PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VEGBX vs. VTINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEGBX and VTINX is 0.55, 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.


-0.50.00.51.00.5

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.

45.00%50.00%55.00%60.00%65.00%70.00%75.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
75.97%
50.58%
VEGBX
VTINX

Key characteristics

Sharpe Ratio

VEGBX:

1.56

VTINX:

1.54

Sortino Ratio

VEGBX:

2.25

VTINX:

2.22

Omega Ratio

VEGBX:

1.28

VTINX:

1.28

Calmar Ratio

VEGBX:

1.38

VTINX:

1.45

Martin Ratio

VEGBX:

7.72

VTINX:

8.50

Ulcer Index

VEGBX:

0.99%

VTINX:

0.89%

Daily Std Dev

VEGBX:

4.91%

VTINX:

4.89%

Max Drawdown

VEGBX:

-24.27%

VTINX:

-19.96%

Current Drawdown

VEGBX:

-2.01%

VTINX:

-2.01%

Returns By Period

In the year-to-date period, VEGBX achieves a 7.20% return, which is significantly higher than VTINX's 6.79% return.


VEGBX

YTD

7.20%

1M

-0.44%

6M

4.01%

1Y

7.62%

5Y*

3.92%

10Y*

N/A

VTINX

YTD

6.79%

1M

-0.22%

6M

3.35%

1Y

7.14%

5Y*

3.66%

10Y*

4.21%

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.


VEGBX
Vanguard Emerging Markets Bond Fund Admiral Shares
Expense ratio chart for VEGBX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VTINX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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.


Sharpe ratio
The chart of Sharpe ratio for VEGBX, currently valued at 1.56, compared to the broader market-1.000.001.002.003.004.001.561.54
The chart of Sortino ratio for VEGBX, currently valued at 2.25, compared to the broader market-2.000.002.004.006.008.0010.002.252.22
The chart of Omega ratio for VEGBX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.28
The chart of Calmar ratio for VEGBX, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.0012.0014.001.381.45
The chart of Martin ratio for VEGBX, currently valued at 7.72, compared to the broader market0.0020.0040.0060.007.728.50
VEGBX
VTINX

The current VEGBX Sharpe Ratio is 1.56, which is comparable to the VTINX Sharpe Ratio of 1.54. 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.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.56
1.54
VEGBX
VTINX

Dividends

VEGBX vs. VTINX - Dividend Comparison

VEGBX's dividend yield for the trailing twelve months is around 5.82%, more than VTINX's 3.28% yield.


TTM20232022202120202019201820172016201520142013
VEGBX
Vanguard Emerging Markets Bond Fund Admiral Shares
5.82%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
3.28%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 -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. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.01%
-2.01%
VEGBX
VTINX

Volatility

VEGBX vs. VTINX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) is 1.25%, while Vanguard Target Retirement Income Fund (VTINX) has a volatility of 1.56%. 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.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.25%
1.56%
VEGBX
VTINX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab