VDI vs. VEMY
VDI (Virtus International Dividend ETF) and VEMY (Virtus Stone Harbor Emerging Markets High Yield Bond ETF) are both exchange-traded funds - VDI is a Foreign Large Cap Equities fund actively managed by Virtus, while VEMY is a Emerging Markets Bonds fund actively managed by Virtus. Both are actively managed. A 0.61 correlation means they provide meaningful diversification when combined. VDI charges 0.39%/yr vs 0.58%/yr for VEMY.
Performance
VDI vs. VEMY - Performance Comparison
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Returns By Period
In the year-to-date period, VDI achieves a 13.30% return, which is significantly higher than VEMY's 6.30% return.
VDI
- 1D
- -0.82%
- 1M
- -0.02%
- YTD
- 13.30%
- 6M
- 12.82%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VEMY
- 1D
- -0.05%
- 1M
- 1.70%
- YTD
- 6.30%
- 6M
- 6.13%
- 1Y
- 17.10%
- 3Y*
- 15.09%
- 5Y*
- —
- 10Y*
- —
VDI vs. VEMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VDI Virtus International Dividend ETF | 13.30% | 3.29% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 6.30% | 1.00% |
Correlation
The correlation between VDI and VEMY is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025 | 0.61 |
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Return for Risk
VDI vs. VEMY — Risk / Return Rank
VDI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VEMY
VDI vs. VEMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus International Dividend ETF (VDI) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). 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.
| VDI | VEMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.58 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.29 | — |
| Martin ratioReturn relative to average drawdown | — | 20.31 | — |
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Drawdowns
VDI vs. VEMY - Drawdown Comparison
The maximum VDI drawdown since its inception was -10.40%, which is greater than VEMY's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for VDI and VEMY.
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Drawdown Indicators
| VDI | VEMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.40% | -8.77% | -1.63% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.00% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.57% | — |
Current DrawdownCurrent decline from peak | -2.64% | -0.46% | -2.18% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -1.29% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.84% | — |
Volatility
VDI vs. VEMY - Volatility Comparison
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Volatility by Period
| VDI | VEMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.42% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.75% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 6.09% | +10.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 7.60% | +8.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 7.60% | +8.91% |
VDI vs. VEMY - Expense Ratio Comparison
VDI has a 0.39% expense ratio, which is lower than VEMY's 0.58% expense ratio.
Dividends
VDI vs. VEMY - Dividend Comparison
VDI's dividend yield for the trailing twelve months is around 2.36%, less than VEMY's 8.21% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
VDI Virtus International Dividend ETF | 2.36% | 0.00% | 0.00% | 0.00% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 8.21% | 8.89% | 10.28% | 9.55% |
Frequently Asked Questions
VDI and VEMY have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDI is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDI is cheaper with a 0.39% expense ratio, compared with 0.58% for VEMY.
VEMY has the higher dividend yield at 8.21%, compared with 2.36% for VDI.
VDI is categorized as Foreign Large Cap Equities, while VEMY is Emerging Markets Bonds. Their fees differ too: 0.39% for VDI and 0.58% for VEMY.
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