BRF vs. VXUS

Last updated Apr 1, 2026

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.

Performance

BRF vs. VXUS - Performance Comparison

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

BRF vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRF VanEck Vectors Brazil Small-Cap ETF	14.12%	54.17%	-35.02%	37.21%	-14.38%	-20.40%	-21.07%	40.66%	-12.07%	54.63%
VXUS Vanguard Total International Stock ETF	2.32%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Returns By Period

In the year-to-date period, BRF achieves a 14.12% return, which is significantly higher than VXUS's 2.32% return. Over the past 10 years, BRF has underperformed VXUS with an annualized return of 7.87%, while VXUS has yielded a comparatively higher 8.91% annualized return.

BRF

• 1D: 4.69%
• 1M: -6.15%
• YTD: 14.12%
• 6M: 18.82%
• 1Y: 51.65%
• 3Y*: 16.47%
• 5Y*: 3.53%
• 10Y*: 7.87%

VXUS

• 1D: 3.32%
• 1M: -7.90%
• YTD: 2.32%
• 6M: 7.01%
• 1Y: 28.12%
• 3Y*: 15.50%
• 5Y*: 7.32%
• 10Y*: 8.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRF vs. VXUS - Expense Ratio Comparison

BRF has a 0.60% expense ratio, which is higher than VXUS's 0.05% expense ratio.

BRF

VanEck Vectors Brazil Small-Cap ETF

VXUS

Vanguard Total International Stock ETF

Return for Risk

BRF vs. VXUS — Risk / Return Rank

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

BRF

BRF Risk / Return Rank: 87
BRF Sharpe Ratio Rank: 87
BRF Sortino Ratio Rank: 87
BRF Omega Ratio Rank: 82
BRF Calmar Ratio Rank: 91
BRF Martin Ratio Rank: 88

VXUS

VXUS Risk / Return Rank: 86
VXUS Sharpe Ratio Rank: 85
VXUS Sortino Ratio Rank: 87
VXUS Omega Ratio Rank: 87
VXUS Calmar Ratio Rank: 86
VXUS Martin Ratio Rank: 85

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. VXUS - Risk-Adjusted Trends 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.

	BRF	VXUS	Difference
Sharpe ratio Return per unit of total volatility	1.79	1.64	+0.15
Sortino ratio Return per unit of downside risk	2.33	2.26	+0.07
Omega ratio Gain probability vs. loss probability	1.31	1.34	-0.02
Calmar ratio Return relative to maximum drawdown	3.19	2.42	+0.77
Martin ratio Return relative to average drawdown	10.54	9.37	+1.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRF vs. VXUS - Sharpe Ratio Comparison

The current BRF Sharpe Ratio is 1.79, which is comparable to the VXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BRF and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BRF	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	1.64	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	0.47	-0.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	0.52	-0.29
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.35	-0.28

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.

Dividends

BRF vs. VXUS - Dividend Comparison

BRF's dividend yield for the trailing twelve months is around 4.86%, more than VXUS's 2.97% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRF VanEck Vectors Brazil Small-Cap ETF	4.86%	5.54%	4.08%	5.02%	4.13%	2.96%	1.66%	2.54%	2.89%	4.53%	4.25%	3.84%
VXUS Vanguard Total International Stock ETF	2.97%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Drawdowns

BRF vs. VXUS - Drawdown Comparison

The maximum BRF drawdown since its inception was -82.26%, 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.

Drawdown Indicators

	BRF	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-82.26%	-35.97%	-46.29%
Max Drawdown (1Y) Largest decline over 1 year	-16.11%	-11.27%	-4.84%
Max Drawdown (5Y) Largest decline over 5 years	-50.49%	-29.44%	-21.05%
Max Drawdown (10Y) Largest decline over 10 years	-60.43%	-35.97%	-24.46%
Current Drawdown Current decline from peak	-44.36%	-8.33%	-36.03%
Average Drawdown Average peak-to-trough decline	-45.76%	-8.29%	-37.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.87%	2.91%	+1.96%

Volatility

BRF vs. VXUS - Volatility Comparison

VanEck Vectors Brazil Small-Cap ETF (BRF) has a higher volatility of 14.62% compared to Vanguard Total International Stock ETF (VXUS) at 8.31%. 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.

Volatility by Period

	BRF	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.62%	8.31%	+6.31%
Volatility (6M) Calculated over the trailing 6-month period	22.76%	11.50%	+11.26%
Volatility (1Y) Calculated over the trailing 1-year period	29.00%	17.19%	+11.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.53%	15.82%	+15.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.01%	17.09%	+16.92%