PortfoliosLab logoPortfoliosLab logo
INKM vs. ISRA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INKM vs. ISRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Income Allocation ETF (INKM) and VanEck Vectors Israel ETF (ISRA). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

INKM vs. ISRA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INKM
SPDR SSgA Income Allocation ETF
2.48%11.86%5.70%10.26%-12.58%8.52%3.11%17.12%-5.32%13.95%
ISRA
VanEck Vectors Israel ETF
4.67%36.98%26.03%-0.08%-25.76%10.06%28.21%26.77%-7.04%15.07%

Returns By Period

In the year-to-date period, INKM achieves a 2.48% return, which is significantly lower than ISRA's 4.67% return. Over the past 10 years, INKM has underperformed ISRA with an annualized return of 5.48%, while ISRA has yielded a comparatively higher 9.67% annualized return.


INKM

1D
0.20%
1M
-3.01%
YTD
2.48%
6M
3.39%
1Y
10.75%
3Y*
8.82%
5Y*
4.13%
10Y*
5.48%

ISRA

1D
1.79%
1M
-4.71%
YTD
4.67%
6M
14.37%
1Y
46.22%
3Y*
21.53%
5Y*
8.06%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


INKM vs. ISRA - Expense Ratio Comparison

INKM has a 0.50% expense ratio, which is lower than ISRA's 0.60% expense ratio.


Return for Risk

INKM vs. ISRA — Risk / Return Rank

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

INKM
INKM Risk / Return Rank: 7373
Overall Rank
INKM Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
INKM Sortino Ratio Rank: 7474
Sortino Ratio Rank
INKM Omega Ratio Rank: 7474
Omega Ratio Rank
INKM Calmar Ratio Rank: 6969
Calmar Ratio Rank
INKM Martin Ratio Rank: 7474
Martin Ratio Rank

ISRA
ISRA Risk / Return Rank: 9191
Overall Rank
ISRA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISRA Sortino Ratio Rank: 9292
Sortino Ratio Rank
ISRA Omega Ratio Rank: 8686
Omega Ratio Rank
ISRA Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISRA Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INKM vs. ISRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Income Allocation ETF (INKM) and VanEck Vectors Israel ETF (ISRA). 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.


INKMISRADifference

Sharpe ratio

Return per unit of total volatility

1.38

1.98

-0.60

Sortino ratio

Return per unit of downside risk

1.95

2.76

-0.81

Omega ratio

Gain probability vs. loss probability

1.29

1.36

-0.07

Calmar ratio

Return relative to maximum drawdown

1.92

4.36

-2.43

Martin ratio

Return relative to average drawdown

8.53

16.06

-7.53

INKM vs. ISRA - Sharpe Ratio Comparison

The current INKM Sharpe Ratio is 1.38, which is lower than the ISRA Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of INKM and ISRA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


INKMISRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.98

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.37

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.46

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.44

+0.12

Correlation

The correlation between INKM and ISRA is 0.57, 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.


Dividends

INKM vs. ISRA - Dividend Comparison

INKM's dividend yield for the trailing twelve months is around 5.01%, more than ISRA's 1.41% yield.


TTM20252024202320222021202020192018201720162015
INKM
SPDR SSgA Income Allocation ETF
5.01%5.82%4.83%4.56%5.03%3.74%3.88%4.38%4.08%3.10%3.39%3.45%
ISRA
VanEck Vectors Israel ETF
1.41%1.48%1.21%1.89%1.36%1.28%0.17%1.38%0.76%1.58%1.62%1.31%

Drawdowns

INKM vs. ISRA - Drawdown Comparison

The maximum INKM drawdown since its inception was -28.58%, smaller than the maximum ISRA drawdown of -45.02%. Use the drawdown chart below to compare losses from any high point for INKM and ISRA.


Loading graphics...

Drawdown Indicators


INKMISRADifference

Max Drawdown

Largest peak-to-trough decline

-28.58%

-45.02%

+16.44%

Max Drawdown (1Y)

Largest decline over 1 year

-5.76%

-11.02%

+5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-19.18%

-45.02%

+25.84%

Max Drawdown (10Y)

Largest decline over 10 years

-28.58%

-45.02%

+16.44%

Current Drawdown

Current decline from peak

-3.21%

-5.16%

+1.95%

Average Drawdown

Average peak-to-trough decline

-3.73%

-11.31%

+7.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

2.99%

-1.69%

Volatility

INKM vs. ISRA - Volatility Comparison

The current volatility for SPDR SSgA Income Allocation ETF (INKM) is 2.97%, while VanEck Vectors Israel ETF (ISRA) has a volatility of 9.22%. This indicates that INKM experiences smaller price fluctuations and is considered to be less risky than ISRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


INKMISRADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.97%

9.22%

-6.25%

Volatility (6M)

Calculated over the trailing 6-month period

4.62%

15.52%

-10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

7.83%

23.49%

-15.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.30%

21.86%

-13.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.77%

20.87%

-11.10%