VEMBX vs. EMB
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
VEMBX is managed by Vanguard. It was launched on Mar 10, 2016. EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMBX or EMB.
Key characteristics
| VEMBX | EMB | |
|---|---|---|
| YTD Return | 8.15% | 7.49% |
| 1Y Return | 17.09% | 17.09% |
| 3Y Return (Ann) | 1.16% | -1.43% |
| 5Y Return (Ann) | 3.36% | 0.49% |
| Sharpe Ratio | 3.06 | 2.03 |
| Sortino Ratio | 4.76 | 2.97 |
| Omega Ratio | 1.61 | 1.36 |
| Calmar Ratio | 1.26 | 0.81 |
| Martin Ratio | 18.23 | 11.65 |
| Ulcer Index | 0.90% | 1.36% |
| Daily Std Dev | 5.38% | 7.82% |
| Max Drawdown | -25.61% | -34.70% |
| Current Drawdown | -1.01% | -5.84% |
Correlation
The correlation between VEMBX and EMB is 0.72, 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. EMB - Performance Comparison
In the year-to-date period, VEMBX achieves a 8.15% return, which is significantly higher than EMB's 7.49% 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. EMB - Expense Ratio Comparison
VEMBX has a 0.55% expense ratio, which is higher than EMB's 0.39% expense ratio.
Risk-Adjusted Performance
VEMBX vs. EMB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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. EMB - Dividend Comparison
VEMBX's dividend yield for the trailing twelve months is around 6.82%, more than EMB's 4.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 4.89% | 4.74% | 5.04% | 3.90% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% | 4.75% |
Drawdowns
VEMBX vs. EMB - Drawdown Comparison
The maximum VEMBX drawdown since its inception was -25.61%, smaller than the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for VEMBX and EMB. For additional features, visit the drawdowns tool.
Volatility
VEMBX vs. EMB - Volatility Comparison
The current volatility for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) is 1.67%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 2.10%. This indicates that VEMBX experiences smaller price fluctuations and is considered to be less risky than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.