VSIAX vs. VWOB
Compare and contrast key facts about Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Vanguard Emerging Markets Government Bond ETF (VWOB).
VSIAX is managed by Vanguard. It was launched on Sep 27, 2011. VWOB is a passively managed fund by Vanguard that tracks the performance of the Barclays USD Emerging Markets Government RIC Capped Index. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIAX or VWOB.
Key characteristics
| VSIAX | VWOB | |
|---|---|---|
| YTD Return | 9.76% | 7.72% |
| 1Y Return | 20.55% | 15.24% |
| 3Y Return (Ann) | 7.20% | -1.20% |
| 5Y Return (Ann) | 10.51% | 1.13% |
| 10Y Return (Ann) | 8.76% | 3.01% |
| Sharpe Ratio | 1.28 | 1.93 |
| Daily Std Dev | 17.48% | 7.94% |
| Max Drawdown | -45.39% | -26.98% |
| Current Drawdown | -1.55% | -3.65% |
Correlation
The correlation between VSIAX and VWOB is 0.37, 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.
Performance
VSIAX vs. VWOB - Performance Comparison
In the year-to-date period, VSIAX achieves a 9.76% return, which is significantly higher than VWOB's 7.72% return. Over the past 10 years, VSIAX has outperformed VWOB with an annualized return of 8.76%, while VWOB has yielded a comparatively lower 3.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
VSIAX vs. VWOB - Risk-Adjusted Performance 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.
Dividends
VSIAX vs. VWOB - Dividend Comparison
VSIAX's dividend yield for the trailing twelve months is around 2.04%, less than VWOB's 5.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 2.04% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.59% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% | 4.49% | 2.39% |
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. For additional features, visit the drawdowns tool.
Volatility
VSIAX vs. VWOB - Volatility Comparison
Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) has a higher volatility of 5.23% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.60%. 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.