Correlation
The correlation between MCFTR and SBMX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
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.
Performance
MCFTR vs. SBMX - Performance Comparison
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Key characteristics
Returns By Period
MCFTR
N/A
N/A
N/A
N/A
N/A
N/A
N/A
SBMX
-1.33%
-3.04%
12.15%
-5.62%
14.43%
7.00%
N/A
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Risk-Adjusted Performance
MCFTR vs. SBMX — Risk-Adjusted Performance Rank
MCFTR
SBMX
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.
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Drawdowns
MCFTR vs. SBMX - Drawdown Comparison
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Volatility
MCFTR vs. SBMX - Volatility Comparison
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