VEMIX vs. VDIPX
Compare and contrast key facts about Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) and Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX).
VEMIX is managed by Vanguard. It was launched on Jun 22, 2000. VDIPX is managed by Vanguard. It was launched on Apr 1, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMIX or VDIPX.
Key characteristics
| VEMIX | VDIPX | |
|---|---|---|
| YTD Return | 12.67% | 5.10% |
| 1Y Return | 19.84% | 16.52% |
| 3Y Return (Ann) | -0.98% | 1.10% |
| 5Y Return (Ann) | 4.77% | 6.01% |
| 10Y Return (Ann) | 3.68% | 5.40% |
| Sharpe Ratio | 1.57 | 1.29 |
| Sortino Ratio | 2.26 | 1.84 |
| Omega Ratio | 1.28 | 1.23 |
| Calmar Ratio | 0.83 | 1.36 |
| Martin Ratio | 8.43 | 6.84 |
| Ulcer Index | 2.37% | 2.43% |
| Daily Std Dev | 12.70% | 12.90% |
| Max Drawdown | -66.43% | -35.61% |
| Current Drawdown | -9.04% | -7.27% |
Correlation
The correlation between VEMIX and VDIPX is 0.77, 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.
Performance
VEMIX vs. VDIPX - Performance Comparison
In the year-to-date period, VEMIX achieves a 12.67% return, which is significantly higher than VDIPX's 5.10% return. Over the past 10 years, VEMIX has underperformed VDIPX with an annualized return of 3.68%, while VDIPX has yielded a comparatively higher 5.40% annualized 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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VEMIX vs. VDIPX - Expense Ratio Comparison
VEMIX has a 0.10% expense ratio, which is higher than VDIPX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VEMIX vs. VDIPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) and Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX). 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
VEMIX vs. VDIPX - Dividend Comparison
VEMIX's dividend yield for the trailing twelve months is around 2.61%, less than VDIPX's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMIX Vanguard Emerging Markets Stock Index Fund Institutional Shares | 2.61% | 3.51% | 4.09% | 2.61% | 1.91% | 3.23% | 2.89% | 2.33% | 2.55% | 3.29% | 2.88% | 2.79% |
VDIPX Vanguard Developed Markets Index Fund Institutional Plus Shares | 3.04% | 3.16% | 2.92% | 3.17% | 2.05% | 3.05% | 3.35% | 2.79% | 3.08% | 2.95% | 2.57% | 0.00% |
Drawdowns
VEMIX vs. VDIPX - Drawdown Comparison
The maximum VEMIX drawdown since its inception was -66.43%, which is greater than VDIPX's maximum drawdown of -35.61%. Use the drawdown chart below to compare losses from any high point for VEMIX and VDIPX. For additional features, visit the drawdowns tool.
Volatility
VEMIX vs. VDIPX - Volatility Comparison
Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) has a higher volatility of 4.46% compared to Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) at 3.82%. This indicates that VEMIX's price experiences larger fluctuations and is considered to be riskier than VDIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.