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IMOEX vs. MCFTR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

IMOEX vs. MCFTR

Last updated May 15, 2025

Compare and contrast key facts about MOEX Russia Index (IMOEX) and MOEX Total Return (MCFTR).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMOEX or MCFTR.

Correlation

The correlation between IMOEX and MCFTR is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

IMOEX vs. MCFTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MOEX Russia Index (IMOEX) and MOEX Total Return (MCFTR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

IMOEX

YTD

1.43%

1M

3.71%

6M

5.80%

1Y

-15.58%

5Y*

2.45%

10Y*

5.66%

MCFTR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

IMOEX vs. MCFTR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IMOEX
The Risk-Adjusted Performance Rank of IMOEX is 33
Overall Rank
The Sharpe Ratio Rank of IMOEX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of IMOEX is 11
Sortino Ratio Rank
The Omega Ratio Rank of IMOEX is 22
Omega Ratio Rank
The Calmar Ratio Rank of IMOEX is 55
Calmar Ratio Rank
The Martin Ratio Rank of IMOEX is 77
Martin Ratio Rank
MCFTR
The Risk-Adjusted Performance Rank of MCFTR is 6363
Overall Rank
The Sharpe Ratio Rank of MCFTR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MCFTR is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MCFTR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MCFTR is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MCFTR is 7474
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.

IMOEX vs. MCFTR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MOEX Russia Index (IMOEX) and MOEX Total Return (MCFTR). 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.

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Drawdowns

IMOEX vs. MCFTR - Drawdown Comparison

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Volatility

IMOEX vs. MCFTR - Volatility Comparison

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