GMF vs. DVYA
Compare and contrast key facts about SPDR S&P Emerging Asia Pacific ETF (GMF) and iShares Asia/Pacific Dividend ETF (DVYA).
GMF and DVYA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GMF is a passively managed fund by State Street that tracks the performance of the S&P Asia Pacific Emerging BMI Index. It was launched on Mar 19, 2007. DVYA is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 30 Index. It was launched on Feb 23, 2012. Both GMF and DVYA 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: GMF or DVYA.
Performance
GMF vs. DVYA - Performance Comparison
Returns By Period
In the year-to-date period, GMF achieves a 16.22% return, which is significantly higher than DVYA's 9.70% return. Over the past 10 years, GMF has outperformed DVYA with an annualized return of 5.42%, while DVYA has yielded a comparatively lower 2.15% annualized return.
GMF
16.22%
-5.78%
4.63%
20.19%
5.82%
5.42%
DVYA
9.70%
-2.06%
0.76%
22.51%
2.92%
2.15%
Key characteristics
| GMF | DVYA | |
|---|---|---|
| Sharpe Ratio | 1.27 | 1.69 |
| Sortino Ratio | 1.84 | 2.39 |
| Omega Ratio | 1.24 | 1.29 |
| Calmar Ratio | 0.71 | 2.05 |
| Martin Ratio | 6.15 | 6.92 |
| Ulcer Index | 3.37% | 3.38% |
| Daily Std Dev | 16.29% | 13.84% |
| Max Drawdown | -67.18% | -45.62% |
| Current Drawdown | -12.90% | -4.68% |
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GMF vs. DVYA - Expense Ratio Comparison
Both GMF and DVYA have an expense ratio of 0.49%.
Correlation
The correlation between GMF and DVYA is 0.68, 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
GMF vs. DVYA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Asia Pacific ETF (GMF) and iShares Asia/Pacific Dividend ETF (DVYA). 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
GMF vs. DVYA - Dividend Comparison
GMF's dividend yield for the trailing twelve months is around 2.19%, less than DVYA's 6.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMF SPDR S&P Emerging Asia Pacific ETF | 2.19% | 2.75% | 2.54% | 2.71% | 1.32% | 1.75% | 2.26% | 1.70% | 2.49% | 3.76% | 1.55% | 2.18% |
DVYA iShares Asia/Pacific Dividend ETF | 6.20% | 6.48% | 7.30% | 5.81% | 3.66% | 5.52% | 6.24% | 4.74% | 4.80% | 5.33% | 5.28% | 5.63% |
Drawdowns
GMF vs. DVYA - Drawdown Comparison
The maximum GMF drawdown since its inception was -67.18%, which is greater than DVYA's maximum drawdown of -45.62%. Use the drawdown chart below to compare losses from any high point for GMF and DVYA. For additional features, visit the drawdowns tool.
Volatility
GMF vs. DVYA - Volatility Comparison
SPDR S&P Emerging Asia Pacific ETF (GMF) has a higher volatility of 4.87% compared to iShares Asia/Pacific Dividend ETF (DVYA) at 4.42%. This indicates that GMF's price experiences larger fluctuations and is considered to be riskier than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.