PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VanEck Vectors Indonesia Index ETF (IDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US92189F8335

CUSIP

92189F833

Issuer

VanEck

Inception Date

Jan 15, 2009

Region

Emerging Asia Pacific (Indonesia)

Leveraged

1x

Index Tracked

MVIS Indonesia Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IDX features an expense ratio of 0.57%, falling within the medium range.


Expense ratio chart for IDX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
IDX vs. EIDO IDX vs. VNM IDX vs. EMFM IDX vs. EDOG IDX vs. SPY IDX vs. VUG IDX vs. VOO IDX vs. BTC-USD IDX vs. SMH IDX vs. KSA
Popular comparisons:
IDX vs. EIDO IDX vs. VNM IDX vs. EMFM IDX vs. EDOG IDX vs. SPY IDX vs. VUG IDX vs. VOO IDX vs. BTC-USD IDX vs. SMH IDX vs. KSA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in VanEck Vectors Indonesia Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
158.05%
605.85%
IDX (VanEck Vectors Indonesia Index ETF)
Benchmark (^GSPC)

Returns By Period

VanEck Vectors Indonesia Index ETF had a return of -11.60% year-to-date (YTD) and -11.13% in the last 12 months. Over the past 10 years, VanEck Vectors Indonesia Index ETF had an annualized return of -2.60%, while the S&P 500 had an annualized return of 11.06%, indicating that VanEck Vectors Indonesia Index ETF did not perform as well as the benchmark.


IDX

YTD

-11.60%

1M

-6.04%

6M

-2.08%

1Y

-11.13%

5Y*

-5.89%

10Y*

-2.60%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of IDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.74%0.93%-0.25%-1.05%-1.12%-0.19%3.54%9.58%1.06%-5.57%-6.71%-11.60%
20233.92%-2.33%1.26%4.20%-5.11%2.35%3.02%-2.74%-2.77%-9.17%7.48%3.10%1.98%
20220.05%3.63%2.92%4.39%-2.94%-8.25%0.81%3.12%-5.47%-0.83%-0.78%-5.54%-9.40%
2021-3.42%0.42%-4.08%-0.38%-2.68%-2.85%-0.83%3.80%1.78%8.61%-3.01%0.73%-2.59%
2020-6.20%-11.29%-32.33%13.21%8.11%3.78%5.75%3.33%-9.90%3.95%18.42%6.75%-7.45%
201910.75%-6.72%0.49%2.08%-4.34%4.86%-0.88%-2.05%-3.36%2.68%-2.34%6.11%6.13%
20185.68%-4.30%-5.57%-5.69%1.74%-8.48%3.07%-1.26%-1.79%-4.90%11.67%0.60%-10.46%
20172.07%0.23%4.51%1.94%0.48%3.48%-0.75%0.67%-1.62%0.89%-0.71%6.86%19.25%
20164.07%4.70%4.24%-2.25%-3.91%11.15%6.00%-1.38%3.24%-0.55%-10.67%2.62%16.67%
2015-2.59%3.85%0.33%-9.09%3.75%-8.86%-4.39%-11.25%-10.79%14.78%0.54%1.98%-22.29%
2014-0.75%9.57%8.74%0.99%-0.55%-2.38%5.03%2.36%-5.66%1.36%-1.14%-1.00%16.65%
20131.71%9.13%1.32%1.99%-6.06%-6.25%-4.98%-19.43%3.57%4.71%-8.33%-0.03%-23.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IDX is 4, meaning it’s performing worse than 96% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of IDX is 44
Overall Rank
The Sharpe Ratio Rank of IDX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of IDX is 55
Sortino Ratio Rank
The Omega Ratio Rank of IDX is 55
Omega Ratio Rank
The Calmar Ratio Rank of IDX is 55
Calmar Ratio Rank
The Martin Ratio Rank of IDX is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for VanEck Vectors Indonesia Index ETF (IDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IDX, currently valued at -0.52, compared to the broader market0.002.004.00-0.522.10
The chart of Sortino ratio for IDX, currently valued at -0.60, compared to the broader market-2.000.002.004.006.008.0010.00-0.602.80
The chart of Omega ratio for IDX, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.931.39
The chart of Calmar ratio for IDX, currently valued at -0.23, compared to the broader market0.005.0010.0015.00-0.233.09
The chart of Martin ratio for IDX, currently valued at -1.25, compared to the broader market0.0020.0040.0060.0080.00100.00-1.2513.49
IDX
^GSPC

The current VanEck Vectors Indonesia Index ETF Sharpe ratio is -0.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of VanEck Vectors Indonesia Index ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.52
2.10
IDX (VanEck Vectors Indonesia Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

VanEck Vectors Indonesia Index ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.8020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.62$0.63$0.22$0.34$0.47$0.48$0.46$0.25$0.45$0.50$0.72

Dividend yield

0.00%3.62%3.64%1.08%1.67%2.09%2.19%1.85%1.16%2.43%2.07%3.38%

Monthly Dividends

The table displays the monthly dividend distributions for VanEck Vectors Indonesia Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62$0.62
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.48$0.48
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.46$0.46
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.45$0.45
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.50$0.50
2013$0.72$0.72

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-41.71%
-2.62%
IDX (VanEck Vectors Indonesia Index ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the VanEck Vectors Indonesia Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VanEck Vectors Indonesia Index ETF was 63.17%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current VanEck Vectors Indonesia Index ETF drawdown is 41.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.17%Aug 2, 20112174Mar 23, 2020
-18.98%May 4, 201016May 25, 201033Jul 13, 201049
-18.09%Jan 30, 200921Mar 2, 200914Mar 23, 200935
-17.64%Nov 11, 201049Jan 21, 201159Apr 15, 2011108
-16.15%Jun 8, 200912Jun 23, 200918Jul 20, 200930

Volatility

Volatility Chart

The current VanEck Vectors Indonesia Index ETF volatility is 7.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.53%
3.79%
IDX (VanEck Vectors Indonesia Index ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab