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VanEck Vectors Indonesia Index ETF (IDX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92189F8335
CUSIP92189F833
IssuerVanEck
Inception DateJan 15, 2009
RegionEmerging Asia Pacific (Indonesia)
CategoryAsia Pacific Equities
Index TrackedMVIS Indonesia Index
Home Pagewww.vaneck.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The VanEck Vectors Indonesia Index ETF has a high expense ratio of 0.57%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.57%

Share Price Chart


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VanEck Vectors Indonesia Index ETF

Popular comparisons: IDX vs. EIDO, IDX vs. VUG, IDX vs. SPY, IDX vs. VOO, IDX vs. BTC-USD, IDX vs. SMH, IDX vs. VNM

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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
-2.94%
16.40%
IDX (VanEck Vectors Indonesia Index ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

VanEck Vectors Indonesia Index ETF had a return of -8.06% year-to-date (YTD) and -9.22% in the last 12 months. Over the past 10 years, VanEck Vectors Indonesia Index ETF had an annualized return of -2.78%, while the S&P 500 had an annualized return of 10.43%, indicating that VanEck Vectors Indonesia Index ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-8.06%5.29%
1 month-3.71%-2.47%
6 months-2.94%16.40%
1 year-9.22%20.88%
5 years (annualized)-5.56%11.60%
10 years (annualized)-2.78%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.74%0.93%-0.25%
2023-2.77%-9.17%7.48%3.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IDX is 6, indicating that it is in the bottom 6% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of IDX is 66
VanEck Vectors Indonesia Index ETF(IDX)
The Sharpe Ratio Rank of IDX is 66Sharpe Ratio Rank
The Sortino Ratio Rank of IDX is 66Sortino Ratio Rank
The Omega Ratio Rank of IDX is 66Omega Ratio Rank
The Calmar Ratio Rank of IDX is 88Calmar Ratio Rank
The Martin Ratio Rank of IDX is 33Martin 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.


IDX
Sharpe ratio
The chart of Sharpe ratio for IDX, currently valued at -0.58, compared to the broader market-1.000.001.002.003.004.005.00-0.58
Sortino ratio
The chart of Sortino ratio for IDX, currently valued at -0.74, compared to the broader market-2.000.002.004.006.008.00-0.74
Omega ratio
The chart of Omega ratio for IDX, currently valued at 0.91, compared to the broader market1.001.502.002.500.91
Calmar ratio
The chart of Calmar ratio for IDX, currently valued at -0.22, compared to the broader market0.002.004.006.008.0010.0012.00-0.22
Martin ratio
The chart of Martin ratio for IDX, currently valued at -1.26, compared to the broader market0.0020.0040.0060.0080.00-1.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.005.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-2.000.002.004.006.008.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.002.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.0012.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0020.0040.0060.0080.007.21

Sharpe Ratio

The current VanEck Vectors Indonesia Index ETF Sharpe ratio is -0.58. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.58
1.79
IDX (VanEck Vectors Indonesia Index ETF)
Benchmark (^GSPC)

Dividends

Dividend History

VanEck Vectors Indonesia Index ETF granted a 3.94% dividend yield in the last twelve months. The annual payout for that period amounted to $0.62 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.62$0.62$0.63$0.22$0.34$0.47$0.48$0.46$0.25$0.45$0.50$0.72

Dividend yield

3.94%3.62%3.64%1.08%1.66%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$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
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
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
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
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
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
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
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
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
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
2013$0.72

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-39.37%
-4.42%
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 39.37%.


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 4.63%, 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%NovemberDecember2024FebruaryMarchApril
4.63%
3.35%
IDX (VanEck Vectors Indonesia Index ETF)
Benchmark (^GSPC)