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

Correlation

The correlation between VEMBX and VEGBX 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. VEGBX - Performance Comparison

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

55.00%60.00%65.00%70.00%NovemberDecember2025FebruaryMarchApril
58.57%
72.21%
VEMBX
VEGBX

Key characteristics

Sharpe Ratio

VEMBX:

1.68

VEGBX:

1.72

Sortino Ratio

VEMBX:

2.51

VEGBX:

2.56

Omega Ratio

VEMBX:

1.34

VEGBX:

1.34

Calmar Ratio

VEMBX:

1.60

VEGBX:

1.74

Martin Ratio

VEMBX:

7.46

VEGBX:

7.59

Ulcer Index

VEMBX:

1.21%

VEGBX:

1.20%

Daily Std Dev

VEMBX:

5.34%

VEGBX:

5.30%

Max Drawdown

VEMBX:

-25.61%

VEGBX:

-25.52%

Current Drawdown

VEMBX:

-0.97%

VEGBX:

-0.99%

Returns By Period

The year-to-date returns for both stocks are quite close, with VEMBX having a 2.76% return and VEGBX slightly lower at 2.75%.


VEMBX

YTD

2.76%

1M

0.41%

6M

2.29%

1Y

9.56%

5Y*

5.55%

10Y*

N/A

VEGBX

YTD

2.75%

1M

0.36%

6M

2.35%

1Y

9.67%

5Y*

5.70%

10Y*

N/A

*Annualized

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VEMBX vs. VEGBX - Expense Ratio Comparison

VEMBX has a 0.55% expense ratio, which is higher than VEGBX's 0.40% 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 VEGBX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEGBX: 0.40%

Risk-Adjusted Performance

VEMBX vs. VEGBX — 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 8888
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

VEGBX
The Risk-Adjusted Performance Rank of VEGBX is 9090
Overall Rank
The Sharpe Ratio Rank of VEGBX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of VEGBX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VEGBX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VEGBX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of VEGBX is 9191
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. VEGBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX). 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
VEGBX: 1.72
The chart of Sortino ratio for VEMBX, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.0010.00
VEMBX: 2.51
VEGBX: 2.56
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
VEGBX: 1.34
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
VEGBX: 1.74
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
VEGBX: 7.59

The current VEMBX Sharpe Ratio is 1.68, which is comparable to the VEGBX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of VEMBX and VEGBX, 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 Ratio1.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
1.68
1.72
VEMBX
VEGBX

Dividends

VEMBX vs. VEGBX - Dividend Comparison

VEMBX's dividend yield for the trailing twelve months is around 6.73%, less than VEGBX's 6.86% yield.


TTM202420232022202120202019201820172016
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
6.73%6.38%7.06%5.45%3.52%3.27%4.40%4.80%4.52%4.03%
VEGBX
Vanguard Emerging Markets Bond Fund Admiral Shares
6.86%6.52%7.21%5.62%3.67%3.40%4.55%5.01%0.39%0.00%

Drawdowns

VEMBX vs. VEGBX - Drawdown Comparison

The maximum VEMBX drawdown since its inception was -25.61%, roughly equal to the maximum VEGBX drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for VEMBX and VEGBX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.97%
-0.99%
VEMBX
VEGBX

Volatility

VEMBX vs. VEGBX - Volatility Comparison

Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) have volatilities of 3.34% and 3.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%NovemberDecember2025FebruaryMarchApril
3.34%
3.25%
VEMBX
VEGBX