VEMBX vs. DODLX
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Dodge & Cox Global Bond Fund (DODLX).
VEMBX is managed by Vanguard. It was launched on Mar 10, 2016. DODLX is managed by Dodge & Cox. It was launched on Apr 30, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMBX or DODLX.
Key characteristics
| VEMBX | DODLX | |
|---|---|---|
| YTD Return | 8.15% | 2.70% |
| 1Y Return | 17.09% | 10.82% |
| 3Y Return (Ann) | 1.16% | 1.39% |
| 5Y Return (Ann) | 3.36% | 3.22% |
| Sharpe Ratio | 3.06 | 1.77 |
| Sortino Ratio | 4.76 | 2.60 |
| Omega Ratio | 1.61 | 1.32 |
| Calmar Ratio | 1.26 | 1.48 |
| Martin Ratio | 18.23 | 6.85 |
| Ulcer Index | 0.90% | 1.49% |
| Daily Std Dev | 5.38% | 5.77% |
| Max Drawdown | -25.61% | -17.05% |
| Current Drawdown | -1.01% | -3.19% |
Correlation
The correlation between VEMBX and DODLX is 0.73, 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.
Performance
VEMBX vs. DODLX - Performance Comparison
In the year-to-date period, VEMBX achieves a 8.15% return, which is significantly higher than DODLX's 2.70% 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. DODLX - Expense Ratio Comparison
VEMBX has a 0.55% expense ratio, which is higher than DODLX's 0.45% expense ratio.
Risk-Adjusted Performance
VEMBX vs. DODLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Dodge & Cox Global Bond Fund (DODLX). 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. DODLX - Dividend Comparison
VEMBX's dividend yield for the trailing twelve months is around 6.82%, more than DODLX's 4.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | 6.82% | 7.06% | 5.45% | 3.52% | 3.27% | 4.40% | 4.80% | 4.52% | 4.03% | 0.00% | 0.00% |
DODLX Dodge & Cox Global Bond Fund | 4.17% | 3.31% | 5.05% | 2.49% | 2.21% | 3.40% | 4.21% | 2.34% | 1.69% | 0.00% | 1.40% |
Drawdowns
VEMBX vs. DODLX - Drawdown Comparison
The maximum VEMBX drawdown since its inception was -25.61%, which is greater than DODLX's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for VEMBX and DODLX. For additional features, visit the drawdowns tool.
Volatility
VEMBX vs. DODLX - Volatility Comparison
Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Dodge & Cox Global Bond Fund (DODLX) have volatilities of 1.67% and 1.64%, 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.