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

Key characteristics


EEMVMMSX
YTD Return-1.17%-0.00%
1Y Return2.30%2.94%
3Y Return (Ann)-7.83%-5.92%
5Y Return (Ann)-0.01%1.50%
10Y Return (Ann)1.65%2.84%
Sharpe Ratio0.190.25
Daily Std Dev14.76%14.55%
Max Drawdown-66.44%-39.28%
Current Drawdown-26.52%-21.44%

Correlation

-0.50.00.51.00.9

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.

Performance

EEM vs. VMMSX - Performance Comparison

In the year-to-date period, EEM achieves a -1.17% return, which is significantly lower than VMMSX's -0.00% return. Over the past 10 years, EEM has underperformed VMMSX with an annualized return of 1.65%, while VMMSX has yielded a comparatively higher 2.84% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%NovemberDecember2024FebruaryMarchApril
8.09%
7.94%
EEM
VMMSX

Compare stocks, funds, or ETFs

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


iShares MSCI Emerging Markets ETF

Vanguard Emerging Markets Select Stock Fund

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
0.50%1.00%1.50%2.00%0.84%
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.


EEM
Sharpe ratio
The chart of Sharpe ratio for EEM, currently valued at 0.19, compared to the broader market-1.000.001.002.003.004.005.000.19
Sortino ratio
The chart of Sortino ratio for EEM, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.000.37
Omega ratio
The chart of Omega ratio for EEM, currently valued at 1.04, compared to the broader market1.001.502.002.501.04
Calmar ratio
The chart of Calmar ratio for EEM, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.0012.000.08
Martin ratio
The chart of Martin ratio for EEM, currently valued at 0.49, compared to the broader market0.0020.0040.0060.0080.000.49
VMMSX
Sharpe ratio
The chart of Sharpe ratio for VMMSX, currently valued at 0.25, compared to the broader market-1.000.001.002.003.004.005.000.25
Sortino ratio
The chart of Sortino ratio for VMMSX, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.000.46
Omega ratio
The chart of Omega ratio for VMMSX, currently valued at 1.05, compared to the broader market1.001.502.002.501.05
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 market0.0020.0040.0060.0080.000.60

EEM vs. VMMSX - Sharpe Ratio Comparison

The current EEM Sharpe Ratio is 0.19, which roughly equals the VMMSX Sharpe Ratio of 0.25. The chart below compares the 12-month rolling Sharpe Ratio of EEM and VMMSX.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.19
0.25
EEM
VMMSX

Dividends

EEM vs. VMMSX - Dividend Comparison

EEM's dividend yield for the trailing twelve months is around 2.66%, less than VMMSX's 3.05% yield.


TTM20232022202120202019201820172016201520142013
EEM
iShares MSCI Emerging Markets ETF
2.66%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%
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%

Drawdowns

EEM vs. VMMSX - Drawdown Comparison

The maximum EEM drawdown since its inception was -66.44%, 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.


-30.00%-25.00%-20.00%NovemberDecember2024FebruaryMarchApril
-26.52%
-21.44%
EEM
VMMSX

Volatility

EEM vs. VMMSX - Volatility Comparison

iShares MSCI Emerging Markets ETF (EEM) and Vanguard Emerging Markets Select Stock Fund (VMMSX) have volatilities of 3.68% and 3.52%, 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
3.68%
3.52%
EEM
VMMSX