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VEMBX vs. EMTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEMBX vs. EMTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Transamerica Emerging Markets Debt Fund (EMTIX). The values are adjusted to include any dividend payments, if applicable.

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VEMBX vs. EMTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
-1.87%14.32%7.38%13.66%-13.18%-1.53%14.99%17.72%-0.89%13.12%
EMTIX
Transamerica Emerging Markets Debt Fund
-1.26%14.58%4.69%13.05%-13.33%-4.00%7.14%13.48%-6.71%12.57%

Returns By Period

In the year-to-date period, VEMBX achieves a -1.87% return, which is significantly lower than EMTIX's -1.26% return.


VEMBX

1D
-0.10%
1M
-3.68%
YTD
-1.87%
6M
1.55%
1Y
9.39%
3Y*
10.11%
5Y*
4.06%
10Y*

EMTIX

1D
-0.32%
1M
-4.41%
YTD
-1.26%
6M
2.58%
1Y
11.00%
3Y*
9.08%
5Y*
3.28%
10Y*
4.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEMBX vs. EMTIX - Expense Ratio Comparison

VEMBX has a 0.55% expense ratio, which is lower than EMTIX's 0.85% expense ratio.


Return for Risk

VEMBX vs. EMTIX — Risk / Return Rank

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

VEMBX
VEMBX Risk / Return Rank: 9090
Overall Rank
VEMBX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VEMBX Sortino Ratio Rank: 9292
Sortino Ratio Rank
VEMBX Omega Ratio Rank: 8989
Omega Ratio Rank
VEMBX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEMBX Martin Ratio Rank: 9191
Martin Ratio Rank

EMTIX
EMTIX Risk / Return Rank: 9292
Overall Rank
EMTIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMTIX Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMTIX Omega Ratio Rank: 9494
Omega Ratio Rank
EMTIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMTIX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEMBX vs. EMTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Transamerica Emerging Markets Debt Fund (EMTIX). 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.


VEMBXEMTIXDifference

Sharpe ratio

Return per unit of total volatility

1.87

2.21

-0.35

Sortino ratio

Return per unit of downside risk

2.69

2.99

-0.29

Omega ratio

Gain probability vs. loss probability

1.39

1.48

-0.09

Calmar ratio

Return relative to maximum drawdown

2.26

2.34

-0.09

Martin ratio

Return relative to average drawdown

10.41

10.43

-0.02

VEMBX vs. EMTIX - Sharpe Ratio Comparison

The current VEMBX Sharpe Ratio is 1.87, which is comparable to the EMTIX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VEMBX and EMTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEMBXEMTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.21

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.58

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.71

+0.30

Correlation

The correlation between VEMBX and EMTIX is 0.83, 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.


Dividends

VEMBX vs. EMTIX - Dividend Comparison

VEMBX's dividend yield for the trailing twelve months is around 5.69%, less than EMTIX's 5.76% yield.


TTM20252024202320222021202020192018201720162015
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
5.69%6.20%6.86%7.06%5.43%5.00%4.50%6.27%4.81%6.50%0.00%0.00%
EMTIX
Transamerica Emerging Markets Debt Fund
5.76%5.77%6.98%5.11%4.16%4.03%2.02%4.80%3.27%5.10%3.48%4.30%

Drawdowns

VEMBX vs. EMTIX - Drawdown Comparison

The maximum VEMBX drawdown since its inception was -24.36%, roughly equal to the maximum EMTIX drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for VEMBX and EMTIX.


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Drawdown Indicators


VEMBXEMTIXDifference

Max Drawdown

Largest peak-to-trough decline

-24.36%

-25.28%

+0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-4.26%

-4.69%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

-25.28%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-25.28%

Current Drawdown

Current decline from peak

-3.77%

-4.69%

+0.92%

Average Drawdown

Average peak-to-trough decline

-3.93%

-4.94%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.06%

-0.14%

Volatility

VEMBX vs. EMTIX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) is 2.03%, while Transamerica Emerging Markets Debt Fund (EMTIX) has a volatility of 2.44%. This indicates that VEMBX experiences smaller price fluctuations and is considered to be less risky than EMTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEMBXEMTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

2.44%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

3.41%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

5.06%

5.00%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.28%

5.66%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.37%

6.54%

-0.17%