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

Correlation

The correlation between VEIEX and VDADX is 0.66, 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: 0.7

Performance

VEIEX vs. VDADX - 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 Dividend Appreciation Index Fund Admiral Shares (VDADX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
50.07%
219.30%
VEIEX
VDADX

Key characteristics

Sharpe Ratio

VEIEX:

0.68

VDADX:

0.57

Sortino Ratio

VEIEX:

1.04

VDADX:

0.90

Omega Ratio

VEIEX:

1.13

VDADX:

1.13

Calmar Ratio

VEIEX:

0.58

VDADX:

0.59

Martin Ratio

VEIEX:

2.06

VDADX:

2.61

Ulcer Index

VEIEX:

5.27%

VDADX:

3.37%

Daily Std Dev

VEIEX:

15.88%

VDADX:

15.61%

Max Drawdown

VEIEX:

-65.96%

VDADX:

-31.70%

Current Drawdown

VEIEX:

-9.85%

VDADX:

-7.61%

Returns By Period

In the year-to-date period, VEIEX achieves a 1.33% return, which is significantly higher than VDADX's -3.19% return. Over the past 10 years, VEIEX has underperformed VDADX with an annualized return of 2.77%, while VDADX has yielded a comparatively higher 10.92% annualized return.


VEIEX

YTD

1.33%

1M

-1.97%

6M

-2.42%

1Y

9.96%

5Y*

7.99%

10Y*

2.77%

VDADX

YTD

-3.19%

1M

-3.10%

6M

-3.31%

1Y

8.85%

5Y*

13.05%

10Y*

10.92%

*Annualized

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VEIEX vs. VDADX - Expense Ratio Comparison

VEIEX has a 0.29% expense ratio, which is higher than VDADX's 0.08% expense ratio.


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%
Expense ratio chart for VDADX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDADX: 0.08%

Risk-Adjusted Performance

VEIEX vs. VDADX — 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 6565
Overall Rank
The Sharpe Ratio Rank of VEIEX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIEX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VEIEX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VEIEX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VEIEX is 5858
Martin Ratio Rank

VDADX
The Risk-Adjusted Performance Rank of VDADX is 6363
Overall Rank
The Sharpe Ratio Rank of VDADX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VDADX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VDADX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VDADX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VDADX is 6767
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. VDADX - 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 Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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 0.68, compared to the broader market-1.000.001.002.003.00
VEIEX: 0.68
VDADX: 0.57
The chart of Sortino ratio for VEIEX, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.00
VEIEX: 1.04
VDADX: 0.90
The chart of Omega ratio for VEIEX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
VEIEX: 1.13
VDADX: 1.13
The chart of Calmar ratio for VEIEX, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.00
VEIEX: 0.58
VDADX: 0.59
The chart of Martin ratio for VEIEX, currently valued at 2.06, compared to the broader market0.0010.0020.0030.0040.0050.00
VEIEX: 2.06
VDADX: 2.61

The current VEIEX Sharpe Ratio is 0.68, which is comparable to the VDADX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VEIEX and VDADX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.68
0.57
VEIEX
VDADX

Dividends

VEIEX vs. VDADX - Dividend Comparison

VEIEX's dividend yield for the trailing twelve months is around 2.95%, more than VDADX's 1.86% yield.


TTM20242023202220212020201920182017201620152014
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
2.95%2.98%3.31%3.87%2.41%1.72%3.07%2.67%2.14%2.33%3.04%2.67%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.86%1.70%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%1.95%

Drawdowns

VEIEX vs. VDADX - Drawdown Comparison

The maximum VEIEX drawdown since its inception was -65.96%, which is greater than VDADX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for VEIEX and VDADX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.85%
-7.61%
VEIEX
VDADX

Volatility

VEIEX vs. VDADX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) is 8.95%, while Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) has a volatility of 11.67%. This indicates that VEIEX experiences smaller price fluctuations and is considered to be less risky than VDADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.95%
11.67%
VEIEX
VDADX