PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
INDF vs. GLIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INDF and GLIN is 0.68, 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.


-0.50.00.51.00.7

Performance

INDF vs. GLIN - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-7.91%
-6.83%
INDF
GLIN

Key characteristics

Sharpe Ratio

INDF:

0.37

GLIN:

0.44

Sortino Ratio

INDF:

0.60

GLIN:

0.69

Omega Ratio

INDF:

1.08

GLIN:

1.10

Calmar Ratio

INDF:

0.46

GLIN:

0.16

Martin Ratio

INDF:

1.43

GLIN:

1.78

Ulcer Index

INDF:

4.79%

GLIN:

4.29%

Daily Std Dev

INDF:

18.28%

GLIN:

17.40%

Max Drawdown

INDF:

-25.58%

GLIN:

-79.39%

Current Drawdown

INDF:

-13.48%

GLIN:

-43.64%

Returns By Period

In the year-to-date period, INDF achieves a -3.07% return, which is significantly higher than GLIN's -6.16% return.


INDF

YTD

-3.07%

1M

-4.82%

6M

-7.91%

1Y

3.90%

5Y*

N/A

10Y*

N/A

GLIN

YTD

-6.16%

1M

-8.17%

6M

-6.83%

1Y

6.27%

5Y*

6.59%

10Y*

0.86%

*Annualized

Compare stocks, funds, or ETFs

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


INDF vs. GLIN - Expense Ratio Comparison

INDF 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 INDF: 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

INDF vs. GLIN — Risk-Adjusted Performance Rank

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

INDF
The Risk-Adjusted Performance Rank of INDF is 1616
Overall Rank
The Sharpe Ratio Rank of INDF is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of INDF is 1313
Sortino Ratio Rank
The Omega Ratio Rank of INDF is 1515
Omega Ratio Rank
The Calmar Ratio Rank of INDF is 2323
Calmar Ratio Rank
The Martin Ratio Rank of INDF is 1717
Martin Ratio Rank

GLIN
The Risk-Adjusted Performance Rank of GLIN is 1616
Overall Rank
The Sharpe Ratio Rank of GLIN is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of GLIN is 1515
Sortino Ratio Rank
The Omega Ratio Rank of GLIN is 1717
Omega Ratio Rank
The Calmar Ratio Rank of GLIN is 1212
Calmar Ratio Rank
The Martin Ratio Rank of GLIN is 2020
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.

INDF vs. GLIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nifty India Financials ETF (INDF) 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 INDF, currently valued at 0.37, compared to the broader market0.002.004.000.370.44
The chart of Sortino ratio for INDF, currently valued at 0.60, compared to the broader market0.005.0010.000.600.69
The chart of Omega ratio for INDF, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.10
The chart of Calmar ratio for INDF, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.460.55
The chart of Martin ratio for INDF, currently valued at 1.43, compared to the broader market0.0020.0040.0060.0080.00100.001.431.78
INDF
GLIN

The current INDF Sharpe Ratio is 0.37, which is comparable to the GLIN Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of INDF 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.37
0.44
INDF
GLIN

Dividends

INDF vs. GLIN - Dividend Comparison

INDF's dividend yield for the trailing twelve months is around 6.35%, more than GLIN's 3.81% yield.


TTM20242023202220212020201920182017201620152014
INDF
Nifty India Financials ETF
6.35%6.16%8.84%3.12%1.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLIN
VanEck Vectors India Growth Leaders ETF
3.81%3.58%0.96%1.70%0.00%0.24%1.29%0.12%0.10%1.39%3.11%0.97%

Drawdowns

INDF vs. GLIN - Drawdown Comparison

The maximum INDF drawdown since its inception was -25.58%, smaller than the maximum GLIN drawdown of -79.39%. Use the drawdown chart below to compare losses from any high point for INDF and GLIN. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.48%
-13.83%
INDF
GLIN

Volatility

INDF vs. GLIN - Volatility Comparison

Nifty India Financials ETF (INDF) has a higher volatility of 5.04% compared to VanEck Vectors India Growth Leaders ETF (GLIN) at 4.55%. This indicates that INDF'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.


3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.04%
4.55%
INDF
GLIN
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab