MELI vs. VXUS
MELI (MercadoLibre, Inc.) is a stock, while VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, MELI returned 28.13%/yr vs 9.32%/yr for VXUS. At a 0.48 correlation, their price movements are largely independent.
Performance
MELI vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, MELI achieves a -9.03% return, which is significantly lower than VXUS's 10.72% return. Over the past 10 years, MELI has outperformed VXUS with an annualized return of 28.13%, while VXUS has yielded a comparatively lower 9.32% annualized return.
MELI
- 1D
- 1.02%
- 1M
- 12.06%
- 6M
- -11.69%
- YTD
- -9.03%
- 1Y
- -24.08%
- 3Y*
- 14.49%
- 5Y*
- 3.40%
- 10Y*
- 28.13%
- ALL TIME*
- 26.51%
VXUS
- 1D
- -0.36%
- 1M
- -4.26%
- 6M
- 6.22%
- YTD
- 10.72%
- 1Y
- 23.69%
- 3Y*
- 16.64%
- 5Y*
- 8.40%
- 10Y*
- 9.32%
- ALL TIME*
- 6.44%
MELI vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MELI MercadoLibre, Inc. | -9.03% | 18.46% | 8.20% | 85.71% | -37.24% | -19.51% | 192.90% | 95.30% | -6.93% | 101.99% |
VXUS Vanguard Total International Stock ETF | 10.72% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between MELI and VXUS is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011 | 0.48 |
Over the past year, the correlation between MELI and VXUS has dropped to 0.28 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
MELI vs. VXUS — Risk / Return Rank
MELI
VXUS
MELI vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MercadoLibre, Inc. (MELI) and Vanguard Total International Stock ETF (VXUS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MELI | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.26 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | 2.11 | -2.74 |
| Martin ratioReturn relative to average drawdown | -1.06 | 7.84 | -8.91 |
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Drawdowns
MELI vs. VXUS - Drawdown Comparison
The maximum MELI drawdown since its inception was -89.49%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for MELI and VXUS.
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Drawdown Indicators
| MELI | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.49% | -35.97% | -53.52% |
Max Drawdown (1Y)Largest decline over 1 year | -38.40% | -11.27% | -27.13% |
Max Drawdown (3Y)Largest decline over 3 years | -40.82% | -13.58% | -27.24% |
Max Drawdown (5Y)Largest decline over 5 years | -68.64% | -29.44% | -39.20% |
Max Drawdown (10Y)Largest decline over 10 years | -69.12% | -35.97% | -33.15% |
Current DrawdownCurrent decline from peak | -29.89% | -4.58% | -25.31% |
Average DrawdownAverage peak-to-trough decline | -23.63% | -8.17% | -15.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.69% | 3.03% | +19.66% |
Volatility
MELI vs. VXUS - Volatility Comparison
MercadoLibre, Inc. (MELI) has a higher volatility of 8.75% compared to Vanguard Total International Stock ETF (VXUS) at 5.31%. This indicates that MELI's price experiences larger fluctuations and is considered to be riskier than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MELI | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.75% | 5.31% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 29.45% | 14.80% | +14.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.82% | 16.68% | +23.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.77% | 16.30% | +33.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.89% | 17.00% | +31.89% |
Dividends
MELI vs. VXUS - Dividend Comparison
MELI has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.63%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MELI MercadoLibre, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.38% | 0.36% |
VXUS Vanguard Total International Stock ETF | 2.63% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
MELI and VXUS have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MELI has higher volatility (8.75%) compared to VXUS (5.31%). In terms of maximum drawdown, MELI dropped -89.49% vs VXUS's -35.97%.
VXUS currently has the higher Sharpe Ratio (1.43 vs -0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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