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CNXT vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CNXT and VUG is 0.32, 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

CNXT vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
18.66%
329.91%
CNXT
VUG

Key characteristics

Sharpe Ratio

CNXT:

0.22

VUG:

0.56

Sortino Ratio

CNXT:

0.70

VUG:

0.91

Omega Ratio

CNXT:

1.11

VUG:

1.13

Calmar Ratio

CNXT:

0.15

VUG:

0.59

Martin Ratio

CNXT:

0.34

VUG:

2.01

Ulcer Index

CNXT:

28.94%

VUG:

6.71%

Daily Std Dev

CNXT:

54.58%

VUG:

24.81%

Max Drawdown

CNXT:

-68.98%

VUG:

-50.68%

Current Drawdown

CNXT:

-55.16%

VUG:

-9.15%

Returns By Period

In the year-to-date period, CNXT achieves a -2.52% return, which is significantly higher than VUG's -5.35% return. Over the past 10 years, CNXT has underperformed VUG with an annualized return of -5.47%, while VUG has yielded a comparatively higher 14.66% annualized return.


CNXT

YTD

-2.52%

1M

18.14%

6M

-16.77%

1Y

11.93%

5Y*

-1.69%

10Y*

-5.47%

VUG

YTD

-5.35%

1M

17.75%

6M

-4.30%

1Y

13.74%

5Y*

16.72%

10Y*

14.66%

*Annualized

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CNXT vs. VUG - Expense Ratio Comparison

CNXT has a 0.65% expense ratio, which is higher than VUG's 0.04% expense ratio.


Risk-Adjusted Performance

CNXT vs. VUG — Risk-Adjusted Performance Rank

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

CNXT
The Risk-Adjusted Performance Rank of CNXT is 3939
Overall Rank
The Sharpe Ratio Rank of CNXT is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of CNXT is 5050
Sortino Ratio Rank
The Omega Ratio Rank of CNXT is 5353
Omega Ratio Rank
The Calmar Ratio Rank of CNXT is 3232
Calmar Ratio Rank
The Martin Ratio Rank of CNXT is 2727
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6262
Overall Rank
The Sharpe Ratio Rank of VUG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CNXT vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT) and Vanguard Growth ETF (VUG). 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.


The current CNXT Sharpe Ratio is 0.22, which is lower than the VUG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CNXT and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.22
0.56
CNXT
VUG

Dividends

CNXT vs. VUG - Dividend Comparison

CNXT's dividend yield for the trailing twelve months is around 0.15%, less than VUG's 0.50% yield.


TTM20242023202220212020201920182017201620152014
CNXT
VanEck Vectors ChinaAMC SME-ChiNext ETF
0.15%0.15%0.00%0.00%9.23%0.01%0.45%0.00%0.19%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.50%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

CNXT vs. VUG - Drawdown Comparison

The maximum CNXT drawdown since its inception was -68.98%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CNXT and VUG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-55.16%
-9.15%
CNXT
VUG

Volatility

CNXT vs. VUG - Volatility Comparison

The current volatility for VanEck Vectors ChinaAMC SME-ChiNext ETF (CNXT) is 8.81%, while Vanguard Growth ETF (VUG) has a volatility of 13.61%. This indicates that CNXT experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
8.81%
13.61%
CNXT
VUG