PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VVIAX vs. VEGBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VVIAXVEGBX
YTD Return21.72%8.27%
1Y Return34.47%17.26%
3Y Return (Ann)9.95%1.31%
5Y Return (Ann)11.79%3.52%
Sharpe Ratio3.233.07
Sortino Ratio4.534.81
Omega Ratio1.591.61
Calmar Ratio4.871.30
Martin Ratio20.9618.47
Ulcer Index1.59%0.90%
Daily Std Dev10.34%5.42%
Max Drawdown-59.32%-25.52%
Current Drawdown0.00%-1.02%

Correlation

-0.50.00.51.00.3

The correlation between VVIAX and VEGBX is 0.25, 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

VVIAX vs. VEGBX - Performance Comparison

In the year-to-date period, VVIAX achieves a 21.72% return, which is significantly higher than VEGBX's 8.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.97%
6.27%
VVIAX
VEGBX

Compare stocks, funds, or ETFs

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


VVIAX vs. VEGBX - Expense Ratio Comparison

VVIAX has a 0.05% expense ratio, which is lower than VEGBX's 0.40% expense ratio.


VEGBX
Vanguard Emerging Markets Bond Fund Admiral Shares
Expense ratio chart for VEGBX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VVIAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VVIAX vs. VEGBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Admiral Shares (VVIAX) 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.


VVIAX
Sharpe ratio
The chart of Sharpe ratio for VVIAX, currently valued at 3.23, compared to the broader market0.002.004.003.23
Sortino ratio
The chart of Sortino ratio for VVIAX, currently valued at 4.53, compared to the broader market0.005.0010.004.53
Omega ratio
The chart of Omega ratio for VVIAX, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for VVIAX, currently valued at 4.87, compared to the broader market0.005.0010.0015.0020.0025.004.87
Martin ratio
The chart of Martin ratio for VVIAX, currently valued at 20.96, compared to the broader market0.0020.0040.0060.0080.00100.0020.96
VEGBX
Sharpe ratio
The chart of Sharpe ratio for VEGBX, currently valued at 3.07, compared to the broader market0.002.004.003.07
Sortino ratio
The chart of Sortino ratio for VEGBX, currently valued at 4.81, compared to the broader market0.005.0010.004.81
Omega ratio
The chart of Omega ratio for VEGBX, currently valued at 1.61, compared to the broader market1.002.003.004.001.61
Calmar ratio
The chart of Calmar ratio for VEGBX, currently valued at 1.30, compared to the broader market0.005.0010.0015.0020.0025.001.30
Martin ratio
The chart of Martin ratio for VEGBX, currently valued at 18.47, compared to the broader market0.0020.0040.0060.0080.00100.0018.47

VVIAX vs. VEGBX - Sharpe Ratio Comparison

The current VVIAX Sharpe Ratio is 3.23, which is comparable to the VEGBX Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of VVIAX and VEGBX, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.23
3.07
VVIAX
VEGBX

Dividends

VVIAX vs. VEGBX - Dividend Comparison

VVIAX's dividend yield for the trailing twelve months is around 2.21%, less than VEGBX's 6.97% yield.


TTM20232022202120202019201820172016201520142013
VVIAX
Vanguard Value Index Fund Admiral Shares
2.21%2.45%2.51%2.14%2.54%2.49%2.72%2.29%2.45%2.60%2.22%2.21%
VEGBX
Vanguard Emerging Markets Bond Fund Admiral Shares
6.97%7.21%5.62%3.67%3.40%4.55%5.01%0.39%0.00%0.00%0.00%0.00%

Drawdowns

VVIAX vs. VEGBX - Drawdown Comparison

The maximum VVIAX drawdown since its inception was -59.32%, which is greater than VEGBX's maximum drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for VVIAX and VEGBX. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.02%
VVIAX
VEGBX

Volatility

VVIAX vs. VEGBX - Volatility Comparison

Vanguard Value Index Fund Admiral Shares (VVIAX) has a higher volatility of 3.70% compared to Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) at 1.66%. This indicates that VVIAX's price experiences larger fluctuations and is considered to be riskier than VEGBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.70%
1.66%
VVIAX
VEGBX