VFQY vs. VWOB
Compare and contrast key facts about Vanguard U.S. Quality Factor ETF (VFQY) and Vanguard Emerging Markets Government Bond ETF (VWOB).
VFQY and VWOB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018. VWOB is a passively managed fund by Vanguard that tracks the performance of the Barclays USD Emerging Markets Government RIC Capped Index. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFQY or VWOB.
Key characteristics
| VFQY | VWOB | |
|---|---|---|
| YTD Return | 4.38% | 0.82% |
| 1Y Return | 28.82% | 8.71% |
| 3Y Return (Ann) | 5.76% | -2.20% |
| 5Y Return (Ann) | 11.31% | 0.62% |
| Sharpe Ratio | 1.99 | 0.94 |
| Daily Std Dev | 13.72% | 8.63% |
| Max Drawdown | -37.41% | -26.98% |
| Current Drawdown | -3.88% | -9.83% |
Correlation
The correlation between VFQY and VWOB is 0.45, 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
VFQY vs. VWOB - Performance Comparison
In the year-to-date period, VFQY achieves a 4.38% return, which is significantly higher than VWOB's 0.82% 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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VFQY vs. VWOB - Expense Ratio Comparison
VFQY has a 0.13% expense ratio, which is lower than VWOB's 0.20% 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
VFQY vs. VWOB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Quality Factor ETF (VFQY) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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
VFQY vs. VWOB - Dividend Comparison
VFQY's dividend yield for the trailing twelve months is around 1.33%, less than VWOB's 5.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFQY Vanguard U.S. Quality Factor ETF | 1.33% | 1.38% | 1.43% | 0.98% | 1.22% | 1.34% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.68% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% | 4.49% | 2.39% |
Drawdowns
VFQY vs. VWOB - Drawdown Comparison
The maximum VFQY drawdown since its inception was -37.41%, which is greater than VWOB's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for VFQY and VWOB. For additional features, visit the drawdowns tool.
Volatility
VFQY vs. VWOB - Volatility Comparison
Vanguard U.S. Quality Factor ETF (VFQY) has a higher volatility of 3.82% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 2.98%. This indicates that VFQY's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.