VEMRX vs. VTV
Compare and contrast key facts about Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) and Vanguard Value ETF (VTV).
VEMRX is managed by Vanguard. It was launched on Dec 15, 2010. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMRX or VTV.
Key characteristics
| VEMRX | VTV | |
|---|---|---|
| YTD Return | 15.41% | 21.71% |
| 1Y Return | 23.49% | 34.54% |
| 3Y Return (Ann) | 0.30% | 9.98% |
| 5Y Return (Ann) | 4.86% | 11.80% |
| 10Y Return (Ann) | 4.03% | 10.70% |
| Sharpe Ratio | 1.78 | 3.24 |
| Sortino Ratio | 2.52 | 4.56 |
| Omega Ratio | 1.32 | 1.60 |
| Calmar Ratio | 0.92 | 4.86 |
| Martin Ratio | 9.63 | 21.19 |
| Ulcer Index | 2.34% | 1.58% |
| Daily Std Dev | 12.68% | 10.32% |
| Max Drawdown | -36.01% | -59.27% |
| Current Drawdown | -6.78% | 0.00% |
Correlation
The correlation between VEMRX and VTV is 0.65, 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
VEMRX vs. VTV - Performance Comparison
In the year-to-date period, VEMRX achieves a 15.41% return, which is significantly lower than VTV's 21.71% return. Over the past 10 years, VEMRX has underperformed VTV with an annualized return of 4.03%, while VTV has yielded a comparatively higher 10.70% 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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VEMRX vs. VTV - Expense Ratio Comparison
VEMRX has a 0.08% expense ratio, which is higher than VTV'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
VEMRX vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) and Vanguard Value ETF (VTV). 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
VEMRX vs. VTV - Dividend Comparison
VEMRX's dividend yield for the trailing twelve months is around 2.57%, more than VTV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 2.57% | 3.52% | 4.11% | 2.63% | 1.92% | 3.26% | 2.92% | 2.35% | 2.56% | 3.31% | 2.91% | 2.81% |
VTV Vanguard Value ETF | 2.22% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
VEMRX vs. VTV - Drawdown Comparison
The maximum VEMRX drawdown since its inception was -36.01%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for VEMRX and VTV. For additional features, visit the drawdowns tool.
Volatility
VEMRX vs. VTV - Volatility Comparison
Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) has a higher volatility of 4.17% compared to Vanguard Value ETF (VTV) at 3.76%. This indicates that VEMRX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.