% | 5.20% | 10.68% | -17.39% | -1.80% | 5.65% | 14.46% | -2.92% | 8.41% |
Correlation
The correlation between GEF-B and VWOB is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.22 |
The correlation between GEF-B and VWOB shifts across timeframes, from 0.22 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GEF-B vs. VWOB — Risk / Return Rank
GEF-B
VWOB
GEF-B vs. VWOB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Greif Inc (GEF-B) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.
| GEF-B | VWOB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.26 | -0.58 |
| Martin ratioReturn relative to average drawdown | 3.42 | 9.52 | -6.09 |
Loading charts...
Drawdowns
GEF-B vs. VWOB - Drawdown Comparison
The maximum GEF-B drawdown since its inception was -63.05%, which is greater than VWOB's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for GEF-B and VWOB.
Loading charts...
Drawdown Indicators
| GEF-B | VWOB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.05% | -26.98% | -36.07% |
Max Drawdown (1Y)Largest decline over 1 year | -18.97% | -4.48% | -14.49% |
Max Drawdown (3Y)Largest decline over 3 years | -28.37% | -7.71% | -20.66% |
Max Drawdown (5Y)Largest decline over 5 years | -29.55% | -26.98% | -2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -50.81% | -26.98% | -23.83% |
Current DrawdownCurrent decline from peak | -5.64% | -0.53% | -5.11% |
Average DrawdownAverage peak-to-trough decline | -14.10% | -4.79% | -9.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 1.06% | +8.23% |
Volatility
GEF-B vs. VWOB - Volatility Comparison
Greif Inc (GEF-B) has a higher volatility of 7.14% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.74%. This indicates that GEF-B's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GEF-B | VWOB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.14% | 1.74% | +5.40% |
Volatility (6M)Calculated over the trailing 6-month period | 19.60% | 4.34% | +15.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.51% | 5.29% | +22.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.33% | 9.19% | +20.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.35% | 9.35% | +26.00% |
Dividends
GEF-B vs. VWOB - Dividend Comparison
GEF-B's dividend yield for the trailing twelve months is around 3.98%, less than VWOB's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEF-B Greif Inc | 3.98% | 4.40% | 4.67% | 4.62% | 3.67% | 4.50% | 5.44% | 3.81% | 4.32% | 3.62% | 3.72% | 5.87% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.82% | 5.92% | 6.08% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% |
Frequently Asked Questions
GEF-B and VWOB have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GEF-B has higher volatility (7.14%) compared to VWOB (1.74%). In terms of maximum drawdown, GEF-B dropped -63.05% vs VWOB's -26.98%.
VWOB currently has the higher Sharpe Ratio (1.92 vs 1.17), 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.
Find the right allocation for GEF-B and VWOB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer