VEGBX vs. VTSAX
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VEGBX is managed by Vanguard. It was launched on Dec 6, 2017. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEGBX or VTSAX.
Performance
VEGBX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VEGBX achieves a 7.55% return, which is significantly lower than VTSAX's 24.74% return.
VEGBX
7.55%
-0.11%
4.87%
13.85%
3.36%
N/A
VTSAX
24.74%
1.75%
12.49%
32.61%
14.94%
12.63%
Key characteristics
| VEGBX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.73 | 2.57 |
| Sortino Ratio | 4.20 | 3.44 |
| Omega Ratio | 1.54 | 1.47 |
| Calmar Ratio | 1.37 | 3.76 |
| Martin Ratio | 15.15 | 16.38 |
| Ulcer Index | 0.95% | 1.97% |
| Daily Std Dev | 5.27% | 12.55% |
| Max Drawdown | -25.52% | -55.34% |
| Current Drawdown | -1.68% | -1.50% |
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VEGBX vs. VTSAX - Expense Ratio Comparison
VEGBX has a 0.40% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Correlation
The correlation between VEGBX and VTSAX is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
VEGBX vs. VTSAX - 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 Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
VEGBX's dividend yield for the trailing twelve months is around 7.02%, more than VTSAX's 1.27% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.27% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VEGBX vs. VTSAX - Drawdown Comparison
The maximum VEGBX drawdown since its inception was -25.52%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VEGBX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VEGBX vs. VTSAX - Volatility Comparison
The current volatility for Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) is 1.57%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.25%. This indicates that VEGBX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.