VEMBX vs. FEMKX
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Fidelity Emerging Markets (FEMKX).
VEMBX is managed by Vanguard. It was launched on Mar 10, 2016. FEMKX is managed by Fidelity. It was launched on Nov 1, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMBX or FEMKX.
Key characteristics
| VEMBX | FEMKX | |
|---|---|---|
| YTD Return | 8.15% | 14.06% |
| 1Y Return | 17.09% | 23.20% |
| 3Y Return (Ann) | 1.16% | -3.16% |
| 5Y Return (Ann) | 3.36% | 6.37% |
| Sharpe Ratio | 3.06 | 1.46 |
| Sortino Ratio | 4.76 | 2.13 |
| Omega Ratio | 1.61 | 1.26 |
| Calmar Ratio | 1.26 | 0.74 |
| Martin Ratio | 18.23 | 7.24 |
| Ulcer Index | 0.90% | 3.11% |
| Daily Std Dev | 5.38% | 15.44% |
| Max Drawdown | -25.61% | -71.06% |
| Current Drawdown | -1.01% | -14.30% |
Correlation
The correlation between VEMBX and FEMKX 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. FEMKX - Performance Comparison
In the year-to-date period, VEMBX achieves a 8.15% return, which is significantly lower than FEMKX's 14.06% 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. FEMKX - Expense Ratio Comparison
VEMBX has a 0.55% expense ratio, which is lower than FEMKX's 0.88% expense ratio.
Risk-Adjusted Performance
VEMBX vs. FEMKX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Fidelity Emerging Markets (FEMKX). 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. FEMKX - Dividend Comparison
VEMBX's dividend yield for the trailing twelve months is around 6.82%, more than FEMKX's 0.97% 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% |
FEMKX Fidelity Emerging Markets | 0.97% | 1.11% | 0.77% | 1.06% | 0.20% | 1.71% | 0.81% | 0.49% | 0.67% | 0.51% | 1.24% | 0.08% |
Drawdowns
VEMBX vs. FEMKX - Drawdown Comparison
The maximum VEMBX drawdown since its inception was -25.61%, smaller than the maximum FEMKX drawdown of -71.06%. Use the drawdown chart below to compare losses from any high point for VEMBX and FEMKX. For additional features, visit the drawdowns tool.
Volatility
VEMBX vs. FEMKX - Volatility Comparison
The current volatility for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) is 1.67%, while Fidelity Emerging Markets (FEMKX) has a volatility of 4.82%. This indicates that VEMBX experiences smaller price fluctuations and is considered to be less risky than FEMKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.