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INCO vs. GLIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INCO and GLIN is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

INCO vs. GLIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia India Consumer ETF (INCO) and VanEck Vectors India Growth Leaders ETF (GLIN). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
311.29%
4.38%
INCO
GLIN

Key characteristics

Sharpe Ratio

INCO:

1.24

GLIN:

1.07

Sortino Ratio

INCO:

1.84

GLIN:

1.48

Omega Ratio

INCO:

1.22

GLIN:

1.22

Calmar Ratio

INCO:

1.11

GLIN:

0.38

Martin Ratio

INCO:

3.13

GLIN:

5.62

Ulcer Index

INCO:

5.44%

GLIN:

3.34%

Daily Std Dev

INCO:

13.79%

GLIN:

17.45%

Max Drawdown

INCO:

-47.69%

GLIN:

-79.39%

Current Drawdown

INCO:

-14.68%

GLIN:

-39.11%

Returns By Period

In the year-to-date period, INCO achieves a 13.58% return, which is significantly lower than GLIN's 17.26% return. Over the past 10 years, INCO has outperformed GLIN with an annualized return of 10.07%, while GLIN has yielded a comparatively lower 2.91% annualized return.


INCO

YTD

13.58%

1M

-0.07%

6M

-5.98%

1Y

16.29%

5Y*

14.20%

10Y*

10.07%

GLIN

YTD

17.26%

1M

2.52%

6M

1.67%

1Y

17.80%

5Y*

10.74%

10Y*

2.91%

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INCO vs. GLIN - Expense Ratio Comparison

INCO has a 0.75% expense ratio, which is lower than GLIN's 0.82% expense ratio.


GLIN
VanEck Vectors India Growth Leaders ETF
Expense ratio chart for GLIN: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for INCO: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

INCO vs. GLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia India Consumer ETF (INCO) and VanEck Vectors India Growth Leaders ETF (GLIN). 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 INCO, currently valued at 1.24, compared to the broader market0.002.004.001.241.07
The chart of Sortino ratio for INCO, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.0010.001.841.48
The chart of Omega ratio for INCO, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.22
The chart of Calmar ratio for INCO, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.110.48
The chart of Martin ratio for INCO, currently valued at 3.13, compared to the broader market0.0020.0040.0060.0080.00100.003.135.62
INCO
GLIN

The current INCO Sharpe Ratio is 1.24, which is comparable to the GLIN Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of INCO and GLIN, 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 Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
1.24
1.07
INCO
GLIN

Dividends

INCO vs. GLIN - Dividend Comparison

INCO's dividend yield for the trailing twelve months is around 2.86%, while GLIN has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
INCO
Columbia India Consumer ETF
2.86%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%0.00%
GLIN
VanEck Vectors India Growth Leaders ETF
0.00%0.96%1.70%0.00%0.24%1.29%0.12%0.10%1.39%3.11%0.97%0.44%

Drawdowns

INCO vs. GLIN - Drawdown Comparison

The maximum INCO drawdown since its inception was -47.69%, smaller than the maximum GLIN drawdown of -79.39%. Use the drawdown chart below to compare losses from any high point for INCO and GLIN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.68%
-25.64%
INCO
GLIN

Volatility

INCO vs. GLIN - Volatility Comparison

Columbia India Consumer ETF (INCO) has a higher volatility of 3.78% compared to VanEck Vectors India Growth Leaders ETF (GLIN) at 3.56%. This indicates that INCO's price experiences larger fluctuations and is considered to be riskier than GLIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.78%
3.56%
INCO
GLIN
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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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