BRF vs. VXUS
Compare and contrast key facts about VanEck Vectors Brazil Small-Cap ETF (BRF) and Vanguard Total International Stock ETF (VXUS).
BRF and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both BRF and VXUS 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 VXUS.
Performance
BRF vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, BRF achieves a -23.42% return, which is significantly lower than VXUS's 6.42% return. Over the past 10 years, BRF has underperformed VXUS with an annualized return of -2.45%, while VXUS has yielded a comparatively higher 4.77% annualized return.
BRF
-23.42%
-3.51%
-10.50%
-15.66%
-7.94%
-2.45%
VXUS
6.42%
-3.62%
0.49%
12.52%
5.46%
4.77%
Key characteristics
| BRF | VXUS | |
|---|---|---|
| Sharpe Ratio | -0.62 | 1.00 |
| Sortino Ratio | -0.77 | 1.44 |
| Omega Ratio | 0.91 | 1.18 |
| Calmar Ratio | -0.25 | 1.16 |
| Martin Ratio | -1.03 | 4.97 |
| Ulcer Index | 15.32% | 2.54% |
| Daily Std Dev | 25.27% | 12.67% |
| Max Drawdown | -81.72% | -35.97% |
| Current Drawdown | -61.61% | -7.14% |
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BRF vs. VXUS - Expense Ratio Comparison
BRF has a 0.60% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Correlation
The correlation between BRF and VXUS is 0.59, 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.
Risk-Adjusted Performance
BRF vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Brazil Small-Cap ETF (BRF) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
BRF's dividend yield for the trailing twelve months is around 6.55%, more than VXUS's 3.01% 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% |
VXUS Vanguard Total International Stock ETF | 3.01% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
BRF vs. VXUS - Drawdown Comparison
The maximum BRF drawdown since its inception was -81.72%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BRF and VXUS. For additional features, visit the drawdowns tool.
Volatility
BRF vs. VXUS - Volatility Comparison
VanEck Vectors Brazil Small-Cap ETF (BRF) has a higher volatility of 6.28% compared to Vanguard Total International Stock ETF (VXUS) at 3.71%. This indicates that BRF's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.