VEGBX vs. VWO
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) and Vanguard FTSE Emerging Markets ETF (VWO).
VEGBX is managed by Vanguard. It was launched on Dec 6, 2017. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEGBX or VWO.
Key characteristics
| VEGBX | VWO | |
|---|---|---|
| YTD Return | 8.23% | 14.07% |
| 1Y Return | 17.37% | 21.61% |
| 3Y Return (Ann) | 1.56% | -0.66% |
| 5Y Return (Ann) | 3.58% | 5.04% |
| Sharpe Ratio | 3.19 | 1.51 |
| Sortino Ratio | 5.03 | 2.17 |
| Omega Ratio | 1.65 | 1.27 |
| Calmar Ratio | 1.34 | 0.92 |
| Martin Ratio | 19.08 | 8.47 |
| Ulcer Index | 0.90% | 2.65% |
| Daily Std Dev | 5.39% | 14.87% |
| Max Drawdown | -25.52% | -67.68% |
| Current Drawdown | -1.06% | -8.18% |
Correlation
The correlation between VEGBX and VWO is 0.36, 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.
Performance
VEGBX vs. VWO - Performance Comparison
In the year-to-date period, VEGBX achieves a 8.23% return, which is significantly lower than VWO's 14.07% 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. VWO - Expense Ratio Comparison
VEGBX has a 0.40% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
VEGBX vs. VWO - 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 FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
VEGBX's dividend yield for the trailing twelve months is around 6.98%, more than VWO's 2.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | 6.98% | 7.21% | 5.62% | 3.67% | 3.40% | 4.55% | 5.01% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.60% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
VEGBX vs. VWO - Drawdown Comparison
The maximum VEGBX drawdown since its inception was -25.52%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for VEGBX and VWO. For additional features, visit the drawdowns tool.
Volatility
VEGBX vs. VWO - Volatility Comparison
The current volatility for Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) is 1.66%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.84%. This indicates that VEGBX experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.