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VTSNX vs. VEMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTSNX vs. VEMIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VTSNX achieves a 15.83% return, which is significantly higher than VEMIX's 13.78% return. Over the past 10 years, VTSNX has outperformed VEMIX with an annualized return of 10.52%, while VEMIX has yielded a comparatively lower 9.18% annualized return.


VTSNX

1D
0.18%
1M
3.28%
YTD
15.83%
6M
15.73%
1Y
33.50%
3Y*
20.06%
5Y*
9.17%
10Y*
10.52%

VEMIX

1D
0.55%
1M
3.78%
YTD
13.78%
6M
13.99%
1Y
31.19%
3Y*
18.41%
5Y*
5.84%
10Y*
9.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTSNX vs. VEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
15.83%32.24%5.38%15.29%-15.99%8.64%11.27%21.69%-14.41%27.54%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
13.78%24.80%11.38%8.85%-17.75%0.91%15.26%20.35%-14.55%31.42%

Correlation

The correlation between VTSNX and VEMIX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2011

0.87

The correlation between VTSNX and VEMIX has been stable across timeframes, ranging from 0.84 to 0.87 - a consistent structural relationship.

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Return for Risk

VTSNX vs. VEMIX — Risk / Return Rank

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

VTSNX
VTSNX Risk / Return Rank: 6969
Overall Rank
VTSNX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VTSNX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTSNX Omega Ratio Rank: 7171
Omega Ratio Rank
VTSNX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VTSNX Martin Ratio Rank: 6464
Martin Ratio Rank

VEMIX
VEMIX Risk / Return Rank: 5959
Overall Rank
VEMIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VEMIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VEMIX Omega Ratio Rank: 5959
Omega Ratio Rank
VEMIX Calmar Ratio Rank: 6262
Calmar Ratio Rank
VEMIX Martin Ratio Rank: 5555
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.

VTSNX vs. VEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTSNXVEMIXDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.43

1.39

+0.04

Calmar ratioReturn relative to maximum drawdown

3.05

2.88

+0.17

Martin ratioReturn relative to average drawdown

11.86

10.49

+1.37

VTSNX vs. VEMIX - Sharpe Ratio Comparison

The current VTSNX Sharpe Ratio is 2.29, which is comparable to the VEMIX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VTSNX and VEMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTSNX vs. VEMIX - Drawdown Comparison

The maximum VTSNX drawdown since its inception was -35.72%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for VTSNX and VEMIX.


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Drawdown Indicators


VTSNXVEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.72%

-66.43%

+30.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-11.05%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.14%

-15.77%

+2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-29.50%

-32.45%

+2.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

-36.04%

+0.32%

Current Drawdown

Current decline from peak

0.00%

-0.19%

+0.19%

Average Drawdown

Average peak-to-trough decline

-8.07%

-15.96%

+7.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

3.03%

-0.13%

Volatility

VTSNX vs. VEMIX - Volatility Comparison

Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) have volatilities of 6.02% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSNXVEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

6.07%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

12.86%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

15.11%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

15.53%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

16.49%

-0.54%

VTSNX vs. VEMIX - Expense Ratio Comparison

VTSNX has a 0.08% 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%.


Dividends

VTSNX vs. VEMIX - Dividend Comparison

VTSNX's dividend yield for the trailing twelve months is around 2.51%, more than VEMIX's 2.26% yield.


PositionTTM20252024202320222021202020192018201720162015
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
2.26%2.77%3.17%3.51%4.09%2.61%1.90%3.23%2.89%2.33%2.55%2.51%
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
2.51%3.17%3.36%3.24%3.08%3.08%2.13%3.16%3.19%2.75%2.95%2.86%

Frequently Asked Questions


VTSNX and VEMIX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEMIX has higher volatility (6.07%) compared to VTSNX (6.02%). In terms of maximum drawdown, VTSNX dropped -35.72% vs VEMIX's -66.43%.

VTSNX currently has the higher Sharpe Ratio (2.29 vs 2.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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