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VWOB vs. VEMBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWOB and VEMBX 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

VWOB vs. VEMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Government Bond ETF (VWOB) and Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
31.97%
57.63%
VWOB
VEMBX

Key characteristics

Sharpe Ratio

VWOB:

1.14

VEMBX:

1.61

Sortino Ratio

VWOB:

1.64

VEMBX:

2.40

Omega Ratio

VWOB:

1.22

VEMBX:

1.32

Calmar Ratio

VWOB:

0.72

VEMBX:

1.52

Martin Ratio

VWOB:

5.61

VEMBX:

7.11

Ulcer Index

VWOB:

1.48%

VEMBX:

1.21%

Daily Std Dev

VWOB:

7.31%

VEMBX:

5.32%

Max Drawdown

VWOB:

-26.97%

VEMBX:

-25.61%

Current Drawdown

VWOB:

-3.39%

VEMBX:

-1.56%

Returns By Period

In the year-to-date period, VWOB achieves a 2.66% return, which is significantly higher than VEMBX's 2.14% return.


VWOB

YTD

2.66%

1M

-0.47%

6M

1.90%

1Y

8.86%

5Y*

3.20%

10Y*

2.76%

VEMBX

YTD

2.14%

1M

-0.88%

6M

1.88%

1Y

8.79%

5Y*

5.38%

10Y*

N/A

*Annualized

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VWOB vs. VEMBX - Expense Ratio Comparison

VWOB has a 0.20% expense ratio, which is lower than VEMBX's 0.55% expense ratio.


Expense ratio chart for VEMBX: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEMBX: 0.55%
Expense ratio chart for VWOB: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWOB: 0.20%

Risk-Adjusted Performance

VWOB vs. VEMBX — Risk-Adjusted Performance Rank

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

VWOB
The Risk-Adjusted Performance Rank of VWOB is 8383
Overall Rank
The Sharpe Ratio Rank of VWOB is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VWOB is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VWOB is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VWOB is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VWOB is 8686
Martin Ratio Rank

VEMBX
The Risk-Adjusted Performance Rank of VEMBX is 9090
Overall Rank
The Sharpe Ratio Rank of VEMBX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMBX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VEMBX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VEMBX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VEMBX 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.

VWOB vs. VEMBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Government Bond ETF (VWOB) and Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX). 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 VWOB, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.00
VWOB: 1.14
VEMBX: 1.61
The chart of Sortino ratio for VWOB, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.00
VWOB: 1.64
VEMBX: 2.40
The chart of Omega ratio for VWOB, currently valued at 1.22, compared to the broader market0.501.001.502.00
VWOB: 1.22
VEMBX: 1.32
The chart of Calmar ratio for VWOB, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
VWOB: 0.72
VEMBX: 1.52
The chart of Martin ratio for VWOB, currently valued at 5.61, compared to the broader market0.0020.0040.0060.00
VWOB: 5.61
VEMBX: 7.11

The current VWOB Sharpe Ratio is 1.14, which is comparable to the VEMBX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of VWOB and VEMBX, 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
1.14
1.61
VWOB
VEMBX

Dividends

VWOB vs. VEMBX - Dividend Comparison

VWOB's dividend yield for the trailing twelve months is around 6.28%, less than VEMBX's 6.77% yield.


TTM20242023202220212020201920182017201620152014
VWOB
Vanguard Emerging Markets Government Bond ETF
6.28%6.08%5.50%5.31%4.04%4.18%4.58%4.53%4.61%4.71%4.93%4.49%
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
6.77%6.38%7.06%5.45%3.52%3.27%4.40%4.80%4.52%4.03%0.00%0.00%

Drawdowns

VWOB vs. VEMBX - Drawdown Comparison

The maximum VWOB drawdown since its inception was -26.97%, which is greater than VEMBX's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for VWOB and VEMBX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.39%
-1.56%
VWOB
VEMBX

Volatility

VWOB vs. VEMBX - Volatility Comparison

Vanguard Emerging Markets Government Bond ETF (VWOB) has a higher volatility of 4.50% compared to Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) at 3.31%. This indicates that VWOB's price experiences larger fluctuations and is considered to be riskier than VEMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
4.50%
3.31%
VWOB
VEMBX