PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VMMSX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VMMSXVOO
YTD Return-0.00%6.29%
1Y Return2.94%23.54%
3Y Return (Ann)-5.92%8.12%
5Y Return (Ann)1.50%13.59%
10Y Return (Ann)2.84%12.55%
Sharpe Ratio0.252.05
Daily Std Dev14.55%11.71%
Max Drawdown-39.28%-33.99%
Current Drawdown-21.44%-3.86%

Correlation

-0.50.00.51.00.7

The correlation between VMMSX and VOO is 0.71, 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

VMMSX vs. VOO - Performance Comparison

In the year-to-date period, VMMSX achieves a -0.00% return, which is significantly lower than VOO's 6.29% return. Over the past 10 years, VMMSX has underperformed VOO with an annualized return of 2.84%, while VOO has yielded a comparatively higher 12.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
7.94%
17.95%
VMMSX
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard Emerging Markets Select Stock Fund

Vanguard S&P 500 ETF

VMMSX vs. VOO - Expense Ratio Comparison

VMMSX has a 0.84% expense ratio, which is higher than VOO's 0.03% expense ratio.

VMMSX
Vanguard Emerging Markets Select Stock Fund
0.50%1.00%1.50%2.00%0.84%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VMMSX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Select Stock Fund (VMMSX) and Vanguard S&P 500 ETF (VOO). 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.


VMMSX
Sharpe ratio
The chart of Sharpe ratio for VMMSX, currently valued at 0.25, compared to the broader market-1.000.001.002.003.004.000.25
Sortino ratio
The chart of Sortino ratio for VMMSX, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.0010.0012.000.46
Omega ratio
The chart of Omega ratio for VMMSX, currently valued at 1.05, compared to the broader market1.001.502.002.503.001.05
Calmar ratio
The chart of Calmar ratio for VMMSX, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.000.13
Martin ratio
The chart of Martin ratio for VMMSX, currently valued at 0.60, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.60
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 2.95, compared to the broader market-2.000.002.004.006.008.0010.0012.002.95
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.36, compared to the broader market1.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.0012.001.75
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.62, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.62

VMMSX vs. VOO - Sharpe Ratio Comparison

The current VMMSX Sharpe Ratio is 0.25, which is lower than the VOO Sharpe Ratio of 2.05. The chart below compares the 12-month rolling Sharpe Ratio of VMMSX and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.25
2.05
VMMSX
VOO

Dividends

VMMSX vs. VOO - Dividend Comparison

VMMSX's dividend yield for the trailing twelve months is around 3.05%, more than VOO's 1.39% yield.


TTM20232022202120202019201820172016201520142013
VMMSX
Vanguard Emerging Markets Select Stock Fund
3.05%3.05%3.71%6.80%1.04%2.04%2.53%1.54%1.44%1.87%1.39%1.32%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VMMSX vs. VOO - Drawdown Comparison

The maximum VMMSX drawdown since its inception was -39.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VMMSX and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-21.44%
-3.86%
VMMSX
VOO

Volatility

VMMSX vs. VOO - Volatility Comparison

Vanguard Emerging Markets Select Stock Fund (VMMSX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.52% and 3.44%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.52%
3.44%
VMMSX
VOO