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WBEIX vs. VEMRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WBEIX vs. VEMRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Emerging Markets Growth Fund (WBEIX) and Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WBEIX achieves a 18.40% return, which is significantly higher than VEMRX's 7.83% return. Over the past 10 years, WBEIX has outperformed VEMRX with an annualized return of 9.39%, while VEMRX has yielded a comparatively lower 7.63% annualized return.


WBEIX

1D
4.01%
1M
-9.30%
6M
8.36%
YTD
18.40%
1Y
36.99%
3Y*
18.57%
5Y*
3.57%
10Y*
9.39%
ALL TIME*
8.35%

VEMRX

1D
1.69%
1M
-1.72%
6M
2.69%
YTD
7.83%
1Y
20.01%
3Y*
13.74%
5Y*
5.83%
10Y*
7.63%
ALL TIME*
4.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

WBEIX vs. VEMRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WBEIX
William Blair Emerging Markets Growth Fund
18.40%25.18%10.62%10.23%-33.15%3.23%40.77%28.36%-21.31%48.82%
VEMRX
Vanguard Emerging Markets Index Fund Institutional Plus Shares
7.83%24.84%11.40%8.88%-17.74%0.92%15.29%20.39%-14.55%31.44%

Correlation

The correlation between WBEIX and VEMRX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.78

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (10Y)
Provides a long-term view across more market conditions.

0.82

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2010

0.85

The correlation between WBEIX and VEMRX shifts across timeframes, from 0.73 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WBEIX vs. VEMRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WBEIX
WBEIX Risk / Return Rank: 4545
Overall Rank
WBEIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
WBEIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
WBEIX Omega Ratio Rank: 4747
Omega Ratio Rank
WBEIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
WBEIX Martin Ratio Rank: 4545
Martin Ratio Rank

VEMRX
VEMRX Risk / Return Rank: 3939
Overall Rank
VEMRX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VEMRX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VEMRX Omega Ratio Rank: 3838
Omega Ratio Rank
VEMRX Calmar Ratio Rank: 4343
Calmar Ratio Rank
VEMRX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WBEIX vs. VEMRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Emerging Markets Growth Fund (WBEIX) and Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WBEIXVEMRXDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

1.83

1.66

+0.17

Martin ratioReturn relative to average drawdown

6.64

5.54

+1.09

WBEIX vs. VEMRX - Sharpe Ratio Comparison

The current WBEIX Sharpe Ratio is 1.36, which is comparable to the VEMRX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of WBEIX and VEMRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WBEIX vs. VEMRX - Drawdown Comparison

The maximum WBEIX drawdown since its inception was -71.18%, which is greater than VEMRX's maximum drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for WBEIX and VEMRX.


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Drawdown Indicators


WBEIXVEMRXDifference

Max Drawdown

Largest peak-to-trough decline

-71.18%

-36.01%

-35.17%

Max Drawdown (1Y)

Largest decline over 1 year

-19.23%

-11.04%

-8.19%

Max Drawdown (3Y)

Largest decline over 3 years

-19.64%

-15.74%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-40.86%

-30.65%

-10.21%

Max Drawdown (10Y)

Largest decline over 10 years

-43.75%

-36.01%

-7.74%

Current Drawdown

Current decline from peak

-15.99%

-5.42%

-10.57%

Average Drawdown

Average peak-to-trough decline

-21.36%

-12.73%

-8.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

3.30%

+2.00%

Volatility

WBEIX vs. VEMRX - Volatility Comparison

William Blair Emerging Markets Growth Fund (WBEIX) has a higher volatility of 10.72% compared to Vanguard Emerging Markets Index Fund Institutional Plus Shares (VEMRX) at 5.22%. This indicates that WBEIX's price experiences larger fluctuations and is considered to be riskier than VEMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WBEIXVEMRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.72%

5.22%

+5.50%

Volatility (6M)

Calculated over the trailing 6-month period

23.15%

13.81%

+9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

25.95%

15.99%

+9.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.04%

15.59%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

16.50%

+1.91%

WBEIX vs. VEMRX - Expense Ratio Comparison

WBEIX has a 1.11% expense ratio, which is higher than VEMRX's 0.08% expense ratio.


Dividends

WBEIX vs. VEMRX - Dividend Comparison

WBEIX's dividend yield for the trailing twelve months is around 0.34%, less than VEMRX's 2.40% yield.


PositionTTM20252024202320222021202020192018201720162015
VEMRX
Vanguard Emerging Markets Index Fund Institutional Plus Shares
2.40%2.79%3.19%3.53%4.11%2.63%1.92%3.26%2.92%2.35%2.56%3.31%
WBEIX
William Blair Emerging Markets Growth Fund
0.34%0.41%0.10%0.53%0.16%21.21%4.12%4.31%14.57%0.94%0.45%1.11%

Frequently Asked Questions


WBEIX and VEMRX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WBEIX has higher volatility (10.72%) compared to VEMRX (5.22%). In terms of maximum drawdown, WBEIX dropped -71.18% vs VEMRX's -36.01%.

WBEIX currently has the higher Sharpe Ratio (1.36 vs 1.15), 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.

Portfolio Optimizer

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