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VBK vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBK vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Growth ETF (VBK) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBK achieves a 16.25% return, which is significantly higher than EMLC's 1.40% return. Over the past 10 years, VBK has outperformed EMLC with an annualized return of 11.82%, while EMLC has yielded a comparatively lower 2.28% annualized return.


VBK

1D
0.33%
1M
3.93%
YTD
16.25%
6M
14.67%
1Y
31.85%
3Y*
16.10%
5Y*
4.87%
10Y*
11.82%

EMLC

1D
0.28%
1M
1.78%
YTD
1.40%
6M
2.50%
1Y
9.22%
3Y*
6.63%
5Y*
1.36%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBK vs. EMLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBK
Vanguard Small-Cap Growth ETF
16.25%8.50%16.50%21.45%-28.44%5.66%35.44%32.75%-5.70%21.87%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
1.40%18.81%-2.97%11.18%-10.58%-9.72%3.08%9.79%-7.57%13.84%

Correlation

The correlation between VBK and EMLC is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2010

0.43

The correlation between VBK and EMLC shifts across timeframes, from 0.41 (10 years) to 0.54 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VBK vs. EMLC — Risk / Return Rank

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

VBK
VBK Risk / Return Rank: 5353
Overall Rank
VBK Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 4747
Sortino Ratio Rank
VBK Omega Ratio Rank: 4545
Omega Ratio Rank
VBK Calmar Ratio Rank: 6161
Calmar Ratio Rank
VBK Martin Ratio Rank: 6262
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3737
Overall Rank
EMLC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4242
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VBK vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth ETF (VBK) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


VBKEMLCDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

2.62

1.42

+1.19

Martin ratioReturn relative to average drawdown

9.82

4.75

+5.07

VBK vs. EMLC - Sharpe Ratio Comparison

The current VBK Sharpe Ratio is 1.50, which is comparable to the EMLC Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VBK and EMLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VBK vs. EMLC - Drawdown Comparison

The maximum VBK drawdown since its inception was -58.68%, which is greater than EMLC's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for VBK and EMLC.


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Drawdown Indicators


VBKEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-58.68%

-32.43%

-26.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-6.19%

-5.25%

Max Drawdown (3Y)

Largest decline over 3 years

-27.54%

-9.15%

-18.39%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

-23.91%

-14.48%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-26.47%

-12.23%

Current Drawdown

Current decline from peak

-2.04%

-3.83%

+1.79%

Average Drawdown

Average peak-to-trough decline

-10.14%

-14.35%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

1.86%

+1.19%

Volatility

VBK vs. EMLC - Volatility Comparison

Vanguard Small-Cap Growth ETF (VBK) has a higher volatility of 7.31% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 2.44%. This indicates that VBK's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBKEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

2.44%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

6.17%

+9.44%

Volatility (1Y)

Calculated over the trailing 1-year period

19.96%

7.06%

+12.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.59%

9.14%

+14.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

10.04%

+12.88%

VBK vs. EMLC - Expense Ratio Comparison

VBK has a 0.05% expense ratio, which is lower than EMLC's 0.30% expense ratio.


Dividends

VBK vs. EMLC - Dividend Comparison

VBK's dividend yield for the trailing twelve months is around 0.45%, less than EMLC's 6.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.16%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
VBK
Vanguard Small-Cap Growth ETF
0.45%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%

Frequently Asked Questions


VBK and EMLC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VBK has higher volatility (7.31%) compared to EMLC (2.44%). In terms of maximum drawdown, VBK dropped -58.68% vs EMLC's -32.43%.

On 10-year performance, VBK leads with 11.82% vs 2.28% for EMLC. On fees, VBK is cheaper at 0.05% per year. On volatility, EMLC has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VBK has performed better with a 11.82% return vs 2.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VBK is cheaper with a 0.05% expense ratio, compared with 0.30% for EMLC.

EMLC has the higher dividend yield at 6.16%, compared with 0.45% for VBK.

VBK is categorized as Small Cap Growth Equities, while EMLC is Emerging Markets Bonds. VBK tracks CRSP US Small Cap Growth Index, while EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.05% for VBK and 0.30% for EMLC.

VBK currently has the higher Sharpe Ratio (1.50 vs 1.25), 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.

Portfolio Optimizer

Find the right allocation for VBK and EMLC

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