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VIGIX vs. VEMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIGIX vs. VEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth Index Fund Institutional Shares (VIGIX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIGIX achieves a 10.83% return, which is significantly lower than VEMIX's 14.00% return. Over the past 10 years, VIGIX has outperformed VEMIX with an annualized return of 18.40%, while VEMIX has yielded a comparatively lower 9.08% annualized return.


VIGIX

1D
-0.28%
1M
7.55%
YTD
10.83%
6M
10.12%
1Y
29.46%
3Y*
26.47%
5Y*
15.72%
10Y*
18.40%

VEMIX

1D
1.58%
1M
4.23%
YTD
14.00%
6M
15.59%
1Y
32.74%
3Y*
18.68%
5Y*
5.66%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGIX vs. VEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIGIX
Vanguard Growth Index Fund Institutional Shares
10.83%19.44%32.68%46.77%-33.13%27.27%40.19%37.26%-3.34%27.81%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
14.00%24.80%11.38%8.85%-17.75%0.91%15.26%20.35%-14.55%31.42%

Correlation

The correlation between VIGIX and VEMIX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2000

0.63

The correlation between VIGIX and VEMIX has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

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Return for Risk

VIGIX vs. VEMIX — Risk / Return Rank

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

VIGIX
VIGIX Risk / Return Rank: 3434
Overall Rank
VIGIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 3939
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 2727
Martin Ratio Rank

VEMIX
VEMIX Risk / Return Rank: 5959
Overall Rank
VEMIX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VEMIX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VEMIX Omega Ratio Rank: 5858
Omega Ratio Rank
VEMIX Calmar Ratio Rank: 6161
Calmar Ratio Rank
VEMIX Martin Ratio Rank: 5555
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.

VIGIX vs. VEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Institutional Shares (VIGIX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). 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.


VIGIXVEMIXDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.33

1.42

-0.09

Calmar ratioReturn relative to maximum drawdown

1.85

3.00

-1.16

Martin ratioReturn relative to average drawdown

6.49

11.20

-4.71

VIGIX vs. VEMIX - Sharpe Ratio Comparison

The current VIGIX Sharpe Ratio is 1.92, which is comparable to the VEMIX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of VIGIX and VEMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VIGIXVEMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.32

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.37

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.55

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.36

+0.11

Drawdowns

VIGIX vs. VEMIX - Drawdown Comparison

The maximum VIGIX drawdown since its inception was -56.95%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for VIGIX and VEMIX.


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Drawdown Indicators


VIGIXVEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.95%

-66.43%

+9.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.51%

-11.05%

-5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-23.03%

-15.77%

-7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-35.62%

-32.52%

-3.10%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

-36.04%

+0.42%

Current Drawdown

Current decline from peak

-0.28%

0.00%

-0.28%

Average Drawdown

Average peak-to-trough decline

-16.28%

-15.99%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

2.96%

+1.72%

Volatility

VIGIX vs. VEMIX - Volatility Comparison

The current volatility for Vanguard Growth Index Fund Institutional Shares (VIGIX) is 3.62%, while Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) has a volatility of 5.01%. This indicates that VIGIX experiences smaller price fluctuations and is considered to be less risky than VEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGIXVEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

5.01%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

11.81%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

14.32%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.35%

15.38%

+6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

16.45%

+5.14%

VIGIX vs. VEMIX - Expense Ratio Comparison

VIGIX has a 0.04% expense ratio, which is lower than VEMIX's 0.10% 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

VIGIX vs. VEMIX - Dividend Comparison

VIGIX's dividend yield for the trailing twelve months is around 0.37%, less than VEMIX's 2.36% yield.


PositionTTM20252024202320222021202020192018201720162015
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
2.36%2.77%3.17%3.51%4.09%2.61%1.90%3.23%2.89%2.33%2.55%2.51%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.37%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Frequently Asked Questions


VIGIX and VEMIX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEMIX has higher volatility (5.01%) compared to VIGIX (3.62%). In terms of maximum drawdown, VIGIX dropped -56.95% vs VEMIX's -66.43%.

VEMIX currently has the higher Sharpe Ratio (2.32 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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