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VEIEX vs. GQGPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEIEX and GQGPX is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

VEIEX vs. GQGPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) and GQG Partners Emerging Markets Equity Fund (GQGPX). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
56.95%
92.39%
VEIEX
GQGPX

Key characteristics

Sharpe Ratio

VEIEX:

0.76

GQGPX:

-0.10

Sortino Ratio

VEIEX:

1.15

GQGPX:

-0.02

Omega Ratio

VEIEX:

1.15

GQGPX:

1.00

Calmar Ratio

VEIEX:

0.64

GQGPX:

-0.10

Martin Ratio

VEIEX:

2.31

GQGPX:

-0.20

Ulcer Index

VEIEX:

5.25%

GQGPX:

8.97%

Daily Std Dev

VEIEX:

15.88%

GQGPX:

17.36%

Max Drawdown

VEIEX:

-65.96%

GQGPX:

-33.68%

Current Drawdown

VEIEX:

-9.54%

GQGPX:

-11.97%

Returns By Period

In the year-to-date period, VEIEX achieves a 1.69% return, which is significantly higher than GQGPX's -0.18% return.


VEIEX

YTD

1.69%

1M

-2.20%

6M

-2.11%

1Y

10.64%

5Y*

8.08%

10Y*

2.84%

GQGPX

YTD

-0.18%

1M

-1.08%

6M

-5.15%

1Y

-3.28%

5Y*

10.30%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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VEIEX vs. GQGPX - Expense Ratio Comparison

VEIEX has a 0.29% expense ratio, which is lower than GQGPX's 1.22% expense ratio.


Expense ratio chart for GQGPX: current value is 1.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GQGPX: 1.22%
Expense ratio chart for VEIEX: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEIEX: 0.29%

Risk-Adjusted Performance

VEIEX vs. GQGPX — Risk-Adjusted Performance Rank

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

VEIEX
The Risk-Adjusted Performance Rank of VEIEX is 6969
Overall Rank
The Sharpe Ratio Rank of VEIEX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIEX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VEIEX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VEIEX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEIEX is 6464
Martin Ratio Rank

GQGPX
The Risk-Adjusted Performance Rank of GQGPX is 1919
Overall Rank
The Sharpe Ratio Rank of GQGPX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of GQGPX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of GQGPX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of GQGPX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of GQGPX is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEIEX vs. GQGPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) and GQG Partners Emerging Markets Equity Fund (GQGPX). 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.


The chart of Sharpe ratio for VEIEX, currently valued at 0.76, compared to the broader market-1.000.001.002.003.00
VEIEX: 0.76
GQGPX: -0.10
The chart of Sortino ratio for VEIEX, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.00
VEIEX: 1.15
GQGPX: -0.02
The chart of Omega ratio for VEIEX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
VEIEX: 1.15
GQGPX: 1.00
The chart of Calmar ratio for VEIEX, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.00
VEIEX: 0.64
GQGPX: -0.10
The chart of Martin ratio for VEIEX, currently valued at 2.31, compared to the broader market0.0010.0020.0030.0040.0050.00
VEIEX: 2.31
GQGPX: -0.20

The current VEIEX Sharpe Ratio is 0.76, which is higher than the GQGPX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of VEIEX and GQGPX, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.76
-0.10
VEIEX
GQGPX

Dividends

VEIEX vs. GQGPX - Dividend Comparison

VEIEX's dividend yield for the trailing twelve months is around 2.94%, more than GQGPX's 1.50% yield.


TTM20242023202220212020201920182017201620152014
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
2.94%2.98%3.31%3.87%2.41%1.72%3.07%2.67%2.14%2.33%3.04%2.67%
GQGPX
GQG Partners Emerging Markets Equity Fund
1.50%1.50%2.54%5.52%3.78%0.15%2.39%0.59%0.17%0.00%0.00%0.00%

Drawdowns

VEIEX vs. GQGPX - Drawdown Comparison

The maximum VEIEX drawdown since its inception was -65.96%, which is greater than GQGPX's maximum drawdown of -33.68%. Use the drawdown chart below to compare losses from any high point for VEIEX and GQGPX. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%NovemberDecember2025FebruaryMarchApril
-9.54%
-11.97%
VEIEX
GQGPX

Volatility

VEIEX vs. GQGPX - Volatility Comparison

Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) has a higher volatility of 8.96% compared to GQG Partners Emerging Markets Equity Fund (GQGPX) at 6.99%. This indicates that VEIEX's price experiences larger fluctuations and is considered to be riskier than GQGPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.96%
6.99%
VEIEX
GQGPX