VEGBX vs. VTABX
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX).
VEGBX is managed by Vanguard. It was launched on Dec 6, 2017. VTABX is managed by Vanguard. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEGBX or VTABX.
Performance
VEGBX vs. VTABX - Performance Comparison
Returns By Period
In the year-to-date period, VEGBX achieves a 7.55% return, which is significantly higher than VTABX's 3.09% return.
VEGBX
7.55%
-0.11%
4.87%
13.85%
3.36%
N/A
VTABX
3.09%
-0.01%
3.73%
6.92%
-0.27%
1.90%
Key characteristics
| VEGBX | VTABX | |
|---|---|---|
| Sharpe Ratio | 2.73 | 1.84 |
| Sortino Ratio | 4.20 | 2.82 |
| Omega Ratio | 1.54 | 1.32 |
| Calmar Ratio | 1.37 | 0.59 |
| Martin Ratio | 15.15 | 6.88 |
| Ulcer Index | 0.95% | 1.03% |
| Daily Std Dev | 5.27% | 3.85% |
| Max Drawdown | -25.52% | -16.82% |
| Current Drawdown | -1.68% | -5.40% |
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VEGBX vs. VTABX - Expense Ratio Comparison
VEGBX has a 0.40% expense ratio, which is higher than VTABX's 0.11% expense ratio.
Correlation
The correlation between VEGBX and VTABX is 0.42, 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.
Risk-Adjusted Performance
VEGBX vs. VTABX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) and Vanguard Total International Bond Index Fund Admiral Shares (VTABX). 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.
Dividends
VEGBX vs. VTABX - Dividend Comparison
VEGBX's dividend yield for the trailing twelve months is around 7.02%, more than VTABX's 4.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | 7.02% | 7.21% | 5.62% | 3.67% | 3.40% | 4.55% | 5.01% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.75% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% | 0.87% |
Drawdowns
VEGBX vs. VTABX - Drawdown Comparison
The maximum VEGBX drawdown since its inception was -25.52%, which is greater than VTABX's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for VEGBX and VTABX. For additional features, visit the drawdowns tool.
Volatility
VEGBX vs. VTABX - Volatility Comparison
Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) has a higher volatility of 1.57% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 0.88%. This indicates that VEGBX's price experiences larger fluctuations and is considered to be riskier than VTABX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.