VEGBX vs. VTINX
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) and Vanguard Target Retirement Income Fund (VTINX).
VEGBX is managed by Vanguard. It was launched on Dec 6, 2017. VTINX is managed by Vanguard. It was launched on Oct 27, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEGBX or VTINX.
Key characteristics
| VEGBX | VTINX | |
|---|---|---|
| YTD Return | 8.27% | 7.73% |
| 1Y Return | 17.26% | 15.01% |
| 3Y Return (Ann) | 1.31% | 1.12% |
| 5Y Return (Ann) | 3.52% | 4.17% |
| Sharpe Ratio | 3.07 | 2.79 |
| Sortino Ratio | 4.81 | 4.31 |
| Omega Ratio | 1.61 | 1.55 |
| Calmar Ratio | 1.30 | 1.41 |
| Martin Ratio | 18.47 | 17.70 |
| Ulcer Index | 0.90% | 0.81% |
| Daily Std Dev | 5.42% | 5.12% |
| Max Drawdown | -25.52% | -19.96% |
| Current Drawdown | -1.02% | -0.65% |
Correlation
The correlation between VEGBX and VTINX is 0.54, 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.
Performance
VEGBX vs. VTINX - Performance Comparison
In the year-to-date period, VEGBX achieves a 8.27% return, which is significantly higher than VTINX's 7.73% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VEGBX vs. VTINX - Expense Ratio Comparison
VEGBX has a 0.40% expense ratio, which is higher than VTINX's 0.08% expense ratio.
Risk-Adjusted Performance
VEGBX vs. VTINX - 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 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.
Dividends
VEGBX vs. VTINX - Dividend Comparison
VEGBX's dividend yield for the trailing twelve months is around 6.97%, more than VTINX's 3.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | 6.97% | 7.21% | 5.62% | 3.67% | 3.40% | 4.55% | 5.01% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
VTINX Vanguard Target Retirement Income Fund | 3.25% | 2.98% | 2.71% | 2.59% | 1.65% | 2.51% | 2.69% | 2.10% | 1.94% | 1.84% | 1.84% | 1.63% |
Drawdowns
VEGBX vs. VTINX - Drawdown Comparison
The maximum VEGBX drawdown since its inception was -25.52%, 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. For additional features, visit the drawdowns tool.
Volatility
VEGBX vs. VTINX - Volatility Comparison
Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) has a higher volatility of 1.66% compared to Vanguard Target Retirement Income Fund (VTINX) at 1.27%. This indicates that VEGBX's price experiences larger fluctuations and is considered to be riskier than VTINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.