BRF vs. VOOG
Compare and contrast key facts about VanEck Vectors Brazil Small-Cap ETF (BRF) and Vanguard S&P 500 Growth ETF (VOOG).
BRF and VOOG 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. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both BRF and VOOG 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 VOOG.
Key characteristics
| BRF | VOOG | |
|---|---|---|
| YTD Return | -14.16% | 24.37% |
| 1Y Return | -9.68% | 32.34% |
| 3Y Return (Ann) | -5.76% | 7.44% |
| 5Y Return (Ann) | -5.28% | 16.51% |
| 10Y Return (Ann) | -2.65% | 14.54% |
| Sharpe Ratio | -0.34 | 1.93 |
| Daily Std Dev | 27.60% | 16.80% |
| Max Drawdown | -81.72% | -32.73% |
| Current Drawdown | -56.97% | -4.11% |
Correlation
The correlation between BRF and VOOG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BRF vs. VOOG - Performance Comparison
In the year-to-date period, BRF achieves a -14.16% return, which is significantly lower than VOOG's 24.37% return. Over the past 10 years, BRF has underperformed VOOG with an annualized return of -2.65%, while VOOG has yielded a comparatively higher 14.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BRF vs. VOOG - Expense Ratio Comparison
BRF has a 0.60% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
BRF vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Brazil Small-Cap ETF (BRF) and Vanguard S&P 500 Growth ETF (VOOG). 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. VOOG - Dividend Comparison
BRF's dividend yield for the trailing twelve months is around 5.84%, more than VOOG's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRF VanEck Vectors Brazil Small-Cap ETF | 5.84% | 5.02% | 4.13% | 2.96% | 1.66% | 2.54% | 2.89% | 4.53% | 4.25% | 3.84% | 4.23% | 1.85% |
VOOG Vanguard S&P 500 Growth ETF | 0.71% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
BRF vs. VOOG - Drawdown Comparison
The maximum BRF drawdown since its inception was -81.72%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for BRF and VOOG. For additional features, visit the drawdowns tool.
Volatility
BRF vs. VOOG - Volatility Comparison
VanEck Vectors Brazil Small-Cap ETF (BRF) has a higher volatility of 8.51% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.56%. This indicates that BRF's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.