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BRF vs. OTGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRF vs. OTGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Brazil Small-Cap ETF (BRF) and OTG Latin America ETF (OTGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRF achieves a 5.08% return, which is significantly lower than OTGL's 5.63% return.


BRF

1D
-4.64%
1M
-10.08%
YTD
5.08%
6M
-0.52%
1Y
20.45%
3Y*
5.49%
5Y*
-3.39%
10Y*
6.61%

OTGL

1D
-1.90%
1M
-1.12%
YTD
5.63%
6M
5.67%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRF vs. OTGL - Yearly Performance Comparison


2026 (YTD)2025
BRF
VanEck Vectors Brazil Small-Cap ETF
5.08%17.65%
OTGL
OTG Latin America ETF
5.63%13.64%

Correlation

The correlation between BRF and OTGL is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.82

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Return for Risk

BRF vs. OTGL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRF
BRF Risk / Return Rank: 2323
Overall Rank
BRF Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BRF Sortino Ratio Rank: 2121
Sortino Ratio Rank
BRF Omega Ratio Rank: 2121
Omega Ratio Rank
BRF Calmar Ratio Rank: 2626
Calmar Ratio Rank
BRF Martin Ratio Rank: 2626
Martin Ratio Rank

OTGL
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRF vs. OTGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Brazil Small-Cap ETF (BRF) and OTG Latin America ETF (OTGL). 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.


BRFOTGLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.27

Martin ratioReturn relative to average drawdown

3.58

BRF vs. OTGL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BRFOTGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

1.20

-1.15

Drawdowns

BRF vs. OTGL - Drawdown Comparison

The maximum BRF drawdown since its inception was -82.26%, which is greater than OTGL's maximum drawdown of -13.52%. Use the drawdown chart below to compare losses from any high point for BRF and OTGL.


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Drawdown Indicators


BRFOTGLDifference

Max Drawdown

Largest peak-to-trough decline

-82.26%

-13.52%

-68.74%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

Max Drawdown (3Y)

Largest decline over 3 years

-37.81%

Max Drawdown (5Y)

Largest decline over 5 years

-50.49%

Max Drawdown (10Y)

Largest decline over 10 years

-60.43%

Current Drawdown

Current decline from peak

-48.77%

-8.97%

-39.80%

Average Drawdown

Average peak-to-trough decline

-45.74%

-3.00%

-42.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

Volatility

BRF vs. OTGL - Volatility Comparison


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Volatility by Period


BRFOTGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.39%

Volatility (6M)

Calculated over the trailing 6-month period

24.39%

Volatility (1Y)

Calculated over the trailing 1-year period

28.46%

19.02%

+9.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.66%

19.02%

+12.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.94%

19.02%

+14.92%

BRF vs. OTGL - Expense Ratio Comparison

BRF has a 0.60% expense ratio, which is lower than OTGL's 0.95% expense ratio.


Dividends

BRF vs. OTGL - Dividend Comparison

BRF's dividend yield for the trailing twelve months is around 5.28%, more than OTGL's 1.83% yield.


PositionTTM20252024202320222021202020192018201720162015
BRF
VanEck Vectors Brazil Small-Cap ETF
5.28%5.54%4.08%5.02%4.13%2.96%1.66%2.54%2.89%4.53%4.25%3.84%
OTGL
OTG Latin America ETF
1.83%1.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BRF and OTGL have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BRF is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BRF is cheaper with a 0.60% expense ratio, compared with 0.95% for OTGL.

BRF has the higher dividend yield at 5.28%, compared with 1.83% for OTGL.

BRF tracks MVIS Brazil Small-Cap Index, while OTGL tracks Actively Managed. They also come from different issuers: VanEck and OTG. Their fees differ too: 0.60% for BRF and 0.95% for OTGL.

Portfolio Optimizer

Find the right allocation for BRF and OTGL

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