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

Correlation

The correlation between VEIEX and VDIGX is 0.52, 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.


-0.50.00.51.00.5

Performance

VEIEX vs. VDIGX - 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 Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
530.39%
1,349.56%
VEIEX
VDIGX

Key characteristics

Sharpe Ratio

VEIEX:

1.05

VDIGX:

1.13

Sortino Ratio

VEIEX:

1.54

VDIGX:

1.57

Omega Ratio

VEIEX:

1.19

VDIGX:

1.20

Calmar Ratio

VEIEX:

0.58

VDIGX:

1.74

Martin Ratio

VEIEX:

4.29

VDIGX:

5.42

Ulcer Index

VEIEX:

3.16%

VDIGX:

1.85%

Daily Std Dev

VEIEX:

12.88%

VDIGX:

8.88%

Max Drawdown

VEIEX:

-65.96%

VDIGX:

-45.23%

Current Drawdown

VEIEX:

-10.82%

VDIGX:

-5.78%

Returns By Period

In the year-to-date period, VEIEX achieves a 11.09% return, which is significantly higher than VDIGX's 8.88% return. Over the past 10 years, VEIEX has underperformed VDIGX with an annualized return of 3.98%, while VDIGX has yielded a comparatively higher 10.42% annualized return.


VEIEX

YTD

11.09%

1M

-0.31%

6M

3.05%

1Y

13.04%

5Y*

3.05%

10Y*

3.98%

VDIGX

YTD

8.88%

1M

-2.43%

6M

3.40%

1Y

9.61%

5Y*

9.45%

10Y*

10.42%

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. VDIGX - Expense Ratio Comparison

VEIEX has a 0.29% expense ratio, which is higher than VDIGX's 0.27% 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 VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

VEIEX vs. VDIGX - 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 Growth Fund (VDIGX). 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 1.05, compared to the broader market-1.000.001.002.003.004.001.051.13
The chart of Sortino ratio for VEIEX, currently valued at 1.54, compared to the broader market-2.000.002.004.006.008.0010.001.541.57
The chart of Omega ratio for VEIEX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.20
The chart of Calmar ratio for VEIEX, currently valued at 0.58, compared to the broader market0.005.0010.0015.000.581.74
The chart of Martin ratio for VEIEX, currently valued at 4.29, compared to the broader market0.0020.0040.0060.004.295.42
VEIEX
VDIGX

The current VEIEX Sharpe Ratio is 1.05, which is comparable to the VDIGX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of VEIEX and VDIGX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.05
1.13
VEIEX
VDIGX

Dividends

VEIEX vs. VDIGX - Dividend Comparison

VEIEX's dividend yield for the trailing twelve months is around 0.61%, less than VDIGX's 1.69% 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%
VDIGX
Vanguard Dividend Growth Fund
1.69%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%

Drawdowns

VEIEX vs. VDIGX - Drawdown Comparison

The maximum VEIEX drawdown since its inception was -65.96%, which is greater than VDIGX's maximum drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for VEIEX and VDIGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.82%
-5.78%
VEIEX
VDIGX

Volatility

VEIEX vs. VDIGX - Volatility Comparison

Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) has a higher volatility of 3.14% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.79%. This indicates that VEIEX's price experiences larger fluctuations and is considered to be riskier than VDIGX 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
3.14%
2.79%
VEIEX
VDIGX
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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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