PortfoliosLab logo
DGIN vs. INCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGIN and INCO 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

DGIN vs. INCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Digital India ETF (DGIN) and Columbia India Consumer ETF (INCO). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

DGIN:

0.48

INCO:

-0.08

Sortino Ratio

DGIN:

0.88

INCO:

0.13

Omega Ratio

DGIN:

1.11

INCO:

1.01

Calmar Ratio

DGIN:

0.49

INCO:

-0.00

Martin Ratio

DGIN:

1.18

INCO:

-0.00

Ulcer Index

DGIN:

9.05%

INCO:

13.85%

Daily Std Dev

DGIN:

20.24%

INCO:

17.25%

Max Drawdown

DGIN:

-28.61%

INCO:

-47.69%

Current Drawdown

DGIN:

-9.70%

INCO:

-15.15%

Returns By Period

In the year-to-date period, DGIN achieves a -5.27% return, which is significantly lower than INCO's 0.22% return.


DGIN

YTD

-5.27%

1M

4.23%

6M

-6.62%

1Y

9.56%

3Y*

12.17%

5Y*

N/A

10Y*

N/A

INCO

YTD

0.22%

1M

1.96%

6M

-2.82%

1Y

-1.34%

3Y*

15.39%

5Y*

18.65%

10Y*

9.03%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VanEck Digital India ETF

Columbia India Consumer ETF

DGIN vs. INCO - Expense Ratio Comparison

DGIN has a 0.76% expense ratio, which is higher than INCO's 0.75% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DGIN vs. INCO — Risk-Adjusted Performance Rank

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

DGIN
The Risk-Adjusted Performance Rank of DGIN is 5050
Overall Rank
The Sharpe Ratio Rank of DGIN is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of DGIN is 5555
Sortino Ratio Rank
The Omega Ratio Rank of DGIN is 5151
Omega Ratio Rank
The Calmar Ratio Rank of DGIN is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DGIN is 4141
Martin Ratio Rank

INCO
The Risk-Adjusted Performance Rank of INCO is 1717
Overall Rank
The Sharpe Ratio Rank of INCO is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of INCO is 1818
Sortino Ratio Rank
The Omega Ratio Rank of INCO is 1818
Omega Ratio Rank
The Calmar Ratio Rank of INCO is 1818
Calmar Ratio Rank
The Martin Ratio Rank of INCO is 1818
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.

DGIN vs. INCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Digital India ETF (DGIN) and Columbia India Consumer ETF (INCO). 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 DGIN Sharpe Ratio is 0.48, which is higher than the INCO Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of DGIN and INCO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DGIN vs. INCO - Dividend Comparison

DGIN has not paid dividends to shareholders, while INCO's dividend yield for the trailing twelve months is around 2.87%.


TTM20242023202220212020201920182017201620152014
DGIN
VanEck Digital India ETF
0.00%0.00%0.24%0.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INCO
Columbia India Consumer ETF
2.87%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%

Drawdowns

DGIN vs. INCO - Drawdown Comparison

The maximum DGIN drawdown since its inception was -28.61%, smaller than the maximum INCO drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for DGIN and INCO.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DGIN vs. INCO - Volatility Comparison

VanEck Digital India ETF (DGIN) has a higher volatility of 8.03% compared to Columbia India Consumer ETF (INCO) at 6.96%. This indicates that DGIN's price experiences larger fluctuations and is considered to be riskier than INCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...