VTABX vs. VEGBX
Compare and contrast key facts about Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX).
VTABX is managed by Vanguard. It was launched on May 31, 2013. VEGBX is managed by Vanguard. It was launched on Dec 6, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTABX or VEGBX.
Performance
VTABX vs. VEGBX - Performance Comparison
Returns By Period
In the year-to-date period, VTABX achieves a 3.09% return, which is significantly lower than VEGBX's 7.55% return.
VTABX
3.09%
-0.01%
3.73%
6.92%
-0.27%
1.90%
VEGBX
7.55%
-0.11%
4.87%
13.85%
3.36%
N/A
Key characteristics
| VTABX | VEGBX | |
|---|---|---|
| Sharpe Ratio | 1.84 | 2.73 |
| Sortino Ratio | 2.82 | 4.20 |
| Omega Ratio | 1.32 | 1.54 |
| Calmar Ratio | 0.59 | 1.37 |
| Martin Ratio | 6.88 | 15.15 |
| Ulcer Index | 1.03% | 0.95% |
| Daily Std Dev | 3.85% | 5.27% |
| Max Drawdown | -16.82% | -25.52% |
| Current Drawdown | -5.40% | -1.68% |
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VTABX vs. VEGBX - Expense Ratio Comparison
VTABX has a 0.11% expense ratio, which is lower than VEGBX's 0.40% expense ratio.
Correlation
The correlation between VTABX and VEGBX is 0.42, 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
VTABX vs. VEGBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX). 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
VTABX vs. VEGBX - Dividend Comparison
VTABX's dividend yield for the trailing twelve months is around 4.75%, less than VEGBX's 7.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.75% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% | 0.87% |
VEGBX Vanguard Emerging Markets Bond Fund Admiral Shares | 7.02% | 7.21% | 5.62% | 3.67% | 3.40% | 4.55% | 5.01% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTABX vs. VEGBX - Drawdown Comparison
The maximum VTABX drawdown since its inception was -16.82%, smaller than the maximum VEGBX drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for VTABX and VEGBX. For additional features, visit the drawdowns tool.
Volatility
VTABX vs. VEGBX - Volatility Comparison
The current volatility for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) is 0.88%, while Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) has a volatility of 1.57%. This indicates that VTABX experiences smaller price fluctuations and is considered to be less risky than VEGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.