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VEGBX vs. VWOB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGBX vs. VWOB - 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 Emerging Markets Government Bond ETF (VWOB). The values are adjusted to include any dividend payments, if applicable.

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VEGBX vs. VWOB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEGBX
Vanguard Emerging Markets Bond Fund Admiral Shares
-1.23%14.46%7.60%13.81%-13.02%-1.44%15.18%17.87%-0.66%11.65%
VWOB
Vanguard Emerging Markets Government Bond ETF
-1.09%13.49%5.20%10.68%-17.39%-1.80%5.65%14.46%-2.92%6.77%

Returns By Period

In the year-to-date period, VEGBX achieves a -1.23% return, which is significantly lower than VWOB's -1.09% return.


VEGBX

1D
0.16%
1M
-2.25%
YTD
-1.23%
6M
1.88%
1Y
9.88%
3Y*
10.52%
5Y*
4.29%
10Y*

VWOB

1D
0.18%
1M
-2.07%
YTD
-1.09%
6M
1.20%
1Y
8.85%
3Y*
8.12%
5Y*
2.14%
10Y*
3.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGBX vs. VWOB - Expense Ratio Comparison

VEGBX has a 0.40% expense ratio, which is higher than VWOB's 0.20% expense ratio.


Return for Risk

VEGBX vs. VWOB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEGBX
VEGBX Risk / Return Rank: 8989
Overall Rank
VEGBX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VEGBX Sortino Ratio Rank: 9292
Sortino Ratio Rank
VEGBX Omega Ratio Rank: 8888
Omega Ratio Rank
VEGBX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VEGBX Martin Ratio Rank: 8888
Martin Ratio Rank

VWOB
VWOB Risk / Return Rank: 7070
Overall Rank
VWOB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 7070
Sortino Ratio Rank
VWOB Omega Ratio Rank: 7373
Omega Ratio Rank
VWOB Calmar Ratio Rank: 6666
Calmar Ratio Rank
VWOB Martin Ratio Rank: 6868
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. VWOB - 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 Emerging Markets Government Bond ETF (VWOB). 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.


VEGBXVWOBDifference

Sharpe ratio

Return per unit of total volatility

1.98

1.36

+0.62

Sortino ratio

Return per unit of downside risk

2.84

1.88

+0.95

Omega ratio

Gain probability vs. loss probability

1.40

1.29

+0.12

Calmar ratio

Return relative to maximum drawdown

2.44

1.97

+0.46

Martin ratio

Return relative to average drawdown

10.52

7.94

+2.58

VEGBX vs. VWOB - Sharpe Ratio Comparison

The current VEGBX Sharpe Ratio is 1.98, which is higher than the VWOB Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of VEGBX and VWOB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEGBXVWOBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

1.36

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.23

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.40

+0.63

Correlation

The correlation between VEGBX and VWOB is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VEGBX vs. VWOB - Dividend Comparison

VEGBX's dividend yield for the trailing twelve months is around 5.79%, less than VWOB's 5.95% yield.


TTM20252024202320222021202020192018201720162015
VEGBX
Vanguard Emerging Markets Bond Fund Admiral Shares
5.79%6.34%7.02%7.20%5.61%5.14%4.62%6.42%5.00%0.39%0.00%0.00%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.95%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Drawdowns

VEGBX vs. VWOB - Drawdown Comparison

The maximum VEGBX drawdown since its inception was -24.27%, smaller than the maximum VWOB drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for VEGBX and VWOB.


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Drawdown Indicators


VEGBXVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-24.27%

-26.98%

+2.71%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-4.48%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-24.27%

-26.98%

+2.71%

Max Drawdown (10Y)

Largest decline over 10 years

-26.98%

Current Drawdown

Current decline from peak

-3.19%

-2.94%

-0.25%

Average Drawdown

Average peak-to-trough decline

-3.90%

-4.83%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

1.11%

-0.13%

Volatility

VEGBX vs. VWOB - Volatility Comparison

The current volatility for Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) is 2.08%, while Vanguard Emerging Markets Government Bond ETF (VWOB) has a volatility of 2.95%. This indicates that VEGBX experiences smaller price fluctuations and is considered to be less risky than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEGBXVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

2.95%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

3.74%

-0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

4.98%

6.51%

-1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

9.17%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.37%

9.32%

-2.95%