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

Correlation

The correlation between IDX and VUG is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

IDX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Indonesia Index ETF (IDX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
132.84%
1,106.97%
IDX
VUG

Key characteristics

Sharpe Ratio

IDX:

-0.51

VUG:

0.58

Sortino Ratio

IDX:

-0.57

VUG:

0.96

Omega Ratio

IDX:

0.93

VUG:

1.14

Calmar Ratio

IDX:

-0.23

VUG:

0.63

Martin Ratio

IDX:

-0.77

VUG:

2.27

Ulcer Index

IDX:

16.69%

VUG:

6.38%

Daily Std Dev

IDX:

25.15%

VUG:

24.91%

Max Drawdown

IDX:

-63.17%

VUG:

-50.68%

Current Drawdown

IDX:

-47.41%

VUG:

-13.14%

Returns By Period

In the year-to-date period, IDX achieves a -11.62% return, which is significantly lower than VUG's -9.51% return. Over the past 10 years, IDX has underperformed VUG with an annualized return of -3.54%, while VUG has yielded a comparatively higher 14.03% annualized return.


IDX

YTD

-11.62%

1M

8.19%

6M

-23.34%

1Y

-14.37%

5Y*

2.21%

10Y*

-3.54%

VUG

YTD

-9.51%

1M

-5.18%

6M

-4.81%

1Y

12.60%

5Y*

16.94%

10Y*

14.03%

*Annualized

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IDX vs. VUG - Expense Ratio Comparison

IDX has a 0.57% expense ratio, which is higher than VUG's 0.04% expense ratio.


Expense ratio chart for IDX: current value is 0.57%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDX: 0.57%
Expense ratio chart for VUG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUG: 0.04%

Risk-Adjusted Performance

IDX vs. VUG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDX
The Risk-Adjusted Performance Rank of IDX is 77
Overall Rank
The Sharpe Ratio Rank of IDX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of IDX is 55
Sortino Ratio Rank
The Omega Ratio Rank of IDX is 55
Omega Ratio Rank
The Calmar Ratio Rank of IDX is 99
Calmar Ratio Rank
The Martin Ratio Rank of IDX is 99
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6767
Overall Rank
The Sharpe Ratio Rank of VUG is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Indonesia Index ETF (IDX) and Vanguard Growth ETF (VUG). 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.


The chart of Sharpe ratio for IDX, currently valued at -0.51, compared to the broader market-1.000.001.002.003.004.00
IDX: -0.51
VUG: 0.58
The chart of Sortino ratio for IDX, currently valued at -0.57, compared to the broader market-2.000.002.004.006.008.00
IDX: -0.57
VUG: 0.96
The chart of Omega ratio for IDX, currently valued at 0.93, compared to the broader market0.501.001.502.002.50
IDX: 0.93
VUG: 1.14
The chart of Calmar ratio for IDX, currently valued at -0.23, compared to the broader market0.002.004.006.008.0010.0012.00
IDX: -0.23
VUG: 0.63
The chart of Martin ratio for IDX, currently valued at -0.77, compared to the broader market0.0020.0040.0060.00
IDX: -0.77
VUG: 2.27

The current IDX Sharpe Ratio is -0.51, which is lower than the VUG Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of IDX and VUG, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.51
0.58
IDX
VUG

Dividends

IDX vs. VUG - Dividend Comparison

IDX's dividend yield for the trailing twelve months is around 4.53%, more than VUG's 0.52% yield.


TTM20242023202220212020201920182017201620152014
IDX
VanEck Vectors Indonesia Index ETF
4.53%4.01%3.62%3.64%1.08%1.67%2.09%2.19%1.85%1.16%2.43%2.07%
VUG
Vanguard Growth ETF
0.52%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

IDX vs. VUG - Drawdown Comparison

The maximum IDX drawdown since its inception was -63.17%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IDX and VUG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-47.41%
-13.14%
IDX
VUG

Volatility

IDX vs. VUG - Volatility Comparison

The current volatility for VanEck Vectors Indonesia Index ETF (IDX) is 12.86%, while Vanguard Growth ETF (VUG) has a volatility of 16.82%. This indicates that IDX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.86%
16.82%
IDX
VUG