VEMBX vs. BNDX
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Vanguard Total International Bond ETF (BNDX).
VEMBX is managed by Vanguard. It was launched on Mar 10, 2016. BNDX is a passively managed fund by Vanguard that tracks the performance of the Barclays Global Aggregate ex-USD Float-Adjusted Index (Hedged). It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMBX or BNDX.
Key characteristics
| VEMBX | BNDX | |
|---|---|---|
| YTD Return | 8.04% | 3.09% |
| 1Y Return | 17.10% | 8.38% |
| 3Y Return (Ann) | 1.39% | -0.85% |
| 5Y Return (Ann) | 3.40% | 0.02% |
| Sharpe Ratio | 3.17 | 2.03 |
| Sortino Ratio | 4.96 | 3.10 |
| Omega Ratio | 1.64 | 1.36 |
| Calmar Ratio | 1.30 | 0.71 |
| Martin Ratio | 18.74 | 7.51 |
| Ulcer Index | 0.91% | 1.13% |
| Daily Std Dev | 5.35% | 4.19% |
| Max Drawdown | -25.61% | -16.23% |
| Current Drawdown | -1.11% | -4.51% |
Correlation
The correlation between VEMBX and BNDX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VEMBX vs. BNDX - Performance Comparison
In the year-to-date period, VEMBX achieves a 8.04% return, which is significantly higher than BNDX's 3.09% 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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VEMBX vs. BNDX - Expense Ratio Comparison
VEMBX has a 0.55% expense ratio, which is higher than BNDX's 0.07% expense ratio.
Risk-Adjusted Performance
VEMBX vs. BNDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Vanguard Total International Bond ETF (BNDX). 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
VEMBX vs. BNDX - Dividend Comparison
VEMBX's dividend yield for the trailing twelve months is around 6.83%, more than BNDX's 4.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | 6.83% | 7.06% | 5.45% | 3.52% | 3.27% | 4.40% | 4.80% | 4.52% | 4.03% | 0.00% | 0.00% | 0.00% |
BNDX Vanguard Total International Bond ETF | 4.77% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
Drawdowns
VEMBX vs. BNDX - Drawdown Comparison
The maximum VEMBX drawdown since its inception was -25.61%, which is greater than BNDX's maximum drawdown of -16.23%. Use the drawdown chart below to compare losses from any high point for VEMBX and BNDX. For additional features, visit the drawdowns tool.
Volatility
VEMBX vs. BNDX - Volatility Comparison
Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) has a higher volatility of 1.67% compared to Vanguard Total International Bond ETF (BNDX) at 0.97%. This indicates that VEMBX's price experiences larger fluctuations and is considered to be riskier than BNDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.