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VMMSX vs. VAIGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMMSX vs. VAIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Select Stock Fund (VMMSX) and Vanguard Advice Select International Growth Fund (VAIGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VMMSX achieves a 17.85% return, which is significantly higher than VAIGX's -1.44% return.


VMMSX

1D
1.41%
1M
2.22%
YTD
17.85%
6M
19.34%
1Y
43.08%
3Y*
19.12%
5Y*
6.83%
10Y*
10.41%

VAIGX

1D
1.97%
1M
2.61%
YTD
-1.44%
6M
-0.75%
1Y
-0.46%
3Y*
10.31%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMMSX vs. VAIGX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VMMSX
Vanguard Emerging Markets Select Stock Fund
17.85%35.68%5.91%10.58%-17.23%
VAIGX
Vanguard Advice Select International Growth Fund
-1.44%17.01%19.11%15.53%-28.63%

Correlation

The correlation between VMMSX and VAIGX is 0.76, 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

0.76

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2022

0.76

The correlation between VMMSX and VAIGX has been stable across timeframes, ranging from 0.75 to 0.76 - a consistent structural relationship.

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Return for Risk

VMMSX vs. VAIGX — Risk / Return Rank

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

VMMSX
VMMSX Risk / Return Rank: 7070
Overall Rank
VMMSX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VMMSX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VMMSX Omega Ratio Rank: 7575
Omega Ratio Rank
VMMSX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VMMSX Martin Ratio Rank: 6565
Martin Ratio Rank

VAIGX
VAIGX Risk / Return Rank: 22
Overall Rank
VAIGX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
VAIGX Sortino Ratio Rank: 33
Sortino Ratio Rank
VAIGX Omega Ratio Rank: 33
Omega Ratio Rank
VAIGX Calmar Ratio Rank: 22
Calmar Ratio Rank
VAIGX Martin Ratio Rank: 22
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.

VMMSX vs. VAIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Select Stock Fund (VMMSX) and Vanguard Advice Select International Growth Fund (VAIGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VMMSXVAIGXDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+2.97

Omega ratioGain probability vs. loss probability

1.44

1.01

+0.44

Calmar ratioReturn relative to maximum drawdown

3.14

-0.07

+3.21

Martin ratioReturn relative to average drawdown

11.95

-0.15

+12.10

VMMSX vs. VAIGX - Sharpe Ratio Comparison

The current VMMSX Sharpe Ratio is 2.36, which is higher than the VAIGX Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of VMMSX and VAIGX, 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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Drawdowns

VMMSX vs. VAIGX - Drawdown Comparison

The maximum VMMSX drawdown since its inception was -39.28%, smaller than the maximum VAIGX drawdown of -41.46%. Use the drawdown chart below to compare losses from any high point for VMMSX and VAIGX.


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Drawdown Indicators


VMMSXVAIGXDifference

Max Drawdown

Largest peak-to-trough decline

-39.28%

-41.46%

+2.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.46%

-21.75%

+8.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

-25.25%

+6.88%

Max Drawdown (5Y)

Largest decline over 5 years

-36.84%

Max Drawdown (10Y)

Largest decline over 10 years

-38.82%

Current Drawdown

Current decline from peak

-2.56%

-10.10%

+7.54%

Average Drawdown

Average peak-to-trough decline

-13.37%

-14.30%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

9.57%

-6.04%

Volatility

VMMSX vs. VAIGX - Volatility Comparison

Vanguard Emerging Markets Select Stock Fund (VMMSX) and Vanguard Advice Select International Growth Fund (VAIGX) have volatilities of 7.81% and 8.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMMSXVAIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.81%

8.19%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

15.48%

17.57%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

21.36%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

28.96%

-10.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.47%

28.96%

-10.49%

VMMSX vs. VAIGX - Expense Ratio Comparison

VMMSX has a 0.84% expense ratio, which is higher than VAIGX's 0.42% expense ratio.


Dividends

VMMSX vs. VAIGX - Dividend Comparison

VMMSX's dividend yield for the trailing twelve months is around 1.97%, less than VAIGX's 4.58% yield.


PositionTTM20252024202320222021202020192018201720162015
VAIGX
Vanguard Advice Select International Growth Fund
4.58%4.52%0.82%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VMMSX
Vanguard Emerging Markets Select Stock Fund
1.97%2.32%3.33%3.05%3.71%6.80%1.04%2.04%2.53%1.54%1.44%1.87%

Frequently Asked Questions


VMMSX and VAIGX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VAIGX has higher volatility (8.19%) compared to VMMSX (7.81%). In terms of maximum drawdown, VMMSX dropped -39.28% vs VAIGX's -41.46%.

VMMSX currently has the higher Sharpe Ratio (2.36 vs -0.07), 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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