MCFTR vs. SBMX
Compare and contrast key facts about MOEX Total Return (MCFTR) and Sberbank MOEX Russia Total Return ETF (SBMX).
SBMX is a passively managed fund by Sberbank Asset Management that tracks the performance of the MOEX Total Return. It was launched on Aug 3, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCFTR or SBMX.
Key characteristics
| MCFTR | SBMX |
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Correlation
The correlation between MCFTR and SBMX is 0.92, 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.
Performance
MCFTR vs. SBMX - Performance Comparison
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
MCFTR vs. SBMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Total Return (MCFTR) and Sberbank MOEX Russia Total Return ETF (SBMX). 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.
Drawdowns
MCFTR vs. SBMX - Drawdown Comparison
Volatility
MCFTR vs. SBMX - Volatility Comparison
The current volatility for MOEX Total Return (MCFTR) is 0.00%, while Sberbank MOEX Russia Total Return ETF (SBMX) has a volatility of 7.30%. This indicates that MCFTR experiences smaller price fluctuations and is considered to be less risky than SBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.