PortfoliosLab logo
INCO vs. SMIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INCO and SMIN is 0.44, 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: 0.4

Performance

INCO vs. SMIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia India Consumer ETF (INCO) and iShares MSCI India Small-Cap ETF (SMIN). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
319.42%
231.86%
INCO
SMIN

Key characteristics

Sharpe Ratio

INCO:

0.06

SMIN:

-0.01

Sortino Ratio

INCO:

0.21

SMIN:

0.13

Omega Ratio

INCO:

1.02

SMIN:

1.02

Calmar Ratio

INCO:

0.04

SMIN:

-0.00

Martin Ratio

INCO:

0.08

SMIN:

-0.01

Ulcer Index

INCO:

13.08%

SMIN:

9.85%

Daily Std Dev

INCO:

16.02%

SMIN:

21.29%

Max Drawdown

INCO:

-47.69%

SMIN:

-60.50%

Current Drawdown

INCO:

-16.78%

SMIN:

-14.30%

Returns By Period

In the year-to-date period, INCO achieves a -1.71% return, which is significantly higher than SMIN's -8.55% return. Both investments have delivered pretty close results over the past 10 years, with INCO having a 9.15% annualized return and SMIN not far ahead at 9.47%.


INCO

YTD

-1.71%

1M

6.35%

6M

-6.36%

1Y

0.78%

5Y*

19.47%

10Y*

9.15%

SMIN

YTD

-8.55%

1M

2.93%

6M

-6.95%

1Y

-1.24%

5Y*

25.58%

10Y*

9.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


INCO vs. SMIN - Expense Ratio Comparison

INCO has a 0.75% expense ratio, which is lower than SMIN's 0.76% expense ratio.


Expense ratio chart for SMIN: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMIN: 0.76%
Expense ratio chart for INCO: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INCO: 0.75%

Risk-Adjusted Performance

INCO vs. SMIN — Risk-Adjusted Performance Rank

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

INCO
The Risk-Adjusted Performance Rank of INCO is 2222
Overall Rank
The Sharpe Ratio Rank of INCO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of INCO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of INCO is 2121
Omega Ratio Rank
The Calmar Ratio Rank of INCO is 2222
Calmar Ratio Rank
The Martin Ratio Rank of INCO is 2020
Martin Ratio Rank

SMIN
The Risk-Adjusted Performance Rank of SMIN is 1919
Overall Rank
The Sharpe Ratio Rank of SMIN is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of SMIN is 1919
Sortino Ratio Rank
The Omega Ratio Rank of SMIN is 1919
Omega Ratio Rank
The Calmar Ratio Rank of SMIN is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SMIN is 1919
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.

INCO vs. SMIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia India Consumer ETF (INCO) and iShares MSCI India Small-Cap ETF (SMIN). 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 INCO, currently valued at 0.06, compared to the broader market-1.000.001.002.003.004.00
INCO: 0.06
SMIN: -0.01
The chart of Sortino ratio for INCO, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.00
INCO: 0.21
SMIN: 0.13
The chart of Omega ratio for INCO, currently valued at 1.02, compared to the broader market0.501.001.502.00
INCO: 1.02
SMIN: 1.02
The chart of Calmar ratio for INCO, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.00
INCO: 0.04
SMIN: -0.00
The chart of Martin ratio for INCO, currently valued at 0.08, compared to the broader market0.0020.0040.0060.00
INCO: 0.08
SMIN: -0.01

The current INCO Sharpe Ratio is 0.06, which is higher than the SMIN Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of INCO and SMIN, 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
0.06
-0.01
INCO
SMIN

Dividends

INCO vs. SMIN - Dividend Comparison

INCO's dividend yield for the trailing twelve months is around 2.93%, less than SMIN's 7.48% yield.


TTM20242023202220212020201920182017201620152014
INCO
Columbia India Consumer ETF
2.93%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%
SMIN
iShares MSCI India Small-Cap ETF
7.48%6.84%0.41%0.01%1.27%1.07%1.74%1.68%0.89%2.30%0.93%0.34%

Drawdowns

INCO vs. SMIN - Drawdown Comparison

The maximum INCO drawdown since its inception was -47.69%, smaller than the maximum SMIN drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for INCO and SMIN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-16.78%
-14.30%
INCO
SMIN

Volatility

INCO vs. SMIN - Volatility Comparison

The current volatility for Columbia India Consumer ETF (INCO) is 7.54%, while iShares MSCI India Small-Cap ETF (SMIN) has a volatility of 9.12%. This indicates that INCO experiences smaller price fluctuations and is considered to be less risky than SMIN 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%NovemberDecember2025FebruaryMarchApril
7.54%
9.12%
INCO
SMIN