GEME vs. VEXC
GEME (Pacific North of South Global Emerging Markets Equity Active ETF) and VEXC (Vanguard Emerging Markets Ex-China ETF) are both Emerging Markets Equities funds. GEME is actively managed, while VEXC is passively managed. Their correlation of 0.85 suggests significant overlap in exposure. GEME charges 0.75%/yr vs 0.07%/yr for VEXC.
Performance
GEME vs. VEXC - Performance Comparison
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Returns By Period
In the year-to-date period, GEME achieves a 38.52% return, which is significantly higher than VEXC's 20.21% return.
GEME
- 1D
- -1.23%
- 1M
- 10.91%
- YTD
- 38.52%
- 6M
- 44.89%
- 1Y
- 82.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VEXC
- 1D
- -1.20%
- 1M
- 4.95%
- YTD
- 20.21%
- 6M
- 23.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GEME vs. VEXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GEME Pacific North of South Global Emerging Markets Equity Active ETF | 38.52% | 6.14% |
VEXC Vanguard Emerging Markets Ex-China ETF | 20.21% | 4.80% |
Correlation
The correlation between GEME and VEXC is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 3, 2025 | 0.85 |
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Return for Risk
GEME vs. VEXC — Risk / Return Rank
GEME
VEXC
GEME vs. VEXC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacific North of South Global Emerging Markets Equity Active ETF (GEME) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.
| GEME | VEXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.68 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 6.15 | — | — |
| Martin ratioReturn relative to average drawdown | 24.06 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GEME | VEXC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.66 | 2.21 | +0.44 |
Drawdowns
GEME vs. VEXC - Drawdown Comparison
The maximum GEME drawdown since its inception was -16.86%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for GEME and VEXC.
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Drawdown Indicators
| GEME | VEXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.86% | -12.42% | -4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | — | — |
Current DrawdownCurrent decline from peak | -1.23% | -1.20% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -2.23% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | — | — |
Volatility
GEME vs. VEXC - Volatility Comparison
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Volatility by Period
| GEME | VEXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.91% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.23% | 18.89% | +2.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.95% | 18.89% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.95% | 18.89% | +4.06% |
GEME vs. VEXC - Expense Ratio Comparison
GEME has a 0.75% expense ratio, which is higher than VEXC's 0.07% expense ratio.
Dividends
GEME vs. VEXC - Dividend Comparison
GEME's dividend yield for the trailing twelve months is around 5.06%, more than VEXC's 0.74% yield.
| Position | TTM | 2025 |
|---|---|---|
GEME Pacific North of South Global Emerging Markets Equity Active ETF | 5.06% | 7.01% |
VEXC Vanguard Emerging Markets Ex-China ETF | 0.74% | 0.43% |
Frequently Asked Questions
GEME and VEXC have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEXC is cheaper with a 0.07% expense ratio, compared with 0.75% for GEME.
GEME has the higher dividend yield at 5.06%, compared with 0.74% for VEXC.
They also come from different issuers: Pacific AM and Vanguard. Their fees differ too: 0.75% for GEME and 0.07% for VEXC.
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