EIDO vs. VUG
Compare and contrast key facts about iShares MSCI Indonesia ETF (EIDO) and Vanguard Growth ETF (VUG).
EIDO and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EIDO is a passively managed fund by iShares that tracks the performance of the MSCI Indonesia Investable Market Index. It was launched on May 5, 2010. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both EIDO and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIDO or VUG.
Performance
EIDO vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, EIDO achieves a -6.79% return, which is significantly lower than VUG's 29.03% return. Over the past 10 years, EIDO has underperformed VUG with an annualized return of -1.37%, while VUG has yielded a comparatively higher 15.45% annualized return.
EIDO
-6.79%
-10.86%
1.10%
-3.49%
-1.73%
-1.37%
VUG
29.03%
1.90%
13.65%
36.18%
18.78%
15.45%
Key characteristics
| EIDO | VUG | |
|---|---|---|
| Sharpe Ratio | -0.18 | 2.14 |
| Sortino Ratio | -0.13 | 2.80 |
| Omega Ratio | 0.99 | 1.39 |
| Calmar Ratio | -0.08 | 2.78 |
| Martin Ratio | -0.40 | 10.98 |
| Ulcer Index | 7.54% | 3.29% |
| Daily Std Dev | 17.33% | 16.87% |
| Max Drawdown | -63.21% | -50.68% |
| Current Drawdown | -30.27% | -2.24% |
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EIDO vs. VUG - Expense Ratio Comparison
EIDO has a 0.59% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between EIDO and VUG is 0.50, 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.
Risk-Adjusted Performance
EIDO vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Indonesia ETF (EIDO) 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.
Dividends
EIDO vs. VUG - Dividend Comparison
EIDO's dividend yield for the trailing twelve months is around 4.18%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIDO iShares MSCI Indonesia ETF | 4.18% | 2.94% | 2.53% | 1.33% | 1.51% | 1.78% | 1.99% | 1.26% | 1.15% | 1.66% | 1.32% | 2.03% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
EIDO vs. VUG - Drawdown Comparison
The maximum EIDO drawdown since its inception was -63.21%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for EIDO and VUG. For additional features, visit the drawdowns tool.
Volatility
EIDO vs. VUG - Volatility Comparison
The current volatility for iShares MSCI Indonesia ETF (EIDO) is 4.25%, while Vanguard Growth ETF (VUG) has a volatility of 5.46%. This indicates that EIDO 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.