VEIEX vs. VUG
Compare and contrast key facts about Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) and Vanguard Growth ETF (VUG).
VEIEX is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Markets All Cap China A Inclusion Index. It was launched on May 4, 1994. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both VEIEX and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEIEX or VUG.
Key characteristics
| VEIEX | VUG | |
|---|---|---|
| YTD Return | 14.49% | 31.90% |
| 1Y Return | 21.85% | 42.41% |
| 3Y Return (Ann) | -0.58% | 9.22% |
| 5Y Return (Ann) | 4.91% | 19.57% |
| 10Y Return (Ann) | 3.73% | 15.84% |
| Sharpe Ratio | 1.77 | 2.68 |
| Sortino Ratio | 2.52 | 3.43 |
| Omega Ratio | 1.32 | 1.49 |
| Calmar Ratio | 0.92 | 3.48 |
| Martin Ratio | 9.50 | 13.79 |
| Ulcer Index | 2.37% | 3.28% |
| Daily Std Dev | 12.70% | 16.82% |
| Max Drawdown | -65.96% | -50.68% |
| Current Drawdown | -8.09% | 0.00% |
Correlation
The correlation between VEIEX and VUG is 0.68, 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.
Performance
VEIEX vs. VUG - Performance Comparison
In the year-to-date period, VEIEX achieves a 14.49% return, which is significantly lower than VUG's 31.90% return. Over the past 10 years, VEIEX has underperformed VUG with an annualized return of 3.73%, while VUG has yielded a comparatively higher 15.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VEIEX vs. VUG - Expense Ratio Comparison
VEIEX has a 0.29% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
VEIEX vs. VUG - 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 Growth ETF (VUG). 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.
Dividends
VEIEX vs. VUG - Dividend Comparison
VEIEX's dividend yield for the trailing twelve months is around 2.39%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEIEX Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.39% | 3.31% | 3.87% | 2.41% | 1.72% | 3.07% | 2.67% | 2.14% | 2.33% | 3.04% | 2.67% | 2.57% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
VEIEX vs. VUG - Drawdown Comparison
The maximum VEIEX drawdown since its inception was -65.96%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VEIEX and VUG. For additional features, visit the drawdowns tool.
Volatility
VEIEX vs. VUG - Volatility Comparison
The current volatility for Vanguard Emerging Markets Stock Index Fund Investor Shares (VEIEX) is 4.18%, while Vanguard Growth ETF (VUG) has a volatility of 5.09%. This indicates that VEIEX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.