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VSIAX vs. VWOB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSIAX vs. VWOB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Vanguard Emerging Markets Government Bond ETF (VWOB). The values are adjusted to include any dividend payments, if applicable.

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VSIAX vs. VWOB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
0.80%9.09%11.34%17.06%-9.31%28.10%5.80%22.76%-12.24%11.80%
VWOB
Vanguard Emerging Markets Government Bond ETF
-1.63%13.49%5.20%10.68%-17.39%-1.80%5.65%14.46%-2.92%8.41%

Returns By Period

In the year-to-date period, VSIAX achieves a 0.80% return, which is significantly higher than VWOB's -1.63% return. Over the past 10 years, VSIAX has outperformed VWOB with an annualized return of 9.83%, while VWOB has yielded a comparatively lower 3.45% annualized return.


VSIAX

1D
-0.40%
1M
-7.12%
YTD
0.80%
6M
2.85%
1Y
16.28%
3Y*
12.51%
5Y*
7.35%
10Y*
9.83%

VWOB

1D
0.86%
1M
-3.44%
YTD
-1.63%
6M
1.03%
1Y
8.59%
3Y*
8.03%
5Y*
2.02%
10Y*
3.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSIAX vs. VWOB - Expense Ratio Comparison

VSIAX has a 0.07% expense ratio, which is lower than VWOB's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VSIAX vs. VWOB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSIAX
VSIAX Risk / Return Rank: 4141
Overall Rank
VSIAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VSIAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VSIAX Omega Ratio Rank: 3939
Omega Ratio Rank
VSIAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VSIAX Martin Ratio Rank: 4242
Martin Ratio Rank

VWOB
VWOB Risk / Return Rank: 7777
Overall Rank
VWOB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWOB Omega Ratio Rank: 7777
Omega Ratio Rank
VWOB Calmar Ratio Rank: 7878
Calmar Ratio Rank
VWOB Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSIAX vs. VWOB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.


VSIAXVWOBDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.32

-0.51

Sortino ratio

Return per unit of downside risk

1.27

1.83

-0.55

Omega ratio

Gain probability vs. loss probability

1.17

1.28

-0.11

Calmar ratio

Return relative to maximum drawdown

1.03

1.97

-0.93

Martin ratio

Return relative to average drawdown

4.28

8.17

-3.88

VSIAX vs. VWOB - Sharpe Ratio Comparison

The current VSIAX Sharpe Ratio is 0.81, which is lower than the VWOB Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of VSIAX and VWOB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSIAXVWOBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.32

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.22

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.37

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.39

+0.16

Correlation

The correlation between VSIAX and VWOB is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VSIAX vs. VWOB - Dividend Comparison

VSIAX's dividend yield for the trailing twelve months is around 1.95%, less than VWOB's 5.98% yield.


TTM20252024202320222021202020192018201720162015
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
1.95%1.95%1.98%2.10%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.98%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Drawdowns

VSIAX vs. VWOB - Drawdown Comparison

The maximum VSIAX drawdown since its inception was -45.39%, which is greater than VWOB's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for VSIAX and VWOB.


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Drawdown Indicators


VSIAXVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-45.39%

-26.98%

-18.41%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-4.48%

-9.68%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

-26.98%

+2.89%

Max Drawdown (10Y)

Largest decline over 10 years

-45.39%

-26.98%

-18.41%

Current Drawdown

Current decline from peak

-8.24%

-3.47%

-4.77%

Average Drawdown

Average peak-to-trough decline

-5.54%

-4.83%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

1.08%

+2.34%

Volatility

VSIAX vs. VWOB - Volatility Comparison

Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) has a higher volatility of 4.89% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 2.92%. This indicates that VSIAX's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSIAXVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

2.92%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.03%

3.74%

+7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

6.51%

+14.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.83%

9.17%

+10.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.44%

9.33%

+13.11%