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

Correlation

The correlation between VEMBX and VTABX is 0.42, 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.


-0.50.00.51.00.4

Performance

VEMBX vs. VTABX - 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 Total International Bond Index Fund Admiral Shares (VTABX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%SeptemberOctoberNovemberDecember2025February
2.51%
1.52%
VEMBX
VTABX

Key characteristics

Sharpe Ratio

VEMBX:

2.27

VTABX:

1.53

Sortino Ratio

VEMBX:

3.47

VTABX:

2.33

Omega Ratio

VEMBX:

1.42

VTABX:

1.26

Calmar Ratio

VEMBX:

1.63

VTABX:

0.54

Martin Ratio

VEMBX:

9.95

VTABX:

6.90

Ulcer Index

VEMBX:

1.06%

VTABX:

0.75%

Daily Std Dev

VEMBX:

4.66%

VTABX:

3.40%

Max Drawdown

VEMBX:

-25.61%

VTABX:

-16.82%

Current Drawdown

VEMBX:

0.00%

VTABX:

-4.42%

Returns By Period

In the year-to-date period, VEMBX achieves a 2.56% return, which is significantly higher than VTABX's 0.41% return.


VEMBX

YTD

2.56%

1M

1.34%

6M

2.52%

1Y

10.33%

5Y*

2.95%

10Y*

N/A

VTABX

YTD

0.41%

1M

0.66%

6M

1.52%

1Y

5.31%

5Y*

-0.45%

10Y*

1.74%

*Annualized

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. VTABX - Expense Ratio Comparison

VEMBX has a 0.55% expense ratio, which is higher than VTABX's 0.11% 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 VTABX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Risk-Adjusted Performance

VEMBX vs. VTABX — 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 8888
Overall Rank
The Sharpe Ratio Rank of VEMBX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMBX is 9191
Sortino Ratio Rank
The Omega Ratio Rank of VEMBX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VEMBX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VEMBX is 8888
Martin Ratio Rank

VTABX
The Risk-Adjusted Performance Rank of VTABX is 7171
Overall Rank
The Sharpe Ratio Rank of VTABX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VTABX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VTABX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VTABX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VTABX is 7777
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. VTABX - 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 Total International Bond Index Fund Admiral Shares (VTABX). 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 2.27, compared to the broader market-1.000.001.002.003.004.002.271.53
The chart of Sortino ratio for VEMBX, currently valued at 3.47, compared to the broader market0.002.004.006.008.0010.0012.003.472.33
The chart of Omega ratio for VEMBX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.26
The chart of Calmar ratio for VEMBX, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.001.630.54
The chart of Martin ratio for VEMBX, currently valued at 9.95, compared to the broader market0.0020.0040.0060.0080.009.956.90
VEMBX
VTABX

The current VEMBX Sharpe Ratio is 2.27, which is higher than the VTABX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of VEMBX and VTABX, 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 Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
2.27
1.53
VEMBX
VTABX

Dividends

VEMBX vs. VTABX - Dividend Comparison

VEMBX's dividend yield for the trailing twelve months is around 6.37%, more than VTABX's 4.17% yield.


TTM20242023202220212020201920182017201620152014
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
6.37%6.38%7.06%5.45%3.52%3.27%4.40%4.80%4.52%4.03%0.00%0.00%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
4.17%4.15%4.39%1.48%3.04%0.93%3.38%2.99%2.24%1.90%1.64%1.54%

Drawdowns

VEMBX vs. VTABX - Drawdown Comparison

The maximum VEMBX drawdown since its inception was -25.61%, which is greater than VTABX's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for VEMBX and VTABX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-4.42%
VEMBX
VTABX

Volatility

VEMBX vs. VTABX - Volatility Comparison

Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) has a higher volatility of 1.36% compared to Vanguard Total International Bond Index Fund Admiral Shares (VTABX) at 1.03%. This indicates that VEMBX's price experiences larger fluctuations and is considered to be riskier than VTABX based on this measure. 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%SeptemberOctoberNovemberDecember2025February
1.36%
1.03%
VEMBX
VTABX
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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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