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VTPSX vs. VEMIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTPSX and VEMIX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

VTPSX vs. VEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
96.33%
42.63%
VTPSX
VEMIX

Key characteristics

Sharpe Ratio

VTPSX:

0.66

VEMIX:

0.98

Sortino Ratio

VTPSX:

0.98

VEMIX:

1.44

Omega Ratio

VTPSX:

1.12

VEMIX:

1.18

Calmar Ratio

VTPSX:

0.84

VEMIX:

0.54

Martin Ratio

VTPSX:

2.67

VEMIX:

3.90

Ulcer Index

VTPSX:

3.00%

VEMIX:

3.22%

Daily Std Dev

VTPSX:

12.08%

VEMIX:

12.85%

Max Drawdown

VTPSX:

-35.77%

VEMIX:

-66.43%

Current Drawdown

VTPSX:

-8.34%

VEMIX:

-12.14%

Returns By Period

In the year-to-date period, VTPSX achieves a 4.94% return, which is significantly lower than VEMIX's 8.83% return. Over the past 10 years, VTPSX has outperformed VEMIX with an annualized return of 4.99%, while VEMIX has yielded a comparatively lower 3.82% annualized return.


VTPSX

YTD

4.94%

1M

-1.47%

6M

0.08%

1Y

6.47%

5Y*

4.36%

10Y*

4.99%

VEMIX

YTD

8.83%

1M

-2.40%

6M

1.23%

1Y

11.40%

5Y*

2.73%

10Y*

3.82%

Compare stocks, funds, or ETFs

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


VTPSX vs. VEMIX - Expense Ratio Comparison

VTPSX has a 0.07% expense ratio, which is lower than VEMIX's 0.10% 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%.


VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
Expense ratio chart for VEMIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VTPSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VTPSX vs. VEMIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). 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.


Sharpe ratio
The chart of Sharpe ratio for VTPSX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.660.98
The chart of Sortino ratio for VTPSX, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.000.981.44
The chart of Omega ratio for VTPSX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.18
The chart of Calmar ratio for VTPSX, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.0014.000.840.54
The chart of Martin ratio for VTPSX, currently valued at 2.67, compared to the broader market0.0020.0040.0060.002.673.90
VTPSX
VEMIX

The current VTPSX Sharpe Ratio is 0.66, which is lower than the VEMIX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VTPSX and VEMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.66
0.98
VTPSX
VEMIX

Dividends

VTPSX vs. VEMIX - Dividend Comparison

VTPSX's dividend yield for the trailing twelve months is around 3.37%, more than VEMIX's 0.76% yield.


TTM20232022202120202019201820172016201520142013
VTPSX
Vanguard Total International Stock Index Fund Institutional Plus Shares
3.37%3.25%3.09%3.09%2.13%3.08%3.20%2.77%2.97%2.89%3.44%2.74%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
0.76%3.51%4.09%2.61%1.91%3.23%2.89%2.33%2.55%3.29%2.88%2.79%

Drawdowns

VTPSX vs. VEMIX - Drawdown Comparison

The maximum VTPSX drawdown since its inception was -35.77%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for VTPSX and VEMIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.34%
-12.14%
VTPSX
VEMIX

Volatility

VTPSX vs. VEMIX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Plus Shares (VTPSX) is 2.98%, while Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) has a volatility of 3.81%. This indicates that VTPSX experiences smaller price fluctuations and is considered to be less risky than VEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.98%
3.81%
VTPSX
VEMIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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