Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VWO (Vanguard FTSE Emerging Markets ETF) | 13.20% | 16.76% | 9.88% | 7.57% | 4.94% | 4.63% | 6.20% | 6.14% |
Data as of 07/01/2025, AR inception is 03/10/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VWO (Vanguard FTSE Emerging Markets ETF) | 03/10/2005 | 07/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.37 | 16.76 | 9.88 | 7.57 | 4.94 | 4.63 | 6.20 | 6.14 | 13.20 | 10.59 | 9.25 | -17.98 | 1.26 | 15.17 | 20.75 | -14.76 | 31.49 | 12.17 | -15.82 | -0.04 | -4.94 | 19.21 | -18.74 | 19.47 | 76.31 | -52.46 | 36.03 | 28.23 | 22.44 |
| Sharpe Ratio | NA | 0.72 | 0.34 | 0.32 | 0.17 | NA | NA | 0.18 | 1.20 | 0.47 | 0.39 | -0.87 | 0.07 | 0.45 | 1.33 | -0.81 | 2.72 | 0.56 | -0.74 | 0.00 | -0.27 | 1.02 | -0.60 | 0.79 | 1.96 | -0.84 | 1.02 | 1.00 | 1.41 |
| Standard Deviation(%) | NA | 18.70 | 16.65 | 17.83 | 20.09 | NA | NA | 26.49 | 20.54 | 14.82 | 14.35 | 22.41 | 17.16 | 33.06 | 14.54 | 19.99 | 11.38 | 21.41 | 21.32 | 16.55 | 18.32 | 18.86 | 31.31 | 24.40 | 38.90 | 63.64 | 32.30 | 24.92 | 18.33 |
| Draw Down(%) | NA | 17.37 | 17.37 | 34.32 | 36.39 | NA | NA | 67.98 | 14.51 | 9.01 | 11.66 | 29.40 | 13.17 | 33.53 | 10.77 | 26.61 | 4.78 | 12.72 | 28.20 | 18.04 | 18.52 | 17.76 | 30.59 | 17.17 | 24.42 | 65.33 | 18.05 | 25.99 | 11.00 |
| Yield(%) | 0.00 | 3.16 | 3.39 | 3.32 | 2.94 | 3.04 | 2.15 | 2.13 | 0.42 | 3.47 | 3.68 | 3.22 | 2.58 | 2.10 | 3.76 | 2.35 | 2.93 | 2.83 | 2.69 | 2.88 | 2.47 | 2.48 | 1.86 | 1.92 | 2.19 | 1.13 | 1.26 | 1.06 | 1.07 |
Data as of 07/01/2025, AR inception is 03/10/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VWO (Vanguard FTSE Emerging Markets ETF) |
-12.27%
Feb 2006 - Feb 2009 |
-5.46%
Feb 2011 - Feb 2016 |
-0.06%
Oct 2007 - Oct 2017 |
-0.66%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VWO (Vanguard FTSE Emerging Markets ETF) |
31.46%
Apr 2005 - Apr 2008 |
15.93%
Nov 2008 - Nov 2013 |
9.68%
Feb 2009 - Feb 2019 |
7.37%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart