PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VEMIX vs. VINIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEMIX and VINIX is 0.66, 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.


-0.50.00.51.00.7

Performance

VEMIX vs. VINIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) and Vanguard Institutional Index Fund Institutional Shares (VINIX). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
418.69%
591.69%
VEMIX
VINIX

Key characteristics

Sharpe Ratio

VEMIX:

0.98

VINIX:

2.23

Sortino Ratio

VEMIX:

1.44

VINIX:

2.96

Omega Ratio

VEMIX:

1.18

VINIX:

1.42

Calmar Ratio

VEMIX:

0.54

VINIX:

3.30

Martin Ratio

VEMIX:

3.90

VINIX:

14.60

Ulcer Index

VEMIX:

3.22%

VINIX:

1.91%

Daily Std Dev

VEMIX:

12.85%

VINIX:

12.52%

Max Drawdown

VEMIX:

-66.43%

VINIX:

-55.19%

Current Drawdown

VEMIX:

-12.14%

VINIX:

-2.57%

Returns By Period

In the year-to-date period, VEMIX achieves a 8.83% return, which is significantly lower than VINIX's 25.98% return. Over the past 10 years, VEMIX has underperformed VINIX with an annualized return of 3.82%, while VINIX has yielded a comparatively higher 13.07% annualized return.


VEMIX

YTD

8.83%

1M

-2.40%

6M

1.23%

1Y

11.40%

5Y*

2.73%

10Y*

3.82%

VINIX

YTD

25.98%

1M

-0.19%

6M

9.23%

1Y

26.41%

5Y*

14.77%

10Y*

13.07%

Compare stocks, funds, or ETFs

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


VEMIX vs. VINIX - Expense Ratio Comparison

VEMIX has a 0.10% expense ratio, which is higher than VINIX'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%.


VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
Expense ratio chart for VEMIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VINIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VEMIX vs. VINIX - 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 Institutional Index Fund Institutional Shares (VINIX). 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 VEMIX, currently valued at 0.98, compared to the broader market-1.000.001.002.003.004.000.982.23
The chart of Sortino ratio for VEMIX, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.001.442.96
The chart of Omega ratio for VEMIX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.42
The chart of Calmar ratio for VEMIX, currently valued at 0.54, compared to the broader market0.002.004.006.008.0010.0012.0014.000.543.30
The chart of Martin ratio for VEMIX, currently valued at 3.90, compared to the broader market0.0020.0040.0060.003.9014.60
VEMIX
VINIX

The current VEMIX Sharpe Ratio is 0.98, which is lower than the VINIX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of VEMIX and VINIX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.98
2.23
VEMIX
VINIX

Dividends

VEMIX vs. VINIX - Dividend Comparison

VEMIX's dividend yield for the trailing twelve months is around 0.76%, less than VINIX's 1.25% yield.


TTM20232022202120202019201820172016201520142013
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
0.76%3.51%4.09%2.61%1.91%3.23%2.89%2.33%2.55%3.29%2.88%2.79%
VINIX
Vanguard Institutional Index Fund Institutional Shares
1.25%1.47%1.74%1.28%1.59%1.91%2.13%1.82%2.07%2.45%1.88%1.85%

Drawdowns

VEMIX vs. VINIX - Drawdown Comparison

The maximum VEMIX drawdown since its inception was -66.43%, which is greater than VINIX's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VEMIX and VINIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.14%
-2.57%
VEMIX
VINIX

Volatility

VEMIX vs. VINIX - Volatility Comparison

Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) and Vanguard Institutional Index Fund Institutional Shares (VINIX) have volatilities of 3.81% and 3.79%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.81%
3.79%
VEMIX
VINIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab