VWOB vs. VSIAX
Compare and contrast key facts about Vanguard Emerging Markets Government Bond ETF (VWOB) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
VWOB is a passively managed fund by Vanguard that tracks the performance of the Barclays USD Emerging Markets Government RIC Capped Index. It was launched on May 31, 2013. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWOB or VSIAX.
Key characteristics
| VWOB | VSIAX | |
|---|---|---|
| YTD Return | -1.03% | 0.67% |
| 1Y Return | 7.10% | 17.39% |
| 3Y Return (Ann) | -2.79% | 3.69% |
| 5Y Return (Ann) | 0.33% | 8.57% |
| 10Y Return (Ann) | 2.36% | 8.30% |
| Sharpe Ratio | 0.83 | 1.01 |
| Daily Std Dev | 8.58% | 17.06% |
| Max Drawdown | -26.98% | -45.39% |
| Current Drawdown | -11.48% | -6.03% |
Correlation
The correlation between VWOB and VSIAX is 0.36, 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
VWOB vs. VSIAX - Performance Comparison
In the year-to-date period, VWOB achieves a -1.03% return, which is significantly lower than VSIAX's 0.67% return. Over the past 10 years, VWOB has underperformed VSIAX with an annualized return of 2.36%, while VSIAX has yielded a comparatively higher 8.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VWOB vs. VSIAX - Expense Ratio Comparison
VWOB has a 0.20% expense ratio, which is higher than VSIAX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VWOB vs. VSIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Government Bond ETF (VWOB) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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.
Dividends
VWOB vs. VSIAX - Dividend Comparison
VWOB's dividend yield for the trailing twelve months is around 5.76%, more than VSIAX's 2.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWOB Vanguard Emerging Markets Government Bond ETF | 5.76% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% | 4.49% | 2.39% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 2.14% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
VWOB vs. VSIAX - Drawdown Comparison
The maximum VWOB drawdown since its inception was -26.98%, smaller than the maximum VSIAX drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for VWOB and VSIAX. For additional features, visit the drawdowns tool.
Volatility
VWOB vs. VSIAX - Volatility Comparison
The current volatility for Vanguard Emerging Markets Government Bond ETF (VWOB) is 2.73%, while Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) has a volatility of 4.34%. This indicates that VWOB experiences smaller price fluctuations and is considered to be less risky than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.