VPL vs. EMB
Compare and contrast key facts about Vanguard FTSE Pacific ETF (VPL) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
VPL and EMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005. EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007. Both VPL and EMB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VPL or EMB.
Performance
VPL vs. EMB - Performance Comparison
Returns By Period
In the year-to-date period, VPL achieves a 2.79% return, which is significantly lower than EMB's 5.86% return. Over the past 10 years, VPL has outperformed EMB with an annualized return of 4.85%, while EMB has yielded a comparatively lower 2.48% annualized return.
VPL
2.79%
-4.66%
-1.86%
10.46%
3.85%
4.85%
EMB
5.86%
-2.09%
3.69%
13.22%
0.15%
2.48%
Key characteristics
| VPL | EMB | |
|---|---|---|
| Sharpe Ratio | 0.69 | 1.87 |
| Sortino Ratio | 1.04 | 2.72 |
| Omega Ratio | 1.13 | 1.33 |
| Calmar Ratio | 0.69 | 0.78 |
| Martin Ratio | 3.23 | 10.08 |
| Ulcer Index | 3.23% | 1.41% |
| Daily Std Dev | 15.03% | 7.56% |
| Max Drawdown | -55.49% | -34.70% |
| Current Drawdown | -8.16% | -7.27% |
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VPL vs. EMB - Expense Ratio Comparison
VPL has a 0.08% expense ratio, which is lower than EMB's 0.39% expense ratio.
Correlation
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.
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.
Dividends
VPL vs. EMB - Dividend Comparison
VPL's dividend yield for the trailing twelve months is around 3.14%, less than EMB's 4.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VPL Vanguard FTSE Pacific ETF | 3.14% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 4.96% | 4.74% | 5.04% | 3.90% | 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.
Volatility
VPL vs. EMB - Volatility Comparison
Vanguard FTSE Pacific ETF (VPL) has a higher volatility of 4.02% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 2.12%. 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.