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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.


-0.50.00.51.0
Correlation: 0.7

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%NovemberDecember2025FebruaryMarchApril
439.83%
477.10%
VEMIX
VINIX

Key characteristics

Sharpe Ratio

VEMIX:

0.70

VINIX:

0.46

Sortino Ratio

VEMIX:

1.07

VINIX:

0.78

Omega Ratio

VEMIX:

1.14

VINIX:

1.11

Calmar Ratio

VEMIX:

0.61

VINIX:

0.48

Martin Ratio

VEMIX:

2.12

VINIX:

1.96

Ulcer Index

VEMIX:

5.22%

VINIX:

4.63%

Daily Std Dev

VEMIX:

15.76%

VINIX:

19.53%

Max Drawdown

VEMIX:

-66.43%

VINIX:

-55.19%

Current Drawdown

VEMIX:

-9.11%

VINIX:

-10.02%

Returns By Period

In the year-to-date period, VEMIX achieves a 1.38% return, which is significantly higher than VINIX's -5.85% return. Over the past 10 years, VEMIX has underperformed VINIX with an annualized return of 2.97%, while VINIX has yielded a comparatively higher 10.79% annualized return.


VEMIX

YTD

1.38%

1M

-1.94%

6M

-2.33%

1Y

10.19%

5Y*

8.21%

10Y*

2.97%

VINIX

YTD

-5.85%

1M

-3.19%

6M

-5.42%

1Y

9.54%

5Y*

13.90%

10Y*

10.79%

*Annualized

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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%.


Expense ratio chart for VEMIX: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEMIX: 0.10%
Expense ratio chart for VINIX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VINIX: 0.04%

Risk-Adjusted Performance

VEMIX vs. VINIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEMIX
The Risk-Adjusted Performance Rank of VEMIX is 6666
Overall Rank
The Sharpe Ratio Rank of VEMIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMIX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VEMIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VEMIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VEMIX is 5959
Martin Ratio Rank

VINIX
The Risk-Adjusted Performance Rank of VINIX is 5656
Overall Rank
The Sharpe Ratio Rank of VINIX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VINIX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VINIX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VINIX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VINIX is 5757
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.

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.


The chart of Sharpe ratio for VEMIX, currently valued at 0.70, compared to the broader market-1.000.001.002.003.00
VEMIX: 0.70
VINIX: 0.46
The chart of Sortino ratio for VEMIX, currently valued at 1.07, compared to the broader market-2.000.002.004.006.008.00
VEMIX: 1.07
VINIX: 0.78
The chart of Omega ratio for VEMIX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
VEMIX: 1.14
VINIX: 1.11
The chart of Calmar ratio for VEMIX, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.00
VEMIX: 0.61
VINIX: 0.48
The chart of Martin ratio for VEMIX, currently valued at 2.12, compared to the broader market0.0010.0020.0030.0040.0050.00
VEMIX: 2.12
VINIX: 1.96

The current VEMIX Sharpe Ratio is 0.70, which is higher than the VINIX Sharpe Ratio of 0.46. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.70
0.46
VEMIX
VINIX

Dividends

VEMIX vs. VINIX - Dividend Comparison

VEMIX's dividend yield for the trailing twelve months is around 3.14%, more than VINIX's 2.53% yield.


TTM20242023202220212020201920182017201620152014
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
3.14%3.17%3.51%4.09%2.61%1.91%3.23%2.89%2.33%2.55%3.29%2.88%
VINIX
Vanguard Institutional Index Fund Institutional Shares
2.53%2.58%2.97%3.38%4.77%3.06%2.85%2.43%1.82%2.36%2.45%1.88%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.11%
-10.02%
VEMIX
VINIX

Volatility

VEMIX vs. VINIX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) is 8.94%, while Vanguard Institutional Index Fund Institutional Shares (VINIX) has a volatility of 14.22%. This indicates that VEMIX experiences smaller price fluctuations and is considered to be less risky than VINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.94%
14.22%
VEMIX
VINIX