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VBTIX vs. EMXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBTIX vs. EMXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) and iShares MSCI Emerging Markets ex China ETF (EMXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VBTIX achieves a 0.43% return, which is significantly lower than EMXC's 37.25% return.


VBTIX

1D
0.52%
1M
0.55%
YTD
0.43%
6M
0.97%
1Y
4.48%
3Y*
4.06%
5Y*
0.06%
10Y*
1.54%

EMXC

1D
0.55%
1M
3.75%
YTD
37.25%
6M
42.23%
1Y
65.26%
3Y*
26.47%
5Y*
12.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBTIX vs. EMXC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
0.43%7.18%1.27%5.75%-13.15%-1.95%7.75%8.74%-0.24%1.14%
EMXC
iShares MSCI Emerging Markets ex China ETF
37.25%35.14%2.68%18.96%-19.56%8.54%12.76%15.80%-12.96%7.16%

Correlation

The correlation between VBTIX and EMXC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.21

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

0.14

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2017

0.04

Over the past year, VBTIX and EMXC have become more correlated (0.30) than their long-term average of 0.04, meaning their price movements have been converging.

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Return for Risk

VBTIX vs. EMXC — Risk / Return Rank

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

VBTIX
VBTIX Risk / Return Rank: 3030
Overall Rank
VBTIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VBTIX Sortino Ratio Rank: 3333
Sortino Ratio Rank
VBTIX Omega Ratio Rank: 3030
Omega Ratio Rank
VBTIX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VBTIX Martin Ratio Rank: 2626
Martin Ratio Rank

EMXC
EMXC Risk / Return Rank: 8989
Overall Rank
EMXC Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMXC Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMXC Omega Ratio Rank: 9090
Omega Ratio Rank
EMXC Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMXC Martin Ratio Rank: 8989
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.

VBTIX vs. EMXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) and iShares MSCI Emerging Markets ex China ETF (EMXC). 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.


VBTIXEMXCDifference
Sharpe ratioReturn per unit of total volatility

-1.48

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

1.22

1.50

-0.28

Calmar ratioReturn relative to maximum drawdown

1.71

4.55

-2.84

Martin ratioReturn relative to average drawdown

4.95

17.51

-12.57

VBTIX vs. EMXC - Sharpe Ratio Comparison

The current VBTIX Sharpe Ratio is 1.26, which is lower than the EMXC Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of VBTIX and EMXC, 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

VBTIX vs. EMXC - Drawdown Comparison

The maximum VBTIX drawdown since its inception was -18.90%, smaller than the maximum EMXC drawdown of -42.81%. Use the drawdown chart below to compare losses from any high point for VBTIX and EMXC.


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Drawdown Indicators


VBTIXEMXCDifference

Max Drawdown

Largest peak-to-trough decline

-18.90%

-42.81%

+23.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.89%

-14.41%

+11.52%

Max Drawdown (3Y)

Largest decline over 3 years

-5.99%

-19.12%

+13.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-28.91%

+10.78%

Max Drawdown (10Y)

Largest decline over 10 years

-18.90%

Current Drawdown

Current decline from peak

-2.25%

-4.12%

+1.87%

Average Drawdown

Average peak-to-trough decline

-2.32%

-10.17%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

3.74%

-2.74%

Volatility

VBTIX vs. EMXC - Volatility Comparison

The current volatility for Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) is 1.33%, while iShares MSCI Emerging Markets ex China ETF (EMXC) has a volatility of 12.83%. This indicates that VBTIX experiences smaller price fluctuations and is considered to be less risky than EMXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBTIXEMXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

12.83%

-11.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

21.90%

-19.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

23.90%

-19.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

18.00%

-11.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.99%

20.07%

-15.08%

VBTIX vs. EMXC - Expense Ratio Comparison

VBTIX has a 0.04% expense ratio, which is lower than EMXC's 0.49% expense ratio.


Dividends

VBTIX vs. EMXC - Dividend Comparison

VBTIX's dividend yield for the trailing twelve months is around 3.99%, more than EMXC's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
EMXC
iShares MSCI Emerging Markets ex China ETF
2.05%2.82%2.69%1.83%2.85%1.78%1.45%3.25%2.63%0.99%0.00%0.00%
VBTIX
Vanguard Total Bond Market Index Fund Institutional Shares
3.99%3.88%3.69%3.12%2.61%1.81%2.41%2.75%2.58%2.56%2.54%2.84%

Frequently Asked Questions


VBTIX and EMXC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXC has higher volatility (12.83%) compared to VBTIX (1.33%). In terms of maximum drawdown, VBTIX dropped -18.90% vs EMXC's -42.81%.

EMXC currently has the higher Sharpe Ratio (2.74 vs 1.26), 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

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