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VGAVX vs. VWOB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGAVX vs. VWOB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Government Bond Index Fund Admiral Shares (VGAVX) and Vanguard Emerging Markets Government Bond ETF (VWOB). The values are adjusted to include any dividend payments, if applicable.

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VGAVX vs. VWOB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGAVX
Vanguard Emerging Markets Government Bond Index Fund Admiral Shares
-1.88%12.98%6.27%10.44%-16.68%-1.74%5.82%14.01%-2.77%8.45%
VWOB
Vanguard Emerging Markets Government Bond ETF
-1.27%13.49%5.20%10.68%-17.39%-1.80%5.65%14.46%-2.92%8.41%

Returns By Period

In the year-to-date period, VGAVX achieves a -1.88% return, which is significantly lower than VWOB's -1.27% return. Both investments have delivered pretty close results over the past 10 years, with VGAVX having a 3.59% annualized return and VWOB not far behind at 3.49%.


VGAVX

1D
0.36%
1M
-3.00%
YTD
-1.88%
6M
0.74%
1Y
8.07%
3Y*
8.36%
5Y*
2.22%
10Y*
3.59%

VWOB

1D
0.37%
1M
-2.64%
YTD
-1.27%
6M
1.07%
1Y
8.63%
3Y*
8.17%
5Y*
2.10%
10Y*
3.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGAVX vs. VWOB - Expense Ratio Comparison

Both VGAVX and VWOB have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VGAVX vs. VWOB — Risk / Return Rank

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

VGAVX
VGAVX Risk / Return Rank: 8787
Overall Rank
VGAVX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VGAVX Sortino Ratio Rank: 9191
Sortino Ratio Rank
VGAVX Omega Ratio Rank: 8888
Omega Ratio Rank
VGAVX Calmar Ratio Rank: 8484
Calmar Ratio Rank
VGAVX Martin Ratio Rank: 8484
Martin Ratio Rank

VWOB
VWOB Risk / Return Rank: 7373
Overall Rank
VWOB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 7171
Sortino Ratio Rank
VWOB Omega Ratio Rank: 7373
Omega Ratio Rank
VWOB Calmar Ratio Rank: 7474
Calmar Ratio Rank
VWOB Martin Ratio Rank: 7575
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.

VGAVX vs. VWOB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Government Bond Index Fund Admiral Shares (VGAVX) 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.


VGAVXVWOBDifference

Sharpe ratio

Return per unit of total volatility

1.88

1.33

+0.55

Sortino ratio

Return per unit of downside risk

2.66

1.84

+0.83

Omega ratio

Gain probability vs. loss probability

1.39

1.28

+0.10

Calmar ratio

Return relative to maximum drawdown

2.16

2.00

+0.16

Martin ratio

Return relative to average drawdown

8.81

8.18

+0.63

VGAVX vs. VWOB - Sharpe Ratio Comparison

The current VGAVX Sharpe Ratio is 1.88, which is higher than the VWOB Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of VGAVX and VWOB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGAVXVWOBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.33

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.23

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.37

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.39

+0.25

Correlation

The correlation between VGAVX and VWOB is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VGAVX vs. VWOB - Dividend Comparison

VGAVX's dividend yield for the trailing twelve months is around 5.42%, less than VWOB's 5.96% yield.


TTM20252024202320222021202020192018201720162015
VGAVX
Vanguard Emerging Markets Government Bond Index Fund Admiral Shares
5.42%5.88%6.56%5.50%5.29%4.27%4.20%4.60%4.54%4.62%4.73%4.94%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.96%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Drawdowns

VGAVX vs. VWOB - Drawdown Comparison

The maximum VGAVX drawdown since its inception was -26.77%, roughly equal to the maximum VWOB drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for VGAVX and VWOB.


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Drawdown Indicators


VGAVXVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-26.77%

-26.98%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-4.48%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.77%

-26.98%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-26.77%

-26.98%

+0.21%

Current Drawdown

Current decline from peak

-3.57%

-3.12%

-0.45%

Average Drawdown

Average peak-to-trough decline

-4.73%

-4.83%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.10%

-0.13%

Volatility

VGAVX vs. VWOB - Volatility Comparison

The current volatility for Vanguard Emerging Markets Government Bond Index Fund Admiral Shares (VGAVX) is 1.91%, while Vanguard Emerging Markets Government Bond ETF (VWOB) has a volatility of 2.95%. This indicates that VGAVX experiences smaller price fluctuations and is considered to be less risky than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGAVXVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.91%

2.95%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

3.75%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.52%

6.52%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.27%

9.17%

-2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.35%

9.32%

-2.97%