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VAGVX vs. VEMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VAGVX and VEMIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

VAGVX vs. VEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select Global Value Fund (VAGVX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.71%
1.34%
VAGVX
VEMIX

Key characteristics

Sharpe Ratio

VAGVX:

0.63

VEMIX:

1.23

Sortino Ratio

VAGVX:

0.84

VEMIX:

1.81

Omega Ratio

VAGVX:

1.13

VEMIX:

1.22

Calmar Ratio

VAGVX:

0.80

VEMIX:

0.68

Martin Ratio

VAGVX:

2.64

VEMIX:

4.11

Ulcer Index

VAGVX:

3.24%

VEMIX:

3.77%

Daily Std Dev

VAGVX:

13.49%

VEMIX:

12.58%

Max Drawdown

VAGVX:

-20.54%

VEMIX:

-66.43%

Current Drawdown

VAGVX:

-7.77%

VEMIX:

-11.12%

Returns By Period

In the year-to-date period, VAGVX achieves a 2.19% return, which is significantly higher than VEMIX's -0.86% return.


VAGVX

YTD

2.19%

1M

2.03%

6M

-1.71%

1Y

7.33%

5Y*

N/A

10Y*

N/A

VEMIX

YTD

-0.86%

1M

-1.21%

6M

1.34%

1Y

13.90%

5Y*

2.57%

10Y*

3.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VAGVX vs. VEMIX - Expense Ratio Comparison

VAGVX has a 0.40% expense ratio, which is higher than VEMIX's 0.10% expense ratio.


VAGVX
Vanguard Advice Select Global Value Fund
Expense ratio chart for VAGVX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VEMIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VAGVX vs. VEMIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VAGVX
The Risk-Adjusted Performance Rank of VAGVX is 3434
Overall Rank
The Sharpe Ratio Rank of VAGVX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of VAGVX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VAGVX is 2929
Omega Ratio Rank
The Calmar Ratio Rank of VAGVX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VAGVX is 3434
Martin Ratio Rank

VEMIX
The Risk-Adjusted Performance Rank of VEMIX is 5555
Overall Rank
The Sharpe Ratio Rank of VEMIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VEMIX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VEMIX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of VEMIX is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VAGVX vs. VEMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Global Value Fund (VAGVX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). 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.


Sharpe ratio
The chart of Sharpe ratio for VAGVX, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.000.631.23
The chart of Sortino ratio for VAGVX, currently valued at 0.84, compared to the broader market0.005.0010.000.841.81
The chart of Omega ratio for VAGVX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.22
The chart of Calmar ratio for VAGVX, currently valued at 0.80, compared to the broader market0.005.0010.0015.0020.000.800.88
The chart of Martin ratio for VAGVX, currently valued at 2.64, compared to the broader market0.0020.0040.0060.0080.002.644.11
VAGVX
VEMIX

The current VAGVX Sharpe Ratio is 0.63, which is lower than the VEMIX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of VAGVX and VEMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.63
1.23
VAGVX
VEMIX

Dividends

VAGVX vs. VEMIX - Dividend Comparison

VAGVX's dividend yield for the trailing twelve months is around 1.86%, less than VEMIX's 3.19% yield.


TTM20242023202220212020201920182017201620152014
VAGVX
Vanguard Advice Select Global Value Fund
1.86%1.90%1.41%0.60%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
3.19%3.17%3.51%4.09%2.61%1.91%3.23%2.89%2.33%2.55%3.29%3.32%

Drawdowns

VAGVX vs. VEMIX - Drawdown Comparison

The maximum VAGVX drawdown since its inception was -20.54%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for VAGVX and VEMIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.77%
-8.53%
VAGVX
VEMIX

Volatility

VAGVX vs. VEMIX - Volatility Comparison

Vanguard Advice Select Global Value Fund (VAGVX) has a higher volatility of 8.75% compared to Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) at 3.45%. This indicates that VAGVX's price experiences larger fluctuations and is considered to be riskier than VEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
8.75%
3.45%
VAGVX
VEMIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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