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VINEX vs. VEMAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VINEX and VEMAX is 0.72, 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.


Performance

VINEX vs. VEMAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VINEX:

0.60

VEMAX:

0.64

Sortino Ratio

VINEX:

0.90

VEMAX:

1.11

Omega Ratio

VINEX:

1.12

VEMAX:

1.14

Calmar Ratio

VINEX:

0.32

VEMAX:

0.64

Martin Ratio

VINEX:

1.68

VEMAX:

2.19

Ulcer Index

VINEX:

5.59%

VEMAX:

5.32%

Daily Std Dev

VINEX:

16.19%

VEMAX:

15.94%

Max Drawdown

VINEX:

-67.34%

VEMAX:

-66.45%

Current Drawdown

VINEX:

-13.86%

VEMAX:

-3.14%

Returns By Period

In the year-to-date period, VINEX achieves a 13.13% return, which is significantly higher than VEMAX's 8.22% return. Over the past 10 years, VINEX has underperformed VEMAX with an annualized return of 2.03%, while VEMAX has yielded a comparatively higher 3.82% annualized return.


VINEX

YTD

13.13%

1M

9.26%

6M

12.98%

1Y

9.58%

3Y*

7.92%

5Y*

7.19%

10Y*

2.03%

VEMAX

YTD

8.22%

1M

10.26%

6M

7.65%

1Y

10.09%

3Y*

7.94%

5Y*

8.35%

10Y*

3.82%

*Annualized

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VINEX vs. VEMAX - Expense Ratio Comparison

VINEX has a 0.40% expense ratio, which is higher than VEMAX's 0.14% expense ratio.


Risk-Adjusted Performance

VINEX vs. VEMAX — Risk-Adjusted Performance Rank

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

VINEX
The Risk-Adjusted Performance Rank of VINEX is 5151
Overall Rank
The Sharpe Ratio Rank of VINEX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VINEX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VINEX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VINEX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VINEX is 4949
Martin Ratio Rank

VEMAX
The Risk-Adjusted Performance Rank of VEMAX is 6363
Overall Rank
The Sharpe Ratio Rank of VEMAX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMAX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VEMAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VEMAX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VEMAX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VINEX vs. VEMAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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.


The current VINEX Sharpe Ratio is 0.60, which is comparable to the VEMAX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of VINEX and VEMAX, 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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Dividends

VINEX vs. VEMAX - Dividend Comparison

VINEX's dividend yield for the trailing twelve months is around 3.69%, more than VEMAX's 2.91% yield.


TTM20242023202220212020201920182017201620152014
VINEX
Vanguard International Explorer Fund
3.69%4.17%2.47%1.74%2.29%1.06%2.51%1.92%2.10%1.95%1.55%1.98%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
2.91%3.13%3.46%4.05%2.57%1.87%3.20%2.85%2.31%2.51%3.25%2.86%

Drawdowns

VINEX vs. VEMAX - Drawdown Comparison

The maximum VINEX drawdown since its inception was -67.34%, roughly equal to the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for VINEX and VEMAX. For additional features, visit the drawdowns tool.


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Volatility

VINEX vs. VEMAX - Volatility Comparison

The current volatility for Vanguard International Explorer Fund (VINEX) is 2.44%, while Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) has a volatility of 3.46%. This indicates that VINEX experiences smaller price fluctuations and is considered to be less risky than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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