VEMAX vs. VTMGX
Compare and contrast key facts about Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
VEMAX is managed by Vanguard. It was launched on Jun 23, 2006. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMAX or VTMGX.
Performance
VEMAX vs. VTMGX - Performance Comparison
Returns By Period
In the year-to-date period, VEMAX achieves a 10.75% return, which is significantly higher than VTMGX's 3.96% return. Over the past 10 years, VEMAX has underperformed VTMGX with an annualized return of 3.58%, while VTMGX has yielded a comparatively higher 5.19% annualized return.
VEMAX
10.75%
-4.77%
1.52%
15.59%
4.24%
3.58%
VTMGX
3.96%
-4.95%
-3.05%
12.39%
5.58%
5.19%
Key characteristics
| VEMAX | VTMGX | |
|---|---|---|
| Sharpe Ratio | 1.15 | 0.96 |
| Sortino Ratio | 1.68 | 1.39 |
| Omega Ratio | 1.21 | 1.17 |
| Calmar Ratio | 0.63 | 1.21 |
| Martin Ratio | 5.76 | 4.69 |
| Ulcer Index | 2.53% | 2.59% |
| Daily Std Dev | 12.72% | 12.71% |
| Max Drawdown | -66.45% | -60.58% |
| Current Drawdown | -10.69% | -8.28% |
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VEMAX vs. VTMGX - Expense Ratio Comparison
VEMAX has a 0.14% expense ratio, which is higher than VTMGX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VEMAX and VTMGX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VEMAX vs. VTMGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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
VEMAX vs. VTMGX - Dividend Comparison
VEMAX's dividend yield for the trailing twelve months is around 2.62%, less than VTMGX's 3.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.62% | 3.46% | 4.05% | 2.57% | 1.87% | 3.19% | 2.85% | 2.30% | 2.51% | 3.25% | 2.86% | 2.76% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.05% | 3.14% | 2.89% | 3.14% | 2.02% | 3.03% | 3.34% | 2.78% | 3.06% | 2.91% | 3.70% | 2.61% |
Drawdowns
VEMAX vs. VTMGX - Drawdown Comparison
The maximum VEMAX drawdown since its inception was -66.45%, which is greater than VTMGX's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for VEMAX and VTMGX. For additional features, visit the drawdowns tool.
Volatility
VEMAX vs. VTMGX - Volatility Comparison
Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) has a higher volatility of 4.00% compared to Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) at 3.56%. This indicates that VEMAX's price experiences larger fluctuations and is considered to be riskier than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.