PortfoliosLab logoPortfoliosLab logo
VEGBX vs. VTINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGBX vs. VTINX - 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 Target Retirement Income Fund (VTINX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VEGBX vs. VTINX - 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%
VTINX
Vanguard Target Retirement Income Fund
-0.46%11.31%6.66%10.66%-12.75%5.24%10.02%13.16%-1.98%6.63%

Returns By Period

In the year-to-date period, VEGBX achieves a -1.39% return, which is significantly lower than VTINX's -0.46% return.


VEGBX

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

VTINX

1D
0.96%
1M
-2.70%
YTD
-0.46%
6M
0.80%
1Y
9.06%
3Y*
7.86%
5Y*
3.59%
10Y*
4.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEGBX vs. VTINX - Expense Ratio Comparison

VEGBX has a 0.40% expense ratio, which is higher than VTINX's 0.08% expense ratio.


Return for Risk

VEGBX vs. VTINX — 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

VTINX
VTINX Risk / Return Rank: 8686
Overall Rank
VTINX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VTINX Sortino Ratio Rank: 8787
Sortino Ratio Rank
VTINX Omega Ratio Rank: 8383
Omega Ratio Rank
VTINX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VTINX Martin Ratio Rank: 8888
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. VTINX - 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 Target Retirement Income Fund (VTINX). 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.


VEGBXVTINXDifference

Sharpe ratio

Return per unit of total volatility

2.03

1.67

+0.36

Sortino ratio

Return per unit of downside risk

2.91

2.39

+0.52

Omega ratio

Gain probability vs. loss probability

1.42

1.34

+0.08

Calmar ratio

Return relative to maximum drawdown

2.40

2.29

+0.11

Martin ratio

Return relative to average drawdown

10.58

9.59

+0.99

VEGBX vs. VTINX - Sharpe Ratio Comparison

The current VEGBX Sharpe Ratio is 2.03, which is comparable to the VTINX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of VEGBX and VTINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VEGBXVTINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.67

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.60

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.90

+0.13

Correlation

The correlation between VEGBX and VTINX is 0.56, 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. VTINX - Dividend Comparison

VEGBX's dividend yield for the trailing twelve months is around 5.80%, more than VTINX's 5.05% 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%
VTINX
Vanguard Target Retirement Income Fund
5.05%5.02%5.89%4.01%3.08%8.63%3.42%2.62%4.19%1.56%2.27%3.53%

Drawdowns

VEGBX vs. VTINX - Drawdown Comparison

The maximum VEGBX drawdown since its inception was -24.27%, which is greater than VTINX's maximum drawdown of -19.96%. Use the drawdown chart below to compare losses from any high point for VEGBX and VTINX.


Loading graphics...

Drawdown Indicators


VEGBXVTINXDifference

Max Drawdown

Largest peak-to-trough decline

-24.27%

-19.96%

-4.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.13%

-4.14%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.27%

-17.02%

-7.25%

Max Drawdown (10Y)

Largest decline over 10 years

-17.02%

Current Drawdown

Current decline from peak

-3.35%

-3.04%

-0.31%

Average Drawdown

Average peak-to-trough decline

-3.90%

-2.21%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.99%

-0.04%

Volatility

VEGBX vs. VTINX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) is 2.10%, while Vanguard Target Retirement Income Fund (VTINX) has a volatility of 2.50%. This indicates that VEGBX experiences smaller price fluctuations and is considered to be less risky than VTINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VEGBXVTINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

2.50%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

3.59%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.98%

5.60%

-0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

6.01%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.37%

5.69%

+0.68%