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IDX vs. EDOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDX and EDOG is 0.62, 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.


-0.50.00.51.00.6

Performance

IDX vs. EDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Indonesia Index ETF (IDX) and ALPS Emerging Sector Dividend Dogs ETF (EDOG). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-24.74%
33.00%
IDX
EDOG

Key characteristics

Sharpe Ratio

IDX:

-0.52

EDOG:

0.36

Sortino Ratio

IDX:

-0.60

EDOG:

0.58

Omega Ratio

IDX:

0.93

EDOG:

1.07

Calmar Ratio

IDX:

-0.23

EDOG:

0.49

Martin Ratio

IDX:

-1.25

EDOG:

1.32

Ulcer Index

IDX:

7.88%

EDOG:

3.52%

Daily Std Dev

IDX:

18.84%

EDOG:

13.02%

Max Drawdown

IDX:

-63.17%

EDOG:

-44.29%

Current Drawdown

IDX:

-41.71%

EDOG:

-8.14%

Returns By Period

In the year-to-date period, IDX achieves a -11.60% return, which is significantly lower than EDOG's 2.05% return. Over the past 10 years, IDX has underperformed EDOG with an annualized return of -2.60%, while EDOG has yielded a comparatively higher 2.92% annualized return.


IDX

YTD

-11.60%

1M

-6.04%

6M

-2.08%

1Y

-11.13%

5Y*

-5.89%

10Y*

-2.60%

EDOG

YTD

2.05%

1M

-2.26%

6M

2.92%

1Y

3.21%

5Y*

4.40%

10Y*

2.92%

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IDX vs. EDOG - Expense Ratio Comparison

IDX has a 0.57% expense ratio, which is lower than EDOG's 0.60% expense ratio.


EDOG
ALPS Emerging Sector Dividend Dogs ETF
Expense ratio chart for EDOG: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for IDX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

Risk-Adjusted Performance

IDX vs. EDOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Indonesia Index ETF (IDX) and ALPS Emerging Sector Dividend Dogs ETF (EDOG). 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 IDX, currently valued at -0.52, compared to the broader market0.002.004.00-0.520.36
The chart of Sortino ratio for IDX, currently valued at -0.60, compared to the broader market-2.000.002.004.006.008.0010.00-0.600.58
The chart of Omega ratio for IDX, currently valued at 0.93, compared to the broader market0.501.001.502.002.503.000.931.07
The chart of Calmar ratio for IDX, currently valued at -0.27, compared to the broader market0.005.0010.0015.00-0.270.49
The chart of Martin ratio for IDX, currently valued at -1.25, compared to the broader market0.0020.0040.0060.0080.00100.00-1.251.32
IDX
EDOG

The current IDX Sharpe Ratio is -0.52, which is lower than the EDOG Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IDX and EDOG, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.52
0.36
IDX
EDOG

Dividends

IDX vs. EDOG - Dividend Comparison

IDX has not paid dividends to shareholders, while EDOG's dividend yield for the trailing twelve months is around 6.53%.


TTM20232022202120202019201820172016201520142013
IDX
VanEck Vectors Indonesia Index ETF
0.00%3.62%3.64%1.08%1.67%2.09%2.19%1.85%1.16%2.43%2.07%3.38%
EDOG
ALPS Emerging Sector Dividend Dogs ETF
6.53%6.53%5.07%4.11%2.60%4.93%5.37%2.89%2.97%4.55%3.31%0.00%

Drawdowns

IDX vs. EDOG - Drawdown Comparison

The maximum IDX drawdown since its inception was -63.17%, which is greater than EDOG's maximum drawdown of -44.29%. Use the drawdown chart below to compare losses from any high point for IDX and EDOG. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-35.34%
-8.14%
IDX
EDOG

Volatility

IDX vs. EDOG - Volatility Comparison

VanEck Vectors Indonesia Index ETF (IDX) has a higher volatility of 7.53% compared to ALPS Emerging Sector Dividend Dogs ETF (EDOG) at 4.22%. This indicates that IDX's price experiences larger fluctuations and is considered to be riskier than EDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.53%
4.22%
IDX
EDOG
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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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