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VVIAX vs. VEGBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VVIAX and VEGBX is 0.30, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

VVIAX vs. VEGBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value Index Fund Admiral Shares (VVIAX) and Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
156.94%
70.52%
VVIAX
VEGBX

Key characteristics

Sharpe Ratio

VVIAX:

0.47

VEGBX:

1.62

Sortino Ratio

VVIAX:

0.75

VEGBX:

2.40

Omega Ratio

VVIAX:

1.11

VEGBX:

1.32

Calmar Ratio

VVIAX:

0.50

VEGBX:

1.62

Martin Ratio

VVIAX:

2.02

VEGBX:

7.12

Ulcer Index

VVIAX:

3.59%

VEGBX:

1.20%

Daily Std Dev

VVIAX:

15.40%

VEGBX:

5.28%

Max Drawdown

VVIAX:

-59.32%

VEGBX:

-25.52%

Current Drawdown

VVIAX:

-9.01%

VEGBX:

-1.96%

Returns By Period

In the year-to-date period, VVIAX achieves a -2.89% return, which is significantly lower than VEGBX's 1.74% return.


VVIAX

YTD

-2.89%

1M

-5.86%

6M

-5.76%

1Y

5.70%

5Y*

14.00%

10Y*

9.49%

VEGBX

YTD

1.74%

1M

-1.05%

6M

1.86%

1Y

8.07%

5Y*

5.46%

10Y*

N/A

*Annualized

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VVIAX vs. VEGBX - Expense Ratio Comparison

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


Expense ratio chart for VEGBX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEGBX: 0.40%
Expense ratio chart for VVIAX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VVIAX: 0.05%

Risk-Adjusted Performance

VVIAX vs. VEGBX — Risk-Adjusted Performance Rank

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

VVIAX
The Risk-Adjusted Performance Rank of VVIAX is 6363
Overall Rank
The Sharpe Ratio Rank of VVIAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VVIAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VVIAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VVIAX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VVIAX is 6363
Martin Ratio Rank

VEGBX
The Risk-Adjusted Performance Rank of VEGBX is 9090
Overall Rank
The Sharpe Ratio Rank of VEGBX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VEGBX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VEGBX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VEGBX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VEGBX is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VVIAX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.00
VVIAX: 0.47
VEGBX: 1.62
The chart of Sortino ratio for VVIAX, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
VVIAX: 0.75
VEGBX: 2.40
The chart of Omega ratio for VVIAX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
VVIAX: 1.11
VEGBX: 1.32
The chart of Calmar ratio for VVIAX, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.00
VVIAX: 0.50
VEGBX: 1.62
The chart of Martin ratio for VVIAX, currently valued at 2.02, compared to the broader market0.0010.0020.0030.0040.0050.00
VVIAX: 2.02
VEGBX: 7.12

The current VVIAX Sharpe Ratio is 0.47, which is lower than the VEGBX Sharpe Ratio of 1.62. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.47
1.62
VVIAX
VEGBX

Dividends

VVIAX vs. VEGBX - Dividend Comparison

VVIAX's dividend yield for the trailing twelve months is around 2.39%, less than VEGBX's 6.93% yield.


TTM20242023202220212020201920182017201620152014
VVIAX
Vanguard Value Index Fund Admiral Shares
2.39%2.30%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%2.22%
VEGBX
Vanguard Emerging Markets Bond Fund Admiral Shares
6.93%6.52%7.20%5.61%5.35%4.62%6.42%5.00%0.39%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.01%
-1.96%
VVIAX
VEGBX

Volatility

VVIAX vs. VEGBX - Volatility Comparison

Vanguard Value Index Fund Admiral Shares (VVIAX) has a higher volatility of 11.10% compared to Vanguard Emerging Markets Bond Fund Admiral Shares (VEGBX) at 3.18%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.10%
3.18%
VVIAX
VEGBX