Vanguard Emerging Markets Stock Index Fund
Ticker
VWO
ISIN
IE003178614
Price
USD 45.56
Change Today
-0.01 / -0.022 %
Price 1 year ago
39.08 / 16.584 %
Morningstar
4
52 Week Low
38.74
52 Week High
49.49
200 Day Moving Average 43.80
43.80
50-day Moving Average
46.82
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.23 |
| Sortino Ratio | -0.17 |
| Maximum Drawdown | -2.58% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -2.16 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.31 |
| Volatility | 4.572% |
| Alpha | -7.28 |
| Beta | None |
| R Squared | +77.48 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.222% |
| Average Annual Volatility | 26.786% |
| Sharpe Ratio | 0.34 |
| Sortino Ratio | 0.33 |
| Maximum Drawdown | -68.0% |
| Maximum Drawdown Date | 2008-11-20 |
| Calmar Ratio | -0.12 |
Company information
Summary
The investment seeks to track the performance of a benchmark index that measures the investment return of stocks issued by companies located in emerging market countries. The fund employs an indexing investment approach designed to track the performance of the FTSE Emerging Markets All Cap China A Inclusion Index. It invests by sampling the index, meaning that it holds a broadly diversified collection of securities that, in the aggregate, approximates the index in terms of key characteristics.
Market
US
Category
Diversified Emerging Mkts
Expense Ratio
0.08%
Fund family
Vanguard
Morningstar
4
Yield
0.0274
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 20.17% |
| Technology | 15.46% |
| Consumer cyclical | 14.08% |
| Communication services | 9.79% |
| Basic materials | 9.03% |
| Industrials | 6.80% |
| Consumer defensive | 6.07% |
| Energy | 5.19% |
| Healthcare | 4.54% |
| Utilities | 3.15% |
| Realestate | 3.10% |
| Country | Ratio |
|---|---|
| China | 34.68 |
| Taiwan | 17.84 |
| India | 16.02 |
| Brazil | 5.57 |
| South Africa | 3.61 |
| Mexico | 3.02 |
| Thailand | 2.87 |
| Indonesia | 2.30 |
| Malaysia | 1.87 |
| Turkey | 1.03 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| 2330.TW | Taiwan Semiconductor Manufacturing Co Ltd | 5.27% |
| 00700 | Tencent Holdings Ltd | 4.17% |
| 09988 | Alibaba Group Holding Ltd Ordinary Shares | 2.41% |
| TSM.TW | Taiwan Semiconductor Manufacturing Co Ltd ADR | 1.38% |
| RELIANCE.B | Reliance Industries Ltd | 1.33% |
| 03690 | Meituan Class B | 1.11% |
| INFY.BO | Infosys Ltd | 1.04% |
| 00939 | China Construction Bank Corp Class H | 0.9% |
| VALE3.SA | Vale SA | 0.89% |
| 2454.TW | MediaTek Inc | 0.76% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AVEM | Avantis Emerging Markets Equity ETF | US025072802 | PCX | 0.33% | 4 | -3.84 | -- |
| DGS | WisdomTree Emerging Markets SmallCap Dividend Fund | IE00BQZJBM2 | PCX | 0.58% | 4 | +0.04 | |
| EBND | SPDR Bloomberg Emerging Markets Local Bond ETF | IE00B461338 | PCX | 0.30% | 4 | +5.63 | |
| EELV | Invesco S&P Emerging Markets Low Volatility ETF | US46138E289 | PCX | 0.29% | 4 | +1.27 | |
| EEMS | iShares MSCI Emerging Markets Small-Cap ETF | IE00B3F81G20 | PCX | 0.68% | 4 | -5.80 | |
| EEMV | iShares MSCI Emerging Markets Min Vol Factor ETF | IE00B8KGV557 | BTS | 0.25% | 4 | -8.24 | |
| EMXC | iShares MSCI Emerging Markets ex China ETF | IE00B0M6317 | NGM | 0.25% | 4 | -8.49 | |
| EWX | SPDR S&P Emerging Markets Small Cap ETF | US78463X756 | PCX | 0.65% | 4 | -2.49 | |
| FNDE | Schwab Fundamental Emerging Markets Large Company Index ETF | US808524730 | PCX | 0.39% | 4 | -7.31 | |
| FRDM | Freedom 100 Emerging Markets ETF | US02072L607 | BTS | 0.49% | 4 | +2.76 | -- |
| HYEM | VanEck Emerging Markets High Yield Bond ETF | US92189F353 | PCX | 0.40% | 4 | +2.81 | |
| MFEM | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | US72202L389 | PCX | 0.51% | 4 | -8.82 | |
| NUEM | Nuveen ESG Emerging Markets Equity ETF | US67092P888 | BTS | 0.35% | 4 | -5.62 | |
| SPEM | SPDR Portfolio Emerging Markets ETF | US78463X509 | PCX | 0.11% | 4 | -7.55 | |
| VWO | Vanguard Emerging Markets Stock Index Fund | IE003178614 | PCX | 0.08% | 4 | -7.28 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.