IMOEX vs. VT
Compare and contrast key facts about MOEX Russia Index (IMOEX) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMOEX or VT.
Key characteristics
IMOEX | VT | |
---|---|---|
YTD Return | 11.99% | 9.80% |
1Y Return | 31.78% | 24.63% |
3Y Return (Ann) | -1.58% | 5.81% |
5Y Return (Ann) | 6.20% | 11.39% |
10Y Return (Ann) | 9.62% | 8.85% |
Sharpe Ratio | 2.90 | 2.03 |
Daily Std Dev | 11.03% | 11.58% |
Max Drawdown | -83.89% | -50.27% |
Current Drawdown | -19.05% | 0.00% |
Correlation
The correlation between IMOEX and VT is 0.40, 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.
Performance
IMOEX vs. VT - Performance Comparison
In the year-to-date period, IMOEX achieves a 11.99% return, which is significantly higher than VT's 9.80% return. Over the past 10 years, IMOEX has outperformed VT with an annualized return of 9.62%, while VT has yielded a comparatively lower 8.85% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IMOEX vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Russia Index (IMOEX) and Vanguard Total World Stock ETF (VT). 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.
Drawdowns
IMOEX vs. VT - Drawdown Comparison
The maximum IMOEX drawdown since its inception was -83.89%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for IMOEX and VT. For additional features, visit the drawdowns tool.
Volatility
IMOEX vs. VT - Volatility Comparison
MOEX Russia Index (IMOEX) has a higher volatility of 4.46% compared to Vanguard Total World Stock ETF (VT) at 3.15%. This indicates that IMOEX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.