VWO vs. F
VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index, while F (Ford Motor Company) is a stock. Over the past 10 years, VWO returned 8.60%/yr vs 6.32%/yr for F. At a 0.45 correlation, their price movements are largely independent.
Performance
VWO vs. F - Performance Comparison
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Returns By Period
In the year-to-date period, VWO achieves a 8.50% return, which is significantly lower than F's 17.02% return. Over the past 10 years, VWO has outperformed F with an annualized return of 8.60%, while F has yielded a comparatively lower 6.32% annualized return.
VWO
- 1D
- 0.52%
- 1M
- -3.65%
- YTD
- 8.50%
- 6M
- 9.73%
- 1Y
- 24.29%
- 3Y*
- 16.22%
- 5Y*
- 4.65%
- 10Y*
- 8.60%
F
- 1D
- 0.67%
- 1M
- 23.29%
- YTD
- 17.02%
- 6M
- 16.85%
- 1Y
- 53.41%
- 3Y*
- 9.65%
- 5Y*
- 4.45%
- 10Y*
- 6.32%
VWO vs. F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 8.50% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
F Ford Motor Company | 17.02% | 42.35% | -13.10% | 10.18% | -42.18% | 137.48% | -3.88% | 29.64% | -34.35% | 8.73% |
Correlation
The correlation between VWO and F is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2005 | 0.45 |
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Return for Risk
VWO vs. F — Risk / Return Rank
VWO
F
VWO vs. F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) and Ford Motor Company (F). 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.
| VWO | F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 2.41 | -0.22 |
| Martin ratioReturn relative to average drawdown | 7.79 | 6.36 | +1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWO | F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.45 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.11 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.17 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.16 | +0.11 |
Drawdowns
VWO vs. F - Drawdown Comparison
The maximum VWO drawdown since its inception was -67.68%, smaller than the maximum F drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for VWO and F.
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Drawdown Indicators
| VWO | F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -97.07% | +29.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -22.31% | +11.14% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -36.51% | +19.14% |
Max Drawdown (5Y)Largest decline over 5 years | -32.60% | -58.62% | +26.02% |
Max Drawdown (10Y)Largest decline over 10 years | -36.39% | -64.77% | +28.38% |
Current DrawdownCurrent decline from peak | -4.67% | -33.81% | +29.14% |
Average DrawdownAverage peak-to-trough decline | -15.81% | -44.70% | +28.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 8.42% | -5.30% |
Volatility
VWO vs. F - Volatility Comparison
The current volatility for Vanguard FTSE Emerging Markets ETF (VWO) is 6.29%, while Ford Motor Company (F) has a volatility of 21.84%. This indicates that VWO experiences smaller price fluctuations and is considered to be less risky than F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWO | F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 21.84% | -15.55% |
Volatility (6M)Calculated over the trailing 6-month period | 13.80% | 29.26% | -15.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 37.21% | -20.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 39.41% | -21.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 37.48% | -18.25% |
Dividends
VWO vs. F - Dividend Comparison
VWO's dividend yield for the trailing twelve months is around 2.49%, less than F's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
F Ford Motor Company | 4.00% | 5.72% | 7.88% | 4.92% | 4.30% | 0.48% | 1.71% | 6.45% | 9.54% | 5.20% | 7.01% | 4.26% |
VWO Vanguard FTSE Emerging Markets ETF | 2.49% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
VWO and F have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
F has higher volatility (21.84%) compared to VWO (6.29%). In terms of maximum drawdown, VWO dropped -67.68% vs F's -97.07%.
VWO currently has the higher Sharpe Ratio (1.49 vs 1.45), 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.
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