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VEMBX vs. EMB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEMBX and EMB is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

VEMBX vs. EMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
58.57%
28.55%
VEMBX
EMB

Key characteristics

Sharpe Ratio

VEMBX:

1.68

EMB:

1.07

Sortino Ratio

VEMBX:

2.51

EMB:

1.56

Omega Ratio

VEMBX:

1.34

EMB:

1.20

Calmar Ratio

VEMBX:

1.60

EMB:

0.63

Martin Ratio

VEMBX:

7.46

EMB:

5.32

Ulcer Index

VEMBX:

1.21%

EMB:

1.57%

Daily Std Dev

VEMBX:

5.34%

EMB:

7.78%

Max Drawdown

VEMBX:

-25.61%

EMB:

-34.70%

Current Drawdown

VEMBX:

-0.97%

EMB:

-4.88%

Returns By Period

The year-to-date returns for both investments are quite close, with VEMBX having a 2.76% return and EMB slightly higher at 2.88%.


VEMBX

YTD

2.76%

1M

0.11%

6M

2.29%

1Y

9.89%

5Y*

5.51%

10Y*

N/A

EMB

YTD

2.88%

1M

0.32%

6M

2.05%

1Y

9.47%

5Y*

3.11%

10Y*

2.46%

*Annualized

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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.


Expense ratio chart for VEMBX: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEMBX: 0.55%
Expense ratio chart for EMB: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMB: 0.39%

Risk-Adjusted Performance

VEMBX vs. EMB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEMBX
The Risk-Adjusted Performance Rank of VEMBX is 9090
Overall Rank
The Sharpe Ratio Rank of VEMBX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMBX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VEMBX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VEMBX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VEMBX is 9090
Martin Ratio Rank

EMB
The Risk-Adjusted Performance Rank of EMB is 7979
Overall Rank
The Sharpe Ratio Rank of EMB is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EMB is 8181
Sortino Ratio Rank
The Omega Ratio Rank of EMB is 7979
Omega Ratio Rank
The Calmar Ratio Rank of EMB is 7070
Calmar Ratio Rank
The Martin Ratio Rank of EMB is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VEMBX, currently valued at 1.68, compared to the broader market-1.000.001.002.003.00
VEMBX: 1.68
EMB: 1.07
The chart of Sortino ratio for VEMBX, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.00
VEMBX: 2.51
EMB: 1.56
The chart of Omega ratio for VEMBX, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.00
VEMBX: 1.34
EMB: 1.20
The chart of Calmar ratio for VEMBX, currently valued at 1.60, compared to the broader market0.002.004.006.008.0010.00
VEMBX: 1.60
EMB: 0.63
The chart of Martin ratio for VEMBX, currently valued at 7.46, compared to the broader market0.0010.0020.0030.0040.0050.00
VEMBX: 7.46
EMB: 5.32

The current VEMBX Sharpe Ratio is 1.68, which is higher than the EMB Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of VEMBX and EMB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.68
1.07
VEMBX
EMB

Dividends

VEMBX vs. EMB - Dividend Comparison

VEMBX's dividend yield for the trailing twelve months is around 6.72%, more than EMB's 5.50% yield.


TTM20242023202220212020201920182017201620152014
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
6.72%6.37%7.06%5.43%5.19%4.50%6.27%4.81%6.50%8.85%0.00%0.00%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.50%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%4.56%

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.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.97%
-4.88%
VEMBX
EMB

Volatility

VEMBX vs. EMB - Volatility Comparison

The current volatility for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) is 3.34%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 4.75%. 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
3.34%
4.75%
VEMBX
EMB