CABK.MC vs. VFEM.L
Compare and contrast key facts about Caixabank SA (CABK.MC) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L).
VFEM.L is a passively managed fund by Vanguard that tracks the performance of the MSCI EM NR USD. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CABK.MC or VFEM.L.
Key characteristics
| CABK.MC | VFEM.L | |
|---|---|---|
| YTD Return | 59.42% | 11.38% |
| 1Y Return | 51.26% | 13.94% |
| 3Y Return (Ann) | 36.84% | 3.01% |
| 5Y Return (Ann) | 20.87% | 7.44% |
| 10Y Return (Ann) | 6.85% | 7.84% |
| Sharpe Ratio | 1.91 | 1.03 |
| Sortino Ratio | 2.35 | 1.54 |
| Omega Ratio | 1.33 | 1.19 |
| Calmar Ratio | 3.31 | 1.63 |
| Martin Ratio | 9.28 | 4.88 |
| Ulcer Index | 5.07% | 2.81% |
| Daily Std Dev | 24.62% | 13.25% |
| Max Drawdown | -62.36% | -31.32% |
| Current Drawdown | -5.98% | -4.50% |
Correlation
The correlation between CABK.MC and VFEM.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CABK.MC vs. VFEM.L - Performance Comparison
In the year-to-date period, CABK.MC achieves a 59.42% return, which is significantly higher than VFEM.L's 11.38% return. Over the past 10 years, CABK.MC has underperformed VFEM.L with an annualized return of 6.85%, while VFEM.L has yielded a comparatively higher 7.84% 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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Risk-Adjusted Performance
CABK.MC vs. VFEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Caixabank SA (CABK.MC) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L). 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
CABK.MC vs. VFEM.L - Dividend Comparison
CABK.MC's dividend yield for the trailing twelve months is around 8.05%, more than VFEM.L's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CABK.MC Caixabank SA | 8.05% | 5.01% | 3.23% | 0.90% | 2.70% | 2.89% | 3.84% | 2.71% | 3.87% | 4.00% | 3.62% | 7.28% |
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | 1.07% | 5.28% | 6.54% | 4.52% | 3.89% | 2.68% | 2.74% | 2.26% | 2.21% | 2.81% | 2.57% | 2.48% |
Drawdowns
CABK.MC vs. VFEM.L - Drawdown Comparison
The maximum CABK.MC drawdown since its inception was -62.36%, which is greater than VFEM.L's maximum drawdown of -31.32%. Use the drawdown chart below to compare losses from any high point for CABK.MC and VFEM.L. For additional features, visit the drawdowns tool.
Volatility
CABK.MC vs. VFEM.L - Volatility Comparison
Caixabank SA (CABK.MC) has a higher volatility of 9.71% compared to Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) at 6.09%. This indicates that CABK.MC's price experiences larger fluctuations and is considered to be riskier than VFEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.