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VEIEX vs. IE00BFPM9N11.EUFUND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEIEX vs. IE00BFPM9N11.EUFUND - 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 Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VEIEX is traded in USD, while IE00BFPM9N11.EUFUND is traded in EUR. To make them comparable, the IE00BFPM9N11.EUFUND values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VEIEX achieves a 12.12% return, which is significantly higher than IE00BFPM9N11.EUFUND's 10.56% return. Over the past 10 years, VEIEX has underperformed IE00BFPM9N11.EUFUND with an annualized return of 8.70%, while IE00BFPM9N11.EUFUND has yielded a comparatively higher 13.02% annualized return.


VEIEX

1D
0.87%
1M
2.83%
YTD
12.12%
6M
13.52%
1Y
30.70%
3Y*
17.83%
5Y*
4.93%
10Y*
8.70%

IE00BFPM9N11.EUFUND

1D
0.13%
1M
4.74%
YTD
10.56%
6M
11.58%
1Y
26.89%
3Y*
20.92%
5Y*
11.89%
10Y*
13.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEIEX vs. IE00BFPM9N11.EUFUND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
12.12%24.58%11.15%8.66%-17.91%0.72%15.05%20.11%-14.73%31.14%
IE00BFPM9N11.EUFUND
Vanguard Global Stock Index Fund Institutional Plus EUR Acc
10.56%21.06%18.76%23.41%-18.03%22.14%15.74%27.50%-8.63%22.67%

Correlation

The correlation between VEIEX and IE00BFPM9N11.EUFUND is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2013

0.68

The correlation between VEIEX and IE00BFPM9N11.EUFUND has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

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Return for Risk

VEIEX vs. IE00BFPM9N11.EUFUND — Risk / Return Rank

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

VEIEX
VEIEX Risk / Return Rank: 5252
Overall Rank
VEIEX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VEIEX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VEIEX Omega Ratio Rank: 5454
Omega Ratio Rank
VEIEX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VEIEX Martin Ratio Rank: 4949
Martin Ratio Rank

IE00BFPM9N11.EUFUND
IE00BFPM9N11.EUFUND Risk / Return Rank: 6767
Overall Rank
IE00BFPM9N11.EUFUND Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IE00BFPM9N11.EUFUND Sortino Ratio Rank: 5555
Sortino Ratio Rank
IE00BFPM9N11.EUFUND Omega Ratio Rank: 6262
Omega Ratio Rank
IE00BFPM9N11.EUFUND Calmar Ratio Rank: 7777
Calmar Ratio Rank
IE00BFPM9N11.EUFUND Martin Ratio Rank: 7777
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.

VEIEX vs. IE00BFPM9N11.EUFUND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) and Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND). 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.


VEIEXIE00BFPM9N11.EUFUNDDifference

Sharpe ratio

Return per unit of total volatility

2.22

2.40

-0.18

Sortino ratio

Return per unit of downside risk

3.05

3.33

-0.27

Omega ratio

Gain probability vs. loss probability

1.41

1.43

-0.02

Calmar ratio

Return relative to maximum drawdown

2.73

2.82

-0.09

Martin ratio

Return relative to average drawdown

10.20

12.55

-2.35

VEIEX vs. IE00BFPM9N11.EUFUND - Sharpe Ratio Comparison

The current VEIEX Sharpe Ratio is 2.22, which is comparable to the IE00BFPM9N11.EUFUND Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VEIEX and IE00BFPM9N11.EUFUND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VEIEXIE00BFPM9N11.EUFUNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

2.40

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.76

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.80

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.71

-0.38

Drawdowns

VEIEX vs. IE00BFPM9N11.EUFUND - Drawdown Comparison

The maximum VEIEX drawdown since its inception was -66.47%, which is greater than IE00BFPM9N11.EUFUND's maximum drawdown of -34.23%. Use the drawdown chart below to compare losses from any high point for VEIEX and IE00BFPM9N11.EUFUND.


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Drawdown Indicators


VEIEXIE00BFPM9N11.EUFUNDDifference

Max Drawdown

Largest peak-to-trough decline

-66.47%

-34.23%

-32.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-9.16%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-15.84%

-16.28%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-32.67%

-26.00%

-6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-36.30%

-34.23%

-2.07%

Current Drawdown

Current decline from peak

-0.44%

0.00%

-0.44%

Average Drawdown

Average peak-to-trough decline

-17.21%

-4.56%

-12.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.06%

+0.90%

Volatility

VEIEX vs. IE00BFPM9N11.EUFUND - Volatility Comparison

Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) has a higher volatility of 4.82% compared to Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) at 2.90%. This indicates that VEIEX's price experiences larger fluctuations and is considered to be riskier than IE00BFPM9N11.EUFUND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEIEXIE00BFPM9N11.EUFUNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

2.90%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

8.86%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.28%

11.29%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.37%

15.36%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.46%

15.89%

+0.57%

VEIEX vs. IE00BFPM9N11.EUFUND - Expense Ratio Comparison

VEIEX has a 0.29% expense ratio, which is higher than IE00BFPM9N11.EUFUND's 0.11% expense ratio.


Dividends

VEIEX vs. IE00BFPM9N11.EUFUND - Dividend Comparison

VEIEX's dividend yield for the trailing twelve months is around 2.27%, while IE00BFPM9N11.EUFUND has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IE00BFPM9N11.EUFUND
Vanguard Global Stock Index Fund Institutional Plus EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
2.27%2.59%2.97%3.32%3.87%2.41%1.72%3.07%2.67%2.14%2.33%3.04%

Frequently Asked Questions


VEIEX and IE00BFPM9N11.EUFUND have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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