MMS.L vs. VINEX
Compare and contrast key facts about Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) and Vanguard International Explorer Fund (VINEX).
MMS.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU Small Cap NR EUR. It was launched on Sep 7, 2017. VINEX is managed by Vanguard. It was launched on Nov 4, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MMS.L or VINEX.
Key characteristics
| MMS.L | VINEX | |
|---|---|---|
| YTD Return | -4.01% | 2.29% |
| 1Y Return | 3.94% | 15.76% |
| 3Y Return (Ann) | -2.97% | -6.09% |
| 5Y Return (Ann) | 4.44% | 2.51% |
| 10Y Return (Ann) | 5.54% | 4.13% |
| Sharpe Ratio | 0.16 | 1.04 |
| Sortino Ratio | 0.44 | 1.53 |
| Omega Ratio | 1.21 | 1.19 |
| Calmar Ratio | 0.26 | 0.50 |
| Martin Ratio | 0.30 | 5.44 |
| Ulcer Index | 13.22% | 2.86% |
| Daily Std Dev | 24.55% | 14.96% |
| Max Drawdown | -59.44% | -65.50% |
| Current Drawdown | -15.44% | -20.16% |
Correlation
The correlation between MMS.L and VINEX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MMS.L vs. VINEX - Performance Comparison
In the year-to-date period, MMS.L achieves a -4.01% return, which is significantly lower than VINEX's 2.29% return. Over the past 10 years, MMS.L has outperformed VINEX with an annualized return of 5.54%, while VINEX has yielded a comparatively lower 4.13% annualized return. 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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MMS.L vs. VINEX - Expense Ratio Comparison
Both MMS.L and VINEX have an expense ratio of 0.40%.
Risk-Adjusted Performance
MMS.L vs. VINEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) and Vanguard International Explorer Fund (VINEX). 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.
Dividends
MMS.L vs. VINEX - Dividend Comparison
MMS.L's dividend yield for the trailing twelve months is around 2.53%, more than VINEX's 2.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMS.L Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist | 2.53% | 2.43% | 3.01% | 1.84% | 1.56% | 2.35% | 2.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VINEX Vanguard International Explorer Fund | 2.42% | 2.47% | 1.74% | 2.29% | 1.06% | 2.51% | 1.92% | 2.10% | 1.95% | 1.55% | 1.98% | 2.28% |
Drawdowns
MMS.L vs. VINEX - Drawdown Comparison
The maximum MMS.L drawdown since its inception was -59.44%, smaller than the maximum VINEX drawdown of -65.50%. Use the drawdown chart below to compare losses from any high point for MMS.L and VINEX. For additional features, visit the drawdowns tool.
Volatility
MMS.L vs. VINEX - Volatility Comparison
The current volatility for Lyxor MSCI EMU Small Cap (DR) UCITS ETF - Dist (MMS.L) is 2.26%, while Vanguard International Explorer Fund (VINEX) has a volatility of 3.56%. This indicates that MMS.L experiences smaller price fluctuations and is considered to be less risky than VINEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.