VFIJX vs. VEGBX
Compare and contrast key facts about Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX).
VFIJX is managed by Vanguard. It was launched on Feb 12, 2001. VEGBX is managed by Vanguard. It was launched on Dec 6, 2017.
Performance
VFIJX vs. VEGBX - Performance Comparison
Loading graphics...
VFIJX vs. VEGBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFIJX Vanguard GNMA Fund Admiral Shares | 0.30% | 7.84% | 1.17% | 5.28% | -10.72% | -1.15% | 3.84% | 5.94% | 0.99% | 2.08% |
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | -1.39% | 14.46% | 7.60% | 13.81% | -13.02% | -1.44% | 15.18% | 17.87% | -0.66% | 11.65% |
Returns By Period
In the year-to-date period, VFIJX achieves a 0.30% return, which is significantly higher than VEGBX's -1.39% return.
VFIJX
- 1D
- 0.21%
- 1M
- -1.36%
- YTD
- 0.30%
- 6M
- 1.57%
- 1Y
- 4.74%
- 3Y*
- 3.91%
- 5Y*
- 0.45%
- 10Y*
- 1.42%
VEGBX
- 1D
- 0.45%
- 1M
- -2.92%
- YTD
- -1.39%
- 6M
- 1.96%
- 1Y
- 9.61%
- 3Y*
- 10.46%
- 5Y*
- 4.25%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VFIJX vs. VEGBX - Expense Ratio Comparison
VFIJX has a 0.11% expense ratio, which is lower than VEGBX's 0.40% expense ratio.
Return for Risk
VFIJX vs. VEGBX — Risk / Return Rank
VFIJX
VEGBX
VFIJX vs. VEGBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX). 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.
| VFIJX | VEGBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 2.03 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.69 | 2.91 | -1.22 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.42 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.40 | -0.25 |
Martin ratioReturn relative to average drawdown | 5.81 | 10.58 | -4.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VFIJX | VEGBX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.03 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.68 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 1.03 | -0.21 |
Correlation
The correlation between VFIJX and VEGBX is 0.47, 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.
Dividends
VFIJX vs. VEGBX - Dividend Comparison
VFIJX's dividend yield for the trailing twelve months is around 3.44%, less than VEGBX's 5.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIJX Vanguard GNMA Fund Admiral Shares | 3.44% | 3.72% | 3.67% | 3.34% | 2.45% | 0.73% | 1.98% | 2.86% | 3.00% | 2.73% | 3.11% | 2.94% |
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | 5.80% | 6.34% | 7.02% | 7.20% | 5.61% | 5.14% | 4.62% | 6.42% | 5.00% | 0.39% | 0.00% | 0.00% |
Drawdowns
VFIJX vs. VEGBX - Drawdown Comparison
The maximum VFIJX drawdown since its inception was -16.06%, smaller than the maximum VEGBX drawdown of -24.27%. Use the drawdown chart below to compare losses from any high point for VFIJX and VEGBX.
Loading graphics...
Drawdown Indicators
| VFIJX | VEGBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.06% | -24.27% | +8.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.57% | -4.13% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -15.75% | -24.27% | +8.52% |
Max Drawdown (10Y)Largest decline over 10 years | -16.06% | — | — |
Current DrawdownCurrent decline from peak | -1.87% | -3.35% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -3.90% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 0.95% | 0.00% |
Volatility
VFIJX vs. VEGBX - Volatility Comparison
The current volatility for Vanguard GNMA Fund Admiral Shares (VFIJX) is 1.54%, while Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) has a volatility of 2.10%. This indicates that VFIJX experiences smaller price fluctuations and is considered to be less risky than VEGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VFIJX | VEGBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 2.10% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 2.57% | 2.87% | -0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.39% | 4.98% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.16% | 6.27% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.67% | 6.37% | -1.70% |