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

Correlation

The correlation between VEIEX and VDADX 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.


-0.50.00.51.00.6

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.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.45%
6.73%
VEIEX
VDADX

Key characteristics

Sharpe Ratio

VEIEX:

1.02

VDADX:

1.62

Sortino Ratio

VEIEX:

1.49

VDADX:

2.30

Omega Ratio

VEIEX:

1.18

VDADX:

1.29

Calmar Ratio

VEIEX:

0.56

VDADX:

3.26

Martin Ratio

VEIEX:

4.10

VDADX:

10.16

Ulcer Index

VEIEX:

3.19%

VDADX:

1.60%

Daily Std Dev

VEIEX:

12.87%

VDADX:

10.06%

Max Drawdown

VEIEX:

-65.96%

VDADX:

-31.70%

Current Drawdown

VEIEX:

-10.79%

VDADX:

-4.48%

Returns By Period

In the year-to-date period, VEIEX achieves a 11.13% return, which is significantly lower than VDADX's 16.23% return. Over the past 10 years, VEIEX has underperformed VDADX with an annualized return of 3.86%, while VDADX has yielded a comparatively higher 11.21% annualized return.


VEIEX

YTD

11.13%

1M

-0.76%

6M

2.97%

1Y

14.92%

5Y*

3.06%

10Y*

3.86%

VDADX

YTD

16.23%

1M

-1.63%

6M

6.53%

1Y

18.05%

5Y*

11.42%

10Y*

11.21%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEIEX vs. VDADX - Expense Ratio Comparison

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


VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
Expense ratio chart for VEIEX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for VDADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VEIEX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.004.001.021.62
The chart of Sortino ratio for VEIEX, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.0010.001.492.30
The chart of Omega ratio for VEIEX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.29
The chart of Calmar ratio for VEIEX, currently valued at 0.56, compared to the broader market0.005.0010.000.563.26
The chart of Martin ratio for VEIEX, currently valued at 4.10, compared to the broader market0.0020.0040.0060.004.1010.16
VEIEX
VDADX

The current VEIEX Sharpe Ratio is 1.02, which is lower than the VDADX Sharpe Ratio of 1.62. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.02
1.62
VEIEX
VDADX

Dividends

VEIEX vs. VDADX - Dividend Comparison

VEIEX's dividend yield for the trailing twelve months is around 0.61%, less than VDADX's 1.27% yield.


TTM20232022202120202019201820172016201520142013
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
0.61%3.31%3.87%2.41%1.72%3.07%2.67%2.14%2.33%3.04%2.67%2.57%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.27%1.86%1.94%1.53%1.61%1.69%2.07%1.88%2.14%2.34%1.95%0.00%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.79%
-4.48%
VEIEX
VDADX

Volatility

VEIEX vs. VDADX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) is 3.09%, while Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) has a volatility of 3.44%. 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.09%
3.44%
VEIEX
VDADX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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