VEXAX vs. VEMAX
Compare and contrast key facts about Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
VEXAX is managed by Vanguard. It was launched on Nov 13, 2000. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEXAX or VEMAX.
Performance
VEXAX vs. VEMAX - Performance Comparison
Returns By Period
In the year-to-date period, VEXAX achieves a 20.68% return, which is significantly higher than VEMAX's 12.08% return. Over the past 10 years, VEXAX has outperformed VEMAX with an annualized return of 9.94%, while VEMAX has yielded a comparatively lower 3.49% annualized return.
VEXAX
20.68%
5.91%
14.81%
36.59%
11.50%
9.94%
VEMAX
12.08%
-3.99%
3.60%
15.90%
4.47%
3.49%
Key characteristics
| VEXAX | VEMAX | |
|---|---|---|
| Sharpe Ratio | 1.98 | 1.22 |
| Sortino Ratio | 2.73 | 1.78 |
| Omega Ratio | 1.34 | 1.22 |
| Calmar Ratio | 1.41 | 0.67 |
| Martin Ratio | 11.08 | 5.87 |
| Ulcer Index | 3.19% | 2.64% |
| Daily Std Dev | 17.90% | 12.67% |
| Max Drawdown | -58.09% | -66.45% |
| Current Drawdown | -2.31% | -9.62% |
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VEXAX vs. VEMAX - Expense Ratio Comparison
VEXAX has a 0.06% expense ratio, which is lower than VEMAX's 0.14% 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%.
Correlation
The correlation between VEXAX and VEMAX is 0.70, 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.
Risk-Adjusted Performance
VEXAX vs. VEMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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
VEXAX vs. VEMAX - Dividend Comparison
VEXAX's dividend yield for the trailing twelve months is around 1.11%, less than VEMAX's 2.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEXAX Vanguard Extended Market Index Fund Admiral Shares | 1.11% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% | 1.32% | 1.13% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.59% | 3.46% | 4.05% | 2.57% | 1.87% | 3.19% | 2.85% | 2.30% | 2.51% | 3.25% | 2.86% | 2.76% |
Drawdowns
VEXAX vs. VEMAX - Drawdown Comparison
The maximum VEXAX drawdown since its inception was -58.09%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for VEXAX and VEMAX. For additional features, visit the drawdowns tool.
Volatility
VEXAX vs. VEMAX - Volatility Comparison
Vanguard Extended Market Index Fund Admiral Shares (VEXAX) has a higher volatility of 6.16% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 3.86%. This indicates that VEXAX's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.