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DIVD vs. MCFTR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DIVD and MCFTR is 0.14, 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.


-0.50.00.51.00.1

Performance

DIVD vs. MCFTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Altrius Global Dividend ETF (DIVD) and MOEX Total Return (MCFTR). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
3.77%
0
DIVD
MCFTR

Key characteristics

Returns By Period


DIVD

YTD

8.77%

1M

3.92%

6M

3.77%

1Y

11.00%

5Y*

N/A

10Y*

N/A

MCFTR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DIVD vs. MCFTR — Risk-Adjusted Performance Rank

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

DIVD
The Risk-Adjusted Performance Rank of DIVD is 4444
Overall Rank
The Sharpe Ratio Rank of DIVD is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVD is 4444
Sortino Ratio Rank
The Omega Ratio Rank of DIVD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of DIVD is 5050
Calmar Ratio Rank
The Martin Ratio Rank of DIVD is 4040
Martin Ratio Rank

MCFTR
The Risk-Adjusted Performance Rank of MCFTR is 6363
Overall Rank
The Sharpe Ratio Rank of MCFTR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MCFTR is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MCFTR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MCFTR is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MCFTR is 7474
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.

DIVD vs. MCFTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Altrius Global Dividend ETF (DIVD) and MOEX Total Return (MCFTR). 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.


Sharpe ratio
The chart of Sharpe ratio for DIVD, currently valued at 1.07, compared to the broader market0.002.004.001.070.79
The chart of Sortino ratio for DIVD, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.0012.001.521.21
The chart of Omega ratio for DIVD, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.26
The chart of Calmar ratio for DIVD, currently valued at 1.26, compared to the broader market0.005.0010.0015.001.260.85
The chart of Martin ratio for DIVD, currently valued at 3.53, compared to the broader market0.0020.0040.0060.0080.00100.003.531.37
DIVD
MCFTR


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.07
0.79
DIVD
MCFTR

Drawdowns

DIVD vs. MCFTR - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February0
-5.97%
DIVD
MCFTR

Volatility

DIVD vs. MCFTR - Volatility Comparison

Altrius Global Dividend ETF (DIVD) has a higher volatility of 2.70% compared to MOEX Total Return (MCFTR) at 0.00%. This indicates that DIVD's price experiences larger fluctuations and is considered to be riskier than MCFTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
2.70%
0
DIVD
MCFTR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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