MC vs. VWO
MC (Moelis & Company) is a stock, while VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past 10 years, MC returned 18.14%/yr vs 8.76%/yr for VWO. At a 0.40 correlation, their price movements are largely independent.
Performance
MC vs. VWO - Performance Comparison
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Returns By Period
In the year-to-date period, MC achieves a 2.76% return, which is significantly lower than VWO's 12.18% return. Over the past 10 years, MC has outperformed VWO with an annualized return of 18.14%, while VWO has yielded a comparatively lower 8.76% annualized return.
MC
- 1D
- 3.16%
- 1M
- 10.16%
- YTD
- 2.76%
- 6M
- 6.30%
- 1Y
- 26.39%
- 3Y*
- 25.49%
- 5Y*
- 11.17%
- 10Y*
- 18.14%
VWO
- 1D
- -0.03%
- 1M
- 1.60%
- YTD
- 12.18%
- 6M
- 13.50%
- 1Y
- 29.39%
- 3Y*
- 18.05%
- 5Y*
- 5.17%
- 10Y*
- 8.76%
MC vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MC Moelis & Company | 2.76% | -3.13% | 37.14% | 54.90% | -35.18% | 49.03% | 62.83% | 0.80% | -22.52% | 52.49% |
VWO Vanguard FTSE Emerging Markets ETF | 12.18% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Correlation
The correlation between MC and VWO is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Apr 17, 2014 | 0.40 |
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Return for Risk
MC vs. VWO — Risk / Return Rank
MC
VWO
MC vs. VWO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moelis & Company (MC) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
| MC | VWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.34 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.64 | -1.85 |
| Martin ratioReturn relative to average drawdown | 1.92 | 9.53 | -7.61 |
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
| MC | VWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.86 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.30 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.46 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.27 | +0.20 |
Drawdowns
MC vs. VWO - Drawdown Comparison
The maximum MC drawdown since its inception was -58.26%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for MC and VWO.
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Drawdown Indicators
| MC | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -67.68% | +9.42% |
Max Drawdown (1Y)Largest decline over 1 year | -33.26% | -11.17% | -22.09% |
Max Drawdown (3Y)Largest decline over 3 years | -39.31% | -17.37% | -21.94% |
Max Drawdown (5Y)Largest decline over 5 years | -53.06% | -32.64% | -20.42% |
Max Drawdown (10Y)Largest decline over 10 years | -58.26% | -36.39% | -21.87% |
Current DrawdownCurrent decline from peak | -9.44% | -1.44% | -8.00% |
Average DrawdownAverage peak-to-trough decline | -20.31% | -15.82% | -4.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.80% | 3.09% | +10.71% |
Volatility
MC vs. VWO - Volatility Comparison
Moelis & Company (MC) has a higher volatility of 7.62% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 5.53%. This indicates that MC's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MC | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.62% | 5.53% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 26.05% | 13.22% | +12.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.30% | 15.89% | +18.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.67% | 17.36% | +19.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.93% | 19.20% | +16.73% |
Dividends
MC vs. VWO - Dividend Comparison
MC's dividend yield for the trailing twelve months is around 3.76%, more than VWO's 2.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MC Moelis & Company | 3.76% | 3.78% | 3.25% | 4.28% | 6.25% | 10.88% | 8.88% | 10.18% | 14.19% | 5.11% | 9.71% | 3.43% |
VWO Vanguard FTSE Emerging Markets ETF | 2.41% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
MC and VWO have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MC has higher volatility (7.62%) compared to VWO (5.53%). In terms of maximum drawdown, MC dropped -58.26% vs VWO's -67.68%.
VWO currently has the higher Sharpe Ratio (1.86 vs 0.77), 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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