VEMBX vs. VLTCX
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX).
VEMBX is managed by Vanguard. It was launched on Mar 10, 2016. VLTCX is managed by Vanguard. It was launched on Jan 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMBX or VLTCX.
Key characteristics
| VEMBX | VLTCX | |
|---|---|---|
| YTD Return | 7.62% | 0.36% |
| 1Y Return | 16.89% | 13.59% |
| 3Y Return (Ann) | 1.25% | -6.20% |
| 5Y Return (Ann) | 3.27% | -1.17% |
| Sharpe Ratio | 3.10 | 1.26 |
| Sortino Ratio | 4.84 | 1.85 |
| Omega Ratio | 1.62 | 1.22 |
| Calmar Ratio | 1.27 | 0.47 |
| Martin Ratio | 18.27 | 3.94 |
| Ulcer Index | 0.91% | 3.45% |
| Daily Std Dev | 5.36% | 10.83% |
| Max Drawdown | -25.61% | -34.55% |
| Current Drawdown | -1.49% | -19.12% |
Correlation
The correlation between VEMBX and VLTCX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VEMBX vs. VLTCX - Performance Comparison
In the year-to-date period, VEMBX achieves a 7.62% return, which is significantly higher than VLTCX's 0.36% 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. VLTCX - Expense Ratio Comparison
VEMBX has a 0.55% expense ratio, which is higher than VLTCX's 0.07% expense ratio.
Risk-Adjusted Performance
VEMBX vs. VLTCX - 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 Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX). 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. VLTCX - Dividend Comparison
VEMBX's dividend yield for the trailing twelve months is around 6.86%, more than VLTCX's 4.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | 6.86% | 7.06% | 5.45% | 3.52% | 3.27% | 4.40% | 4.80% | 4.52% | 4.03% | 0.00% | 0.00% | 0.00% |
VLTCX Vanguard Long-Term Corporate Bond Index Fund Admiral Shares | 4.94% | 4.65% | 4.41% | 3.04% | 3.15% | 3.82% | 4.56% | 4.01% | 4.37% | 4.71% | 4.32% | 4.88% |
Drawdowns
VEMBX vs. VLTCX - Drawdown Comparison
The maximum VEMBX drawdown since its inception was -25.61%, smaller than the maximum VLTCX drawdown of -34.55%. Use the drawdown chart below to compare losses from any high point for VEMBX and VLTCX. For additional features, visit the drawdowns tool.
Volatility
VEMBX vs. VLTCX - Volatility Comparison
The current volatility for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) is 1.72%, while Vanguard Long-Term Corporate Bond Index Fund Admiral Shares (VLTCX) has a volatility of 3.83%. This indicates that VEMBX experiences smaller price fluctuations and is considered to be less risky than VLTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.