VEMBX vs. PEBIX
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and PIMCO Emerging Markets Bond Fund (PEBIX).
VEMBX is managed by Vanguard. It was launched on Mar 10, 2016. PEBIX is managed by PIMCO. It was launched on Jul 30, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMBX or PEBIX.
Key characteristics
| VEMBX | PEBIX | |
|---|---|---|
| YTD Return | 8.15% | 8.12% |
| 1Y Return | 17.09% | 17.76% |
| 3Y Return (Ann) | 1.16% | 0.10% |
| 5Y Return (Ann) | 3.36% | 1.71% |
| Sharpe Ratio | 3.06 | 3.08 |
| Sortino Ratio | 4.76 | 4.93 |
| Omega Ratio | 1.61 | 1.62 |
| Calmar Ratio | 1.26 | 1.03 |
| Martin Ratio | 18.23 | 15.95 |
| Ulcer Index | 0.90% | 1.08% |
| Daily Std Dev | 5.38% | 5.61% |
| Max Drawdown | -25.61% | -32.36% |
| Current Drawdown | -1.01% | -1.74% |
Correlation
The correlation between VEMBX and PEBIX is 0.87, 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. PEBIX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VEMBX having a 8.15% return and PEBIX slightly lower at 8.12%. 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. PEBIX - Expense Ratio Comparison
VEMBX has a 0.55% expense ratio, which is lower than PEBIX's 0.83% expense ratio.
Risk-Adjusted Performance
VEMBX vs. PEBIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and PIMCO Emerging Markets Bond Fund (PEBIX). 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. PEBIX - Dividend Comparison
VEMBX's dividend yield for the trailing twelve months is around 6.82%, more than PEBIX's 6.41% 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% |
PEBIX PIMCO Emerging Markets Bond Fund | 6.41% | 5.88% | 7.56% | 4.41% | 4.23% | 4.48% | 4.42% | 5.11% | 5.58% | 5.51% | 5.57% | 5.42% |
Drawdowns
VEMBX vs. PEBIX - Drawdown Comparison
The maximum VEMBX drawdown since its inception was -25.61%, smaller than the maximum PEBIX drawdown of -32.36%. Use the drawdown chart below to compare losses from any high point for VEMBX and PEBIX. For additional features, visit the drawdowns tool.
Volatility
VEMBX vs. PEBIX - Volatility Comparison
Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) has a higher volatility of 1.67% compared to PIMCO Emerging Markets Bond Fund (PEBIX) at 1.51%. This indicates that VEMBX's price experiences larger fluctuations and is considered to be riskier than PEBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.