VEMPX vs. VEMIX
Compare and contrast key facts about Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX).
VEMPX is managed by Vanguard. It was launched on Jan 14, 2011. VEMIX is managed by Vanguard. It was launched on Jun 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMPX or VEMIX.
Key characteristics
| VEMPX | VEMIX | |
|---|---|---|
| YTD Return | 21.61% | 15.38% |
| 1Y Return | 45.37% | 23.47% |
| 3Y Return (Ann) | 1.09% | 0.28% |
| 5Y Return (Ann) | 11.83% | 4.84% |
| 10Y Return (Ann) | 10.10% | 3.94% |
| Sharpe Ratio | 2.37 | 1.79 |
| Sortino Ratio | 3.25 | 2.56 |
| Omega Ratio | 1.41 | 1.32 |
| Calmar Ratio | 1.49 | 0.92 |
| Martin Ratio | 13.74 | 9.70 |
| Ulcer Index | 3.16% | 2.32% |
| Daily Std Dev | 18.33% | 12.58% |
| Max Drawdown | -41.62% | -66.43% |
| Current Drawdown | 0.00% | -6.85% |
Correlation
The correlation between VEMPX and VEMIX 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.
Performance
VEMPX vs. VEMIX - Performance Comparison
In the year-to-date period, VEMPX achieves a 21.61% return, which is significantly higher than VEMIX's 15.38% return. Over the past 10 years, VEMPX has outperformed VEMIX with an annualized return of 10.10%, while VEMIX has yielded a comparatively lower 3.94% 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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VEMPX vs. VEMIX - Expense Ratio Comparison
VEMPX has a 0.04% expense ratio, which is lower than VEMIX's 0.10% expense ratio. Despite the difference, 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
VEMPX vs. VEMIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). 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
VEMPX vs. VEMIX - Dividend Comparison
VEMPX's dividend yield for the trailing twelve months is around 1.12%, less than VEMIX's 2.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.12% | 1.28% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% | 1.36% | 1.17% |
VEMIX Vanguard Emerging Markets Stock Index Fund Institutional Shares | 2.55% | 3.51% | 4.09% | 2.61% | 1.91% | 3.23% | 2.89% | 2.33% | 2.55% | 3.29% | 2.88% | 2.79% |
Drawdowns
VEMPX vs. VEMIX - Drawdown Comparison
The maximum VEMPX drawdown since its inception was -41.62%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for VEMPX and VEMIX. For additional features, visit the drawdowns tool.
Volatility
VEMPX vs. VEMIX - Volatility Comparison
Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a higher volatility of 5.81% compared to Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) at 4.16%. This indicates that VEMPX's price experiences larger fluctuations and is considered to be riskier than VEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.