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

Correlation

The correlation between VEMBX and VEGBX is 0.98, 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.


-0.50.00.51.01.0

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.

-2.00%0.00%2.00%4.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.71%
3.17%
VEMBX
VEGBX

Key characteristics

Sharpe Ratio

VEMBX:

1.28

VEGBX:

1.38

Sortino Ratio

VEMBX:

1.84

VEGBX:

1.98

Omega Ratio

VEMBX:

1.23

VEGBX:

1.25

Calmar Ratio

VEMBX:

0.86

VEGBX:

1.23

Martin Ratio

VEMBX:

6.14

VEGBX:

6.79

Ulcer Index

VEMBX:

1.03%

VEGBX:

1.01%

Daily Std Dev

VEMBX:

4.95%

VEGBX:

4.98%

Max Drawdown

VEMBX:

-25.61%

VEGBX:

-24.27%

Current Drawdown

VEMBX:

-3.05%

VEGBX:

-2.72%

Returns By Period

In the year-to-date period, VEMBX achieves a 5.92% return, which is significantly lower than VEGBX's 6.43% return.


VEMBX

YTD

5.92%

1M

-1.57%

6M

2.72%

1Y

6.35%

5Y*

2.93%

10Y*

N/A

VEGBX

YTD

6.43%

1M

-1.25%

6M

3.17%

1Y

6.84%

5Y*

3.74%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEMBX vs. VEGBX - Expense Ratio Comparison

VEMBX has a 0.55% expense ratio, which is higher than VEGBX's 0.40% expense ratio.


VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
Expense ratio chart for VEMBX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VEGBX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VEMBX, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.001.281.38
The chart of Sortino ratio for VEMBX, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.0010.001.841.98
The chart of Omega ratio for VEMBX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.25
The chart of Calmar ratio for VEMBX, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.0012.000.861.23
The chart of Martin ratio for VEMBX, currently valued at 6.14, compared to the broader market0.0020.0040.0060.006.146.79
VEMBX
VEGBX

The current VEMBX Sharpe Ratio is 1.28, which is comparable to the VEGBX Sharpe Ratio of 1.38. 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.28
1.38
VEMBX
VEGBX

Dividends

VEMBX vs. VEGBX - Dividend Comparison

VEMBX's dividend yield for the trailing twelve months is around 5.37%, less than VEGBX's 5.86% yield.


TTM20232022202120202019201820172016
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
5.37%7.06%5.45%3.52%3.27%4.40%4.80%4.52%4.03%
VEGBX
Vanguard Emerging Markets Bond Fund Admiral Shares
5.86%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%, which is greater than VEGBX's maximum drawdown of -24.27%. Use the drawdown chart below to compare losses from any high point for VEMBX and VEGBX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.05%
-2.72%
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 1.39% and 1.43%, 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.


0.60%0.80%1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.39%
1.43%
VEMBX
VEGBX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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