VEMBX vs. VOO
Compare and contrast key facts about Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) and Vanguard S&P 500 ETF (VOO).
VEMBX is managed by Vanguard. It was launched on Mar 10, 2016. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMBX or VOO.
Key characteristics
| VEMBX | VOO | |
|---|---|---|
| YTD Return | 8.15% | 27.15% |
| 1Y Return | 17.09% | 39.90% |
| 3Y Return (Ann) | 1.16% | 10.28% |
| 5Y Return (Ann) | 3.36% | 16.00% |
| Sharpe Ratio | 3.06 | 3.15 |
| Sortino Ratio | 4.76 | 4.19 |
| Omega Ratio | 1.61 | 1.59 |
| Calmar Ratio | 1.26 | 4.60 |
| Martin Ratio | 18.23 | 21.00 |
| Ulcer Index | 0.90% | 1.85% |
| Daily Std Dev | 5.38% | 12.34% |
| Max Drawdown | -25.61% | -33.99% |
| Current Drawdown | -1.01% | 0.00% |
Correlation
The correlation between VEMBX and VOO 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.
Performance
VEMBX vs. VOO - Performance Comparison
In the year-to-date period, VEMBX achieves a 8.15% return, which is significantly lower than VOO's 27.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VOO - Expense Ratio Comparison
VEMBX has a 0.55% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
VEMBX vs. VOO - 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 S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
VEMBX's dividend yield for the trailing twelve months is around 6.82%, more than VOO's 1.23% 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VEMBX vs. VOO - Drawdown Comparison
The maximum VEMBX drawdown since its inception was -25.61%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VEMBX and VOO. For additional features, visit the drawdowns tool.
Volatility
VEMBX vs. VOO - Volatility Comparison
The current volatility for Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) is 1.67%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that VEMBX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.