Correlation
The correlation between MCFTR and SPY is 0.32, 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. SPY
Compare and contrast key facts about MOEX Total Return (MCFTR) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCFTR or SPY.
Performance
MCFTR vs. SPY - 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
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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Risk-Adjusted Performance
MCFTR vs. SPY — Risk-Adjusted Performance Rank
MCFTR
SPY
MCFTR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Total Return (MCFTR) and SPDR S&P 500 ETF (SPY). 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. SPY - Drawdown Comparison
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Volatility
MCFTR vs. SPY - Volatility Comparison
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