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VPL vs. EMB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VPLEMB
YTD Return0.40%-1.45%
1Y Return8.81%6.74%
3Y Return (Ann)-2.13%-3.63%
5Y Return (Ann)4.42%-0.21%
10Y Return (Ann)4.78%2.09%
Sharpe Ratio0.660.67
Daily Std Dev13.55%8.98%
Max Drawdown-55.49%-34.70%
Current Drawdown-8.28%-13.68%

Correlation

-0.50.00.51.00.4

The correlation between VPL and EMB is 0.41, 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

VPL vs. EMB - Performance Comparison

In the year-to-date period, VPL achieves a 0.40% return, which is significantly higher than EMB's -1.45% return. Over the past 10 years, VPL has outperformed EMB with an annualized return of 4.78%, while EMB has yielded a comparatively lower 2.09% 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%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.40%
10.67%
VPL
EMB

Compare stocks, funds, or ETFs

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


Vanguard FTSE Pacific ETF

iShares J.P. Morgan USD Emerging Markets Bond ETF

VPL vs. EMB - Expense Ratio Comparison

VPL has a 0.08% expense ratio, which is lower than EMB's 0.39% expense ratio.

EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VPL vs. EMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Pacific ETF (VPL) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.


VPL
Sharpe ratio
The chart of Sharpe ratio for VPL, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.005.000.66
Sortino ratio
The chart of Sortino ratio for VPL, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.001.01
Omega ratio
The chart of Omega ratio for VPL, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for VPL, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.000.43
Martin ratio
The chart of Martin ratio for VPL, currently valued at 2.23, compared to the broader market0.0020.0040.0060.0080.002.23
EMB
Sharpe ratio
The chart of Sharpe ratio for EMB, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.005.000.67
Sortino ratio
The chart of Sortino ratio for EMB, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.001.04
Omega ratio
The chart of Omega ratio for EMB, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for EMB, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.0012.000.27
Martin ratio
The chart of Martin ratio for EMB, currently valued at 2.24, compared to the broader market0.0020.0040.0060.0080.002.24

VPL vs. EMB - Sharpe Ratio Comparison

The current VPL Sharpe Ratio is 0.66, which roughly equals the EMB Sharpe Ratio of 0.67. The chart below compares the 12-month rolling Sharpe Ratio of VPL and EMB.


Rolling 12-month Sharpe Ratio0.200.400.600.801.001.201.401.60NovemberDecember2024FebruaryMarchApril
0.66
0.67
VPL
EMB

Dividends

VPL vs. EMB - Dividend Comparison

VPL's dividend yield for the trailing twelve months is around 3.31%, less than EMB's 4.95% yield.


TTM20232022202120202019201820172016201520142013
VPL
Vanguard FTSE Pacific ETF
3.31%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%2.69%2.49%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
4.95%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%4.56%4.75%

Drawdowns

VPL vs. EMB - Drawdown Comparison

The maximum VPL drawdown since its inception was -55.49%, which is greater than EMB's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for VPL and EMB. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2024FebruaryMarchApril
-8.28%
-13.68%
VPL
EMB

Volatility

VPL vs. EMB - Volatility Comparison

Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 3.93% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 2.47%. This indicates that VPL's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.93%
2.47%
VPL
EMB