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NDIA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NDIA and VOO is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

NDIA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Funds - Global X India Active ETF (NDIA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
19.49%
23.63%
NDIA
VOO

Key characteristics

Sharpe Ratio

NDIA:

0.26

VOO:

0.32

Sortino Ratio

NDIA:

0.48

VOO:

0.57

Omega Ratio

NDIA:

1.06

VOO:

1.08

Calmar Ratio

NDIA:

0.21

VOO:

0.32

Martin Ratio

NDIA:

0.45

VOO:

1.42

Ulcer Index

NDIA:

9.57%

VOO:

4.19%

Daily Std Dev

NDIA:

16.78%

VOO:

18.73%

Max Drawdown

NDIA:

-20.71%

VOO:

-33.99%

Current Drawdown

NDIA:

-11.50%

VOO:

-13.85%

Returns By Period

In the year-to-date period, NDIA achieves a 0.24% return, which is significantly higher than VOO's -9.88% return.


NDIA

YTD

0.24%

1M

4.96%

6M

-5.71%

1Y

4.74%

5Y*

N/A

10Y*

N/A

VOO

YTD

-9.88%

1M

-6.86%

6M

-9.35%

1Y

6.85%

5Y*

14.69%

10Y*

11.66%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


NDIA vs. VOO - Expense Ratio Comparison

NDIA has a 0.76% expense ratio, which is higher than VOO's 0.03% expense ratio.


NDIA
Global X Funds - Global X India Active ETF
Expense ratio chart for NDIA: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NDIA: 0.76%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

NDIA vs. VOO — Risk-Adjusted Performance Rank

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

NDIA
The Risk-Adjusted Performance Rank of NDIA is 4747
Overall Rank
The Sharpe Ratio Rank of NDIA is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of NDIA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of NDIA is 4949
Omega Ratio Rank
The Calmar Ratio Rank of NDIA is 4949
Calmar Ratio Rank
The Martin Ratio Rank of NDIA is 4040
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5757
Overall Rank
The Sharpe Ratio Rank of VOO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5959
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.

NDIA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Funds - Global X India Active ETF (NDIA) 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 NDIA, currently valued at 0.26, compared to the broader market-1.000.001.002.003.004.00
NDIA: 0.26
VOO: 0.32
The chart of Sortino ratio for NDIA, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.00
NDIA: 0.48
VOO: 0.57
The chart of Omega ratio for NDIA, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
NDIA: 1.06
VOO: 1.08
The chart of Calmar ratio for NDIA, currently valued at 0.21, compared to the broader market0.002.004.006.008.0010.0012.00
NDIA: 0.21
VOO: 0.32
The chart of Martin ratio for NDIA, currently valued at 0.45, compared to the broader market0.0020.0040.0060.00
NDIA: 0.45
VOO: 1.42

The current NDIA Sharpe Ratio is 0.26, which is comparable to the VOO Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of NDIA and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.26
0.32
NDIA
VOO

Dividends

NDIA vs. VOO - Dividend Comparison

NDIA's dividend yield for the trailing twelve months is around 3.66%, more than VOO's 1.44% yield.


TTM20242023202220212020201920182017201620152014
NDIA
Global X Funds - Global X India Active ETF
3.66%3.66%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.44%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

NDIA vs. VOO - Drawdown Comparison

The maximum NDIA drawdown since its inception was -20.71%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NDIA and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.50%
-13.85%
NDIA
VOO

Volatility

NDIA vs. VOO - Volatility Comparison

The current volatility for Global X Funds - Global X India Active ETF (NDIA) is 9.39%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.31%. This indicates that NDIA 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.39%
13.31%
NDIA
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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