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VMMSX vs. VAIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMMSX and VAIGX is 0.64, 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

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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Key characteristics

Sharpe Ratio

VMMSX:

0.36

VAIGX:

0.85

Sortino Ratio

VMMSX:

0.75

VAIGX:

1.44

Omega Ratio

VMMSX:

1.09

VAIGX:

1.19

Calmar Ratio

VMMSX:

0.31

VAIGX:

0.78

Martin Ratio

VMMSX:

1.13

VAIGX:

4.09

Ulcer Index

VMMSX:

7.15%

VAIGX:

5.98%

Daily Std Dev

VMMSX:

18.32%

VAIGX:

26.41%

Max Drawdown

VMMSX:

-41.21%

VAIGX:

-53.24%

Current Drawdown

VMMSX:

-12.11%

VAIGX:

-8.28%

Returns By Period

In the year-to-date period, VMMSX achieves a 10.81% return, which is significantly lower than VAIGX's 18.66% return.


VMMSX

YTD

10.81%

1M

11.60%

6M

8.72%

1Y

6.48%

5Y*

8.62%

10Y*

3.86%

VAIGX

YTD

18.66%

1M

18.05%

6M

16.54%

1Y

22.39%

5Y*

N/A

10Y*

N/A

*Annualized

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VMMSX vs. VAIGX - Expense Ratio Comparison

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


Risk-Adjusted Performance

VMMSX vs. VAIGX — Risk-Adjusted Performance Rank

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

VMMSX
The Risk-Adjusted Performance Rank of VMMSX is 4242
Overall Rank
The Sharpe Ratio Rank of VMMSX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VMMSX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of VMMSX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VMMSX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of VMMSX is 3939
Martin Ratio Rank

VAIGX
The Risk-Adjusted Performance Rank of VAIGX is 7979
Overall Rank
The Sharpe Ratio Rank of VAIGX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VAIGX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VAIGX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VAIGX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VAIGX is 8181
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.

VMMSX vs. VAIGX - Risk-Adjusted Performance 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.


The current VMMSX Sharpe Ratio is 0.36, which is lower than the VAIGX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of VMMSX and VAIGX, 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

VMMSX vs. VAIGX - Dividend Comparison

VMMSX's dividend yield for the trailing twelve months is around 3.01%, more than VAIGX's 0.27% yield.


TTM20242023202220212020201920182017201620152014
VMMSX
Vanguard Emerging Markets Select Stock Fund
3.01%3.33%3.04%3.71%1.99%1.04%2.04%2.53%1.54%1.44%1.87%1.39%
VAIGX
Vanguard Advice Select International Growth Fund
0.27%0.32%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VMMSX vs. VAIGX - Drawdown Comparison

The maximum VMMSX drawdown since its inception was -41.21%, smaller than the maximum VAIGX drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for VMMSX and VAIGX. For additional features, visit the drawdowns tool.


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Volatility

VMMSX vs. VAIGX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Select Stock Fund (VMMSX) is 3.62%, while Vanguard Advice Select International Growth Fund (VAIGX) has a volatility of 5.70%. This indicates that VMMSX experiences smaller price fluctuations and is considered to be less risky than VAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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