VEMAX vs. EQT
VEMAX (Vanguard Emerging Markets Stock Index Fund Admiral Shares) is Emerging Markets Equities fund tracking the FTSE Emerging Markets All Cap China A Inclusion Index, while EQT (EQT Corporation) is a stock. Over the past 10 years, VEMAX returned 8.79%/yr vs 3.39%/yr for EQT. At a 0.38 correlation, their price movements are largely independent.
Performance
VEMAX vs. EQT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VEMAX achieves a 9.86% return, which is significantly higher than EQT's -2.55% return. Over the past 10 years, VEMAX has outperformed EQT with an annualized return of 8.79%, while EQT has yielded a comparatively lower 3.39% annualized return.
VEMAX
- 1D
- 2.25%
- 1M
- -1.61%
- YTD
- 9.86%
- 6M
- 11.36%
- 1Y
- 25.51%
- 3Y*
- 16.48%
- 5Y*
- 4.76%
- 10Y*
- 8.79%
EQT
- 1D
- 1.45%
- 1M
- -8.18%
- YTD
- -2.55%
- 6M
- -6.00%
- 1Y
- -7.55%
- 3Y*
- 11.65%
- 5Y*
- 19.29%
- 10Y*
- 3.39%
VEMAX vs. EQT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 9.86% | 24.76% | 11.34% | 8.82% | -17.79% | 0.85% | 15.24% | 20.29% | -14.59% | 31.37% |
EQT EQT Corporation | -2.55% | 17.64% | 21.41% | 16.20% | 57.64% | 71.60% | 17.27% | -41.82% | -38.82% | -12.80% |
Correlation
The correlation between VEMAX and EQT is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2006 | 0.38 |
The correlation between VEMAX and EQT shifts across timeframes, from -0.01 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VEMAX vs. EQT — Risk / Return Rank
VEMAX
EQT
VEMAX vs. EQT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) and EQT Corporation (EQT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VEMAX | EQT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.00 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | -0.22 | +2.37 |
| Martin ratioReturn relative to average drawdown | 7.83 | -0.47 | +8.30 |
Loading charts...
Drawdowns
VEMAX vs. EQT - Drawdown Comparison
The maximum VEMAX drawdown since its inception was -66.45%, smaller than the maximum EQT drawdown of -91.51%. Use the drawdown chart below to compare losses from any high point for VEMAX and EQT.
Loading charts...
Drawdown Indicators
| VEMAX | EQT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.45% | -91.51% | +25.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -24.42% | +13.37% |
Max Drawdown (3Y)Largest decline over 3 years | -15.78% | -31.62% | +15.84% |
Max Drawdown (5Y)Largest decline over 5 years | -32.46% | -42.56% | +10.10% |
Max Drawdown (10Y)Largest decline over 10 years | -36.11% | -88.28% | +52.17% |
Current DrawdownCurrent decline from peak | -3.60% | -23.32% | +19.72% |
Average DrawdownAverage peak-to-trough decline | -16.10% | -23.34% | +7.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 11.47% | -8.44% |
Volatility
VEMAX vs. EQT - Volatility Comparison
The current volatility for Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) is 6.17%, while EQT Corporation (EQT) has a volatility of 8.36%. This indicates that VEMAX experiences smaller price fluctuations and is considered to be less risky than EQT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VEMAX | EQT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.17% | 8.36% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 21.09% | -8.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.97% | 32.56% | -17.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.50% | 42.79% | -27.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 48.90% | -32.41% |
Dividends
VEMAX vs. EQT - Dividend Comparison
VEMAX's dividend yield for the trailing twelve months is around 2.42%, more than EQT's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQT EQT Corporation | 1.26% | 1.19% | 1.37% | 1.57% | 1.63% | 0.00% | 0.24% | 1.10% | 0.42% | 0.21% | 0.18% | 0.23% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.42% | 2.74% | 3.13% | 3.47% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% |
Frequently Asked Questions
VEMAX and EQT have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EQT has higher volatility (8.36%) compared to VEMAX (6.17%). In terms of maximum drawdown, VEMAX dropped -66.45% vs EQT's -91.51%.
VEMAX currently has the higher Sharpe Ratio (1.59 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VEMAX and EQT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer