INF.L vs. VEA
Compare and contrast key facts about Informa plc (INF.L) and Vanguard FTSE Developed Markets ETF (VEA).
VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INF.L or VEA.
Key characteristics
| INF.L | VEA | |
|---|---|---|
| YTD Return | 8.83% | 5.74% |
| 1Y Return | 23.19% | 13.01% |
| 3Y Return (Ann) | 16.43% | 2.64% |
| 5Y Return (Ann) | 3.87% | 7.40% |
| 10Y Return (Ann) | 8.78% | 4.85% |
| Sharpe Ratio | 1.32 | 0.98 |
| Daily Std Dev | 17.84% | 12.75% |
| Max Drawdown | -84.64% | -60.70% |
| Current Drawdown | -0.23% | 0.00% |
Correlation
The correlation between INF.L and VEA is 0.47, 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
INF.L vs. VEA - Performance Comparison
In the year-to-date period, INF.L achieves a 8.83% return, which is significantly higher than VEA's 5.74% return. Over the past 10 years, INF.L has outperformed VEA with an annualized return of 8.78%, while VEA has yielded a comparatively lower 4.85% 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
INF.L vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Informa plc (INF.L) and Vanguard FTSE Developed Markets ETF (VEA). 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.
Dividends
INF.L vs. VEA - Dividend Comparison
INF.L's dividend yield for the trailing twelve months is around 0.01%, less than VEA's 3.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INF.L Informa plc | 0.01% | 0.02% | 0.00% | 0.00% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% | 0.03% |
VEA Vanguard FTSE Developed Markets ETF | 3.25% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
INF.L vs. VEA - Drawdown Comparison
The maximum INF.L drawdown since its inception was -84.64%, which is greater than VEA's maximum drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for INF.L and VEA. For additional features, visit the drawdowns tool.
Volatility
INF.L vs. VEA - Volatility Comparison
Informa plc (INF.L) has a higher volatility of 4.95% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.78%. This indicates that INF.L's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.