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

Correlation

The correlation between EEM and VMMSX is 0.94, 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.


-0.50.00.51.00.9

Performance

EEM vs. VMMSX - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
21.51%
46.02%
EEM
VMMSX

Key characteristics

Sharpe Ratio

EEM:

0.73

VMMSX:

0.70

Sortino Ratio

EEM:

1.12

VMMSX:

1.07

Omega Ratio

EEM:

1.14

VMMSX:

1.13

Calmar Ratio

EEM:

0.38

VMMSX:

0.41

Martin Ratio

EEM:

2.81

VMMSX:

2.32

Ulcer Index

EEM:

4.07%

VMMSX:

4.59%

Daily Std Dev

EEM:

15.60%

VMMSX:

15.14%

Max Drawdown

EEM:

-66.43%

VMMSX:

-39.28%

Current Drawdown

EEM:

-19.97%

VMMSX:

-16.08%

Returns By Period

In the year-to-date period, EEM achieves a 7.64% return, which is significantly higher than VMMSX's 6.82% return. Over the past 10 years, EEM has underperformed VMMSX with an annualized return of 3.06%, while VMMSX has yielded a comparatively higher 4.39% annualized return.


EEM

YTD

7.64%

1M

-0.87%

6M

0.73%

1Y

9.38%

5Y*

1.11%

10Y*

3.06%

VMMSX

YTD

6.82%

1M

-2.00%

6M

0.32%

1Y

9.04%

5Y*

2.11%

10Y*

4.39%

Compare stocks, funds, or ETFs

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


EEM vs. VMMSX - Expense Ratio Comparison

EEM has a 0.68% expense ratio, which is lower than VMMSX's 0.84% expense ratio.


VMMSX
Vanguard Emerging Markets Select Stock Fund
Expense ratio chart for VMMSX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

EEM vs. VMMSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ETF (EEM) and Vanguard Emerging Markets Select Stock Fund (VMMSX). 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.


Sharpe ratio
The chart of Sharpe ratio for EEM, currently valued at 0.73, compared to the broader market0.002.004.000.730.70
The chart of Sortino ratio for EEM, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.0010.001.121.07
The chart of Omega ratio for EEM, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.13
The chart of Calmar ratio for EEM, currently valued at 0.38, compared to the broader market0.005.0010.0015.000.380.41
The chart of Martin ratio for EEM, currently valued at 2.81, compared to the broader market0.0020.0040.0060.0080.00100.002.812.32
EEM
VMMSX

The current EEM Sharpe Ratio is 0.73, which is comparable to the VMMSX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of EEM and VMMSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.73
0.70
EEM
VMMSX

Dividends

EEM vs. VMMSX - Dividend Comparison

EEM's dividend yield for the trailing twelve months is around 2.41%, while VMMSX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EEM
iShares MSCI Emerging Markets ETF
2.41%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%2.06%
VMMSX
Vanguard Emerging Markets Select Stock Fund
0.00%3.04%3.71%1.99%1.04%2.04%2.53%1.54%1.44%1.87%1.39%1.32%

Drawdowns

EEM vs. VMMSX - Drawdown Comparison

The maximum EEM drawdown since its inception was -66.43%, which is greater than VMMSX's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for EEM and VMMSX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-19.97%
-16.08%
EEM
VMMSX

Volatility

EEM vs. VMMSX - Volatility Comparison

iShares MSCI Emerging Markets ETF (EEM) has a higher volatility of 3.88% compared to Vanguard Emerging Markets Select Stock Fund (VMMSX) at 3.31%. This indicates that EEM's price experiences larger fluctuations and is considered to be riskier than VMMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.88%
3.31%
EEM
VMMSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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