VEGBX vs. AMAPX
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) and Amana Participation Fund (AMAPX).
VEGBX is managed by Vanguard. It was launched on Dec 6, 2017. AMAPX is managed by Amana. It was launched on Sep 27, 2015.
Performance
VEGBX vs. AMAPX - Performance Comparison
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VEGBX vs. AMAPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | -1.39% | 14.46% | 7.60% | 13.81% | -13.02% | -1.44% | 15.18% | 17.87% | -0.66% | 11.65% |
AMAPX Amana Participation Fund | -1.56% | 5.98% | 3.77% | 2.09% | -5.27% | 0.49% | 5.35% | 6.61% | 0.08% | 2.07% |
Returns By Period
In the year-to-date period, VEGBX achieves a -1.39% return, which is significantly higher than AMAPX's -1.56% return.
VEGBX
- 1D
- 0.45%
- 1M
- -2.92%
- YTD
- -1.39%
- 6M
- 1.96%
- 1Y
- 9.61%
- 3Y*
- 10.46%
- 5Y*
- 4.25%
- 10Y*
- —
AMAPX
- 1D
- 0.10%
- 1M
- -2.01%
- YTD
- -1.56%
- 6M
- -0.56%
- 1Y
- 2.49%
- 3Y*
- 3.12%
- 5Y*
- 1.12%
- 10Y*
- 2.10%
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VEGBX vs. AMAPX - Expense Ratio Comparison
VEGBX has a 0.40% expense ratio, which is lower than AMAPX's 0.78% expense ratio.
Return for Risk
VEGBX vs. AMAPX — Risk / Return Rank
VEGBX
AMAPX
VEGBX vs. AMAPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) and Amana Participation Fund (AMAPX). 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.
| VEGBX | AMAPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.27 | +0.77 |
Sortino ratioReturn per unit of downside risk | 2.91 | 1.90 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.36 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.40 | 1.17 | +1.23 |
Martin ratioReturn relative to average drawdown | 10.58 | 5.02 | +5.56 |
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
| VEGBX | AMAPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.27 | +0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.55 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.08 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 1.06 | -0.03 |
Correlation
The correlation between VEGBX and AMAPX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VEGBX vs. AMAPX - Dividend Comparison
VEGBX's dividend yield for the trailing twelve months is around 5.80%, more than AMAPX's 3.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | 5.80% | 6.34% | 7.02% | 7.20% | 5.61% | 5.14% | 4.62% | 6.42% | 5.00% | 0.39% | 0.00% |
AMAPX Amana Participation Fund | 3.41% | 3.52% | 3.15% | 2.25% | 1.30% | 1.55% | 1.95% | 2.45% | 2.62% | 2.14% | 2.14% |
Drawdowns
VEGBX vs. AMAPX - Drawdown Comparison
The maximum VEGBX drawdown since its inception was -24.27%, which is greater than AMAPX's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for VEGBX and AMAPX.
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Drawdown Indicators
| VEGBX | AMAPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.27% | -7.75% | -16.52% |
Max Drawdown (1Y)Largest decline over 1 year | -4.13% | -2.51% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -24.27% | -7.75% | -16.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -7.75% | — |
Current DrawdownCurrent decline from peak | -3.35% | -2.41% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -3.90% | -1.57% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.58% | +0.37% |
Volatility
VEGBX vs. AMAPX - Volatility Comparison
Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) has a higher volatility of 2.10% compared to Amana Participation Fund (AMAPX) at 0.67%. This indicates that VEGBX's price experiences larger fluctuations and is considered to be riskier than AMAPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEGBX | AMAPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 0.67% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 1.16% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.98% | 2.08% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.27% | 2.06% | +4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.37% | 1.95% | +4.42% |