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

Correlation

The correlation between VEIEX and VDIGX is 0.51, 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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.51%
0.27%
VEIEX
VDIGX

Key characteristics

Sharpe Ratio

VEIEX:

0.83

VDIGX:

0.90

Sortino Ratio

VEIEX:

1.24

VDIGX:

1.25

Omega Ratio

VEIEX:

1.15

VDIGX:

1.16

Calmar Ratio

VEIEX:

0.46

VDIGX:

1.07

Martin Ratio

VEIEX:

2.88

VDIGX:

3.38

Ulcer Index

VEIEX:

3.72%

VDIGX:

2.40%

Daily Std Dev

VEIEX:

12.91%

VDIGX:

9.04%

Max Drawdown

VEIEX:

-65.96%

VDIGX:

-46.89%

Current Drawdown

VEIEX:

-12.56%

VDIGX:

-5.96%

Returns By Period

In the year-to-date period, VEIEX achieves a -1.71% return, which is significantly lower than VDIGX's -0.22% return. Over the past 10 years, VEIEX has underperformed VDIGX with an annualized return of 3.52%, while VDIGX has yielded a comparatively higher 8.62% annualized return.


VEIEX

YTD

-1.71%

1M

-3.93%

6M

-0.51%

1Y

12.50%

5Y*

1.87%

10Y*

3.52%

VDIGX

YTD

-0.22%

1M

-2.42%

6M

0.27%

1Y

8.65%

5Y*

8.71%

10Y*

8.62%

*Annualized

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 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 5050
Overall Rank
The Sharpe Ratio Rank of VEIEX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VEIEX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VEIEX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VEIEX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VEIEX is 4747
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 5858
Overall Rank
The Sharpe Ratio Rank of VDIGX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 5252
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. 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 0.83, compared to the broader market-1.000.001.002.003.004.000.830.90
The chart of Sortino ratio for VEIEX, currently valued at 1.24, compared to the broader market0.002.004.006.008.0010.001.241.25
The chart of Omega ratio for VEIEX, currently valued at 1.15, compared to the broader market1.002.003.004.001.151.16
The chart of Calmar ratio for VEIEX, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.461.07
The chart of Martin ratio for VEIEX, currently valued at 2.88, compared to the broader market0.0020.0040.0060.0080.002.883.38
VEIEX
VDIGX

The current VEIEX Sharpe Ratio is 0.83, which is comparable to the VDIGX Sharpe Ratio of 0.90. 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.83
0.90
VEIEX
VDIGX

Dividends

VEIEX vs. VDIGX - Dividend Comparison

VEIEX's dividend yield for the trailing twelve months is around 3.03%, less than VDIGX's 10.94% yield.


TTM20242023202220212020201920182017201620152014
VEIEX
Vanguard Emerging Markets Stock Index Fund Investor Shares
3.03%2.98%3.31%3.87%2.41%1.72%3.07%2.67%2.14%2.33%3.04%3.05%
VDIGX
Vanguard Dividend Growth Fund
10.94%10.92%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

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 -46.89%. 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%AugustSeptemberOctoberNovemberDecember2025
-12.56%
-5.96%
VEIEX
VDIGX

Volatility

VEIEX vs. VDIGX - Volatility Comparison

Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) and Vanguard Dividend Growth Fund (VDIGX) have volatilities of 3.35% and 3.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.35%
3.50%
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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