GBFAX vs. VUSA.L
Compare and contrast key facts about VanEck Emerging Markets Fund (GBFAX) and Vanguard S&P 500 UCITS ETF (VUSA.L).
GBFAX is managed by VanEck. It was launched on Dec 19, 1993. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR 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: GBFAX or VUSA.L.
Key characteristics
| GBFAX | VUSA.L | |
|---|---|---|
| YTD Return | 6.72% | 14.81% |
| 1Y Return | 10.21% | 19.54% |
| 3Y Return (Ann) | -7.42% | 11.65% |
| 5Y Return (Ann) | -0.62% | 13.94% |
| 10Y Return (Ann) | 0.97% | 15.56% |
| Sharpe Ratio | 0.73 | 1.80 |
| Daily Std Dev | 14.04% | 11.25% |
| Max Drawdown | -75.51% | -25.47% |
| Current Drawdown | -32.11% | -1.97% |
Correlation
The correlation between GBFAX and VUSA.L 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.
Performance
GBFAX vs. VUSA.L - Performance Comparison
In the year-to-date period, GBFAX achieves a 6.72% return, which is significantly lower than VUSA.L's 14.81% return. Over the past 10 years, GBFAX has underperformed VUSA.L with an annualized return of 0.97%, while VUSA.L has yielded a comparatively higher 15.56% 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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GBFAX vs. VUSA.L - Expense Ratio Comparison
GBFAX has a 1.53% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.
Risk-Adjusted Performance
GBFAX vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets Fund (GBFAX) and Vanguard S&P 500 UCITS ETF (VUSA.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
GBFAX vs. VUSA.L - Dividend Comparison
GBFAX's dividend yield for the trailing twelve months is around 1.10%, more than VUSA.L's 0.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBFAX VanEck Emerging Markets Fund | 1.10% | 1.17% | 3.85% | 8.09% | 0.15% | 1.56% | 0.03% | 0.10% | 0.13% | 0.01% | 0.00% | 0.44% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.81% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
GBFAX vs. VUSA.L - Drawdown Comparison
The maximum GBFAX drawdown since its inception was -75.51%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for GBFAX and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
GBFAX vs. VUSA.L - Volatility Comparison
VanEck Emerging Markets Fund (GBFAX) has a higher volatility of 4.30% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.79%. This indicates that GBFAX's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.