BRF vs. FLN
Compare and contrast key facts about VanEck Vectors Brazil Small-Cap ETF (BRF) and First Trust Latin America AlphaDEX Fund (FLN).
BRF and FLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRF is a passively managed fund by VanEck that tracks the performance of the MVIS Brazil Small-Cap Index. It was launched on May 12, 2009. FLN is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Latin America Index. It was launched on Apr 18, 2011. Both BRF and FLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRF or FLN.
Performance
BRF vs. FLN - Performance Comparison
Returns By Period
In the year-to-date period, BRF achieves a -23.42% return, which is significantly lower than FLN's -16.11% return. Over the past 10 years, BRF has underperformed FLN with an annualized return of -2.45%, while FLN has yielded a comparatively higher 1.54% annualized return.
BRF
-23.42%
-3.51%
-10.50%
-15.66%
-7.94%
-2.45%
FLN
-16.11%
-4.82%
-12.67%
-9.35%
0.26%
1.54%
Key characteristics
| BRF | FLN | |
|---|---|---|
| Sharpe Ratio | -0.62 | -0.57 |
| Sortino Ratio | -0.77 | -0.68 |
| Omega Ratio | 0.91 | 0.92 |
| Calmar Ratio | -0.25 | -0.58 |
| Martin Ratio | -1.03 | -1.11 |
| Ulcer Index | 15.32% | 9.16% |
| Daily Std Dev | 25.27% | 18.01% |
| Max Drawdown | -81.72% | -57.93% |
| Current Drawdown | -61.61% | -17.57% |
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BRF vs. FLN - Expense Ratio Comparison
BRF has a 0.60% expense ratio, which is lower than FLN's 0.80% expense ratio.
Correlation
The correlation between BRF and FLN is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
BRF vs. FLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Brazil Small-Cap ETF (BRF) and First Trust Latin America AlphaDEX Fund (FLN). 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.
Dividends
BRF vs. FLN - Dividend Comparison
BRF's dividend yield for the trailing twelve months is around 6.55%, less than FLN's 6.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRF VanEck Vectors Brazil Small-Cap ETF | 6.55% | 5.01% | 4.13% | 2.97% | 1.66% | 2.54% | 2.89% | 4.53% | 4.25% | 3.84% | 4.23% | 1.85% |
FLN First Trust Latin America AlphaDEX Fund | 6.65% | 4.17% | 5.57% | 4.70% | 1.63% | 1.91% | 3.08% | 10.27% | 1.06% | 2.34% | 3.96% | 2.03% |
Drawdowns
BRF vs. FLN - Drawdown Comparison
The maximum BRF drawdown since its inception was -81.72%, which is greater than FLN's maximum drawdown of -57.93%. Use the drawdown chart below to compare losses from any high point for BRF and FLN. For additional features, visit the drawdowns tool.
Volatility
BRF vs. FLN - Volatility Comparison
VanEck Vectors Brazil Small-Cap ETF (BRF) has a higher volatility of 6.28% compared to First Trust Latin America AlphaDEX Fund (FLN) at 5.24%. This indicates that BRF's price experiences larger fluctuations and is considered to be riskier than FLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.