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VEGBX vs. VGIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGBX vs. VGIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) and Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX). The values are adjusted to include any dividend payments, if applicable.

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VEGBX vs. VGIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VGIVX
Vanguard Emerging Markets Government Bond Index Fund Institutional Shares
-1.83%13.05%6.31%10.48%-16.72%-2.41%5.83%14.03%-2.72%6.96%

Returns By Period

In the year-to-date period, VEGBX achieves a -1.39% return, which is significantly higher than VGIVX's -1.83% return.


VEGBX

1D
0.45%
1M
-2.92%
YTD
-1.39%
6M
1.96%
1Y
9.61%
3Y*
10.46%
5Y*
4.25%
10Y*

VGIVX

1D
0.38%
1M
-2.93%
YTD
-1.83%
6M
0.82%
1Y
8.16%
3Y*
8.41%
5Y*
2.21%
10Y*
3.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGBX vs. VGIVX - Expense Ratio Comparison

VEGBX has a 0.40% expense ratio, which is higher than VGIVX's 0.18% expense ratio.


Return for Risk

VEGBX vs. VGIVX — Risk / Return Rank

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

VEGBX
VEGBX Risk / Return Rank: 9191
Overall Rank
VEGBX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VEGBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VEGBX Omega Ratio Rank: 9090
Omega Ratio Rank
VEGBX Calmar Ratio Rank: 8888
Calmar Ratio Rank
VEGBX Martin Ratio Rank: 9191
Martin Ratio Rank

VGIVX
VGIVX Risk / Return Rank: 8787
Overall Rank
VGIVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VGIVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VGIVX Omega Ratio Rank: 8888
Omega Ratio Rank
VGIVX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VGIVX Martin Ratio Rank: 8484
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.

VEGBX vs. VGIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) and Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX). 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.


VEGBXVGIVXDifference

Sharpe ratio

Return per unit of total volatility

2.03

1.91

+0.12

Sortino ratio

Return per unit of downside risk

2.91

2.73

+0.19

Omega ratio

Gain probability vs. loss probability

1.42

1.39

+0.03

Calmar ratio

Return relative to maximum drawdown

2.40

2.21

+0.18

Martin ratio

Return relative to average drawdown

10.58

8.95

+1.63

VEGBX vs. VGIVX - Sharpe Ratio Comparison

The current VEGBX Sharpe Ratio is 2.03, which is comparable to the VGIVX Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of VEGBX and VGIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEGBXVGIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.91

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.36

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.65

+0.38

Correlation

The correlation between VEGBX and VGIVX is 0.95, 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.


Dividends

VEGBX vs. VGIVX - Dividend Comparison

VEGBX's dividend yield for the trailing twelve months is around 5.80%, more than VGIVX's 5.49% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
VGIVX
Vanguard Emerging Markets Government Bond Index Fund Institutional Shares
5.49%5.95%6.58%5.53%5.32%3.53%4.21%4.62%4.62%4.67%4.76%4.55%

Drawdowns

VEGBX vs. VGIVX - Drawdown Comparison

The maximum VEGBX drawdown since its inception was -24.27%, smaller than the maximum VGIVX drawdown of -26.79%. Use the drawdown chart below to compare losses from any high point for VEGBX and VGIVX.


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Drawdown Indicators


VEGBXVGIVXDifference

Max Drawdown

Largest peak-to-trough decline

-24.27%

-26.79%

+2.52%

Max Drawdown (1Y)

Largest decline over 1 year

-4.13%

-3.93%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.27%

-26.79%

+2.52%

Max Drawdown (10Y)

Largest decline over 10 years

-26.79%

Current Drawdown

Current decline from peak

-3.35%

-3.53%

+0.18%

Average Drawdown

Average peak-to-trough decline

-3.90%

-4.75%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.97%

-0.02%

Volatility

VEGBX vs. VGIVX - Volatility Comparison

Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) has a higher volatility of 2.10% compared to Vanguard Emerging Markets Government Bond Index Fund Institutional Shares (VGIVX) at 1.92%. This indicates that VEGBX's price experiences larger fluctuations and is considered to be riskier than VGIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGBXVGIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

1.92%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

2.72%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.98%

4.49%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

6.25%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.37%

6.33%

+0.04%