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MCFTR vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MCFTR and VOO is 0.33, 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.


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Performance

MCFTR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MOEX Total Return (MCFTR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember20250
12.30%
MCFTR
VOO

Key characteristics

Returns By Period


MCFTR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VOO

YTD

3.16%

1M

1.60%

6M

12.30%

1Y

24.73%

5Y*

14.88%

10Y*

13.80%

*Annualized

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Risk-Adjusted Performance

MCFTR vs. VOO — Risk-Adjusted Performance Rank

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

MCFTR
The Risk-Adjusted Performance Rank of MCFTR is 6363
Overall Rank
The Sharpe Ratio Rank of MCFTR is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MCFTR is 6262
Sortino Ratio Rank
The Omega Ratio Rank of MCFTR is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MCFTR is 5151
Calmar Ratio Rank
The Martin Ratio Rank of MCFTR is 7474
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8282
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8181
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MCFTR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MOEX Total Return (MCFTR) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for MCFTR, currently valued at 0.25, compared to the broader market-0.500.000.501.001.502.002.500.251.93
The chart of Sortino ratio for MCFTR, currently valued at 0.42, compared to the broader market0.001.002.003.000.422.58
The chart of Omega ratio for MCFTR, currently valued at 1.08, compared to the broader market1.001.201.401.601.081.36
The chart of Calmar ratio for MCFTR, currently valued at 0.07, compared to the broader market0.001.002.003.004.000.072.94
The chart of Martin ratio for MCFTR, currently valued at 0.47, compared to the broader market0.005.0010.0015.0020.000.4712.36
MCFTR
VOO


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.25
1.93
MCFTR
VOO

Drawdowns

MCFTR vs. VOO - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-28.01%
-0.86%
MCFTR
VOO

Volatility

MCFTR vs. VOO - Volatility Comparison

The current volatility for MOEX Total Return (MCFTR) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.18%. This indicates that MCFTR experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember20250
4.18%
MCFTR
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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