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

Correlation

The correlation between VWOB and VSIAX is 0.37, 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.


-0.50.00.51.00.4

Performance

VWOB vs. VSIAX - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.32%
9.22%
VWOB
VSIAX

Key characteristics

Sharpe Ratio

VWOB:

0.83

VSIAX:

0.88

Sortino Ratio

VWOB:

1.18

VSIAX:

1.33

Omega Ratio

VWOB:

1.15

VSIAX:

1.16

Calmar Ratio

VWOB:

0.44

VSIAX:

1.61

Martin Ratio

VWOB:

3.86

VSIAX:

4.61

Ulcer Index

VWOB:

1.47%

VSIAX:

3.16%

Daily Std Dev

VWOB:

6.83%

VSIAX:

16.45%

Max Drawdown

VWOB:

-26.97%

VSIAX:

-45.39%

Current Drawdown

VWOB:

-5.56%

VSIAX:

-8.09%

Returns By Period

In the year-to-date period, VWOB achieves a 5.59% return, which is significantly lower than VSIAX's 12.55% return. Over the past 10 years, VWOB has underperformed VSIAX with an annualized return of 3.01%, while VSIAX has yielded a comparatively higher 8.67% annualized return.


VWOB

YTD

5.59%

1M

-0.66%

6M

3.37%

1Y

5.71%

5Y*

0.12%

10Y*

3.01%

VSIAX

YTD

12.55%

1M

-5.46%

6M

10.09%

1Y

12.46%

5Y*

9.95%

10Y*

8.67%

Compare stocks, funds, or ETFs

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


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%.


VWOB
Vanguard Emerging Markets Government Bond ETF
Expense ratio chart for VWOB: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VSIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


Sharpe ratio
The chart of Sharpe ratio for VWOB, currently valued at 0.83, compared to the broader market0.002.004.000.830.88
The chart of Sortino ratio for VWOB, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.0010.001.181.33
The chart of Omega ratio for VWOB, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.16
The chart of Calmar ratio for VWOB, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.441.61
The chart of Martin ratio for VWOB, currently valued at 3.86, compared to the broader market0.0020.0040.0060.0080.00100.003.864.61
VWOB
VSIAX

The current VWOB Sharpe Ratio is 0.83, which is comparable to the VSIAX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VWOB and VSIAX, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.83
0.88
VWOB
VSIAX

Dividends

VWOB vs. VSIAX - Dividend Comparison

VWOB's dividend yield for the trailing twelve months is around 5.52%, more than VSIAX's 1.42% yield.


TTM20232022202120202019201820172016201520142013
VWOB
Vanguard Emerging Markets Government Bond ETF
5.52%5.50%5.31%4.04%4.18%4.58%4.53%4.61%4.71%4.93%4.49%2.39%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
1.42%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 -26.97%, 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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.56%
-8.09%
VWOB
VSIAX

Volatility

VWOB vs. VSIAX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Government Bond ETF (VWOB) is 2.18%, while Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) has a volatility of 5.24%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.18%
5.24%
VWOB
VSIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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