IDX vs. SPY
Compare and contrast key facts about VanEck Vectors Indonesia Index ETF (IDX) and SPDR S&P 500 ETF (SPY).
IDX and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDX is a passively managed fund by VanEck that tracks the performance of the MVIS Indonesia Index. It was launched on Jan 15, 2009. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both IDX and SPY 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: IDX or SPY.
Performance
IDX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, IDX achieves a -6.09% return, which is significantly lower than SPY's 26.08% return. Over the past 10 years, IDX has underperformed SPY with an annualized return of -2.40%, while SPY has yielded a comparatively higher 13.10% annualized return.
IDX
-6.09%
-10.94%
-2.97%
-0.33%
-4.04%
-2.40%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| IDX | SPY | |
|---|---|---|
| Sharpe Ratio | -0.10 | 2.70 |
| Sortino Ratio | -0.02 | 3.60 |
| Omega Ratio | 1.00 | 1.50 |
| Calmar Ratio | -0.04 | 3.90 |
| Martin Ratio | -0.28 | 17.52 |
| Ulcer Index | 6.57% | 1.87% |
| Daily Std Dev | 18.17% | 12.14% |
| Max Drawdown | -63.17% | -55.19% |
| Current Drawdown | -38.08% | -0.85% |
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IDX vs. SPY - Expense Ratio Comparison
IDX has a 0.57% expense ratio, which is higher than SPY's 0.09% expense ratio.
Correlation
The correlation between IDX and SPY is 0.56, 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
IDX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Indonesia Index ETF (IDX) and SPDR S&P 500 ETF (SPY). 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
IDX vs. SPY - Dividend Comparison
IDX's dividend yield for the trailing twelve months is around 3.86%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDX VanEck Vectors Indonesia Index ETF | 3.86% | 3.62% | 3.64% | 1.08% | 1.67% | 2.09% | 2.19% | 1.85% | 1.16% | 2.43% | 2.07% | 3.38% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
IDX vs. SPY - Drawdown Comparison
The maximum IDX drawdown since its inception was -63.17%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for IDX and SPY. For additional features, visit the drawdowns tool.
Volatility
IDX vs. SPY - Volatility Comparison
VanEck Vectors Indonesia Index ETF (IDX) and SPDR S&P 500 ETF (SPY) have volatilities of 4.17% and 3.98%, 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.