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VEXC vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEXC vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Ex-China ETF (VEXC) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEXC achieves a 20.67% return, which is significantly higher than SGOV's 1.71% return.


VEXC

1D
-3.33%
1M
3.67%
YTD
20.67%
6M
21.35%
1Y
3Y*
5Y*
10Y*

SGOV

1D
0.01%
1M
0.28%
YTD
1.71%
6M
1.80%
1Y
3.92%
3Y*
4.68%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEXC vs. SGOV - Yearly Performance Comparison


Correlation

The correlation between VEXC and SGOV is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

-0.14

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Return for Risk

VEXC vs. SGOV — Risk / Return Rank

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

VEXC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEXC vs. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Ex-China ETF (VEXC) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VEXCSGOVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

194.05

Calmar ratioReturn relative to maximum drawdown

395.07

Martin ratioReturn relative to average drawdown

4,426.92

VEXC vs. SGOV - Sharpe Ratio Comparison


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Drawdowns

VEXC vs. SGOV - Drawdown Comparison

The maximum VEXC drawdown since its inception was -12.42%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for VEXC and SGOV.


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Drawdown Indicators


VEXCSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

-0.03%

-12.39%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

Current Drawdown

Current decline from peak

-3.33%

0.00%

-3.33%

Average Drawdown

Average peak-to-trough decline

-2.23%

-0.00%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

Volatility

VEXC vs. SGOV - Volatility Comparison


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Volatility by Period


VEXCSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

20.27%

0.19%

+20.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.27%

0.24%

+20.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.27%

0.24%

+20.03%

VEXC vs. SGOV - Expense Ratio Comparison

VEXC has a 0.07% expense ratio, which is lower than SGOV's 0.09% 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%.


Dividends

VEXC vs. SGOV - Dividend Comparison

VEXC's dividend yield for the trailing twelve months is around 1.43%, less than SGOV's 3.85% yield.


PositionTTM202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%
VEXC
Vanguard Emerging Markets Ex-China ETF
1.43%0.43%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VEXC and SGOV have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.09% for SGOV.

SGOV has the higher dividend yield at 3.85%, compared with 1.43% for VEXC.

VEXC is categorized as Emerging Markets Equities, while SGOV is Ultrashort Bond. VEXC tracks FTSE Emerging ex China Index, while SGOV tracks ICE 0-3 Month US Treasury Securities Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VEXC and 0.09% for SGOV.

Portfolio Optimizer

Find the right allocation for VEXC and SGOV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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