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GLIN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GLINVOO
YTD Return16.85%26.88%
1Y Return30.04%37.59%
3Y Return (Ann)7.27%10.23%
5Y Return (Ann)10.51%15.93%
10Y Return (Ann)1.65%13.41%
Sharpe Ratio1.823.06
Sortino Ratio2.354.08
Omega Ratio1.351.58
Calmar Ratio0.594.43
Martin Ratio12.3020.25
Ulcer Index2.55%1.85%
Daily Std Dev17.21%12.23%
Max Drawdown-79.39%-33.99%
Current Drawdown-39.32%-0.30%

Correlation

-0.50.00.51.00.5

The correlation between GLIN and VOO is 0.51, 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

GLIN vs. VOO - Performance Comparison

In the year-to-date period, GLIN achieves a 16.85% return, which is significantly lower than VOO's 26.88% return. Over the past 10 years, GLIN has underperformed VOO with an annualized return of 1.65%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.00%
14.84%
GLIN
VOO

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GLIN vs. VOO - Expense Ratio Comparison

GLIN has a 0.82% expense ratio, which is higher than VOO's 0.03% expense ratio.


GLIN
VanEck Vectors India Growth Leaders ETF
Expense ratio chart for GLIN: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

GLIN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors India Growth Leaders ETF (GLIN) and Vanguard S&P 500 ETF (VOO). 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.


GLIN
Sharpe ratio
The chart of Sharpe ratio for GLIN, currently valued at 1.82, compared to the broader market-2.000.002.004.001.82
Sortino ratio
The chart of Sortino ratio for GLIN, currently valued at 2.35, compared to the broader market0.005.0010.002.35
Omega ratio
The chart of Omega ratio for GLIN, currently valued at 1.35, compared to the broader market1.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for GLIN, currently valued at 0.59, compared to the broader market0.005.0010.0015.000.59
Martin ratio
The chart of Martin ratio for GLIN, currently valued at 12.30, compared to the broader market0.0020.0040.0060.0080.00100.0012.30
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.06, compared to the broader market-2.000.002.004.003.06
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.08, compared to the broader market0.005.0010.004.08
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.43, compared to the broader market0.005.0010.0015.004.43
Martin ratio
The chart of Martin ratio for VOO, currently valued at 20.25, compared to the broader market0.0020.0040.0060.0080.00100.0020.25

GLIN vs. VOO - Sharpe Ratio Comparison

The current GLIN Sharpe Ratio is 1.82, which is lower than the VOO Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of GLIN and VOO, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.82
3.06
GLIN
VOO

Dividends

GLIN vs. VOO - Dividend Comparison

GLIN's dividend yield for the trailing twelve months is around 0.82%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
GLIN
VanEck Vectors India Growth Leaders ETF
0.82%0.96%1.70%0.00%0.24%1.29%0.12%0.10%1.39%3.11%0.97%0.44%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GLIN vs. VOO - Drawdown Comparison

The maximum GLIN drawdown since its inception was -79.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GLIN and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-39.32%
-0.30%
GLIN
VOO

Volatility

GLIN vs. VOO - Volatility Comparison

VanEck Vectors India Growth Leaders ETF (GLIN) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.72% and 3.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.72%
3.89%
GLIN
VOO