RGBITR vs. MCFTR
Compare and contrast key facts about Russian Government Bond Index (RGBITR) and MOEX Total Return (MCFTR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RGBITR or MCFTR.
Correlation
The correlation between RGBITR and MCFTR is 0.26, 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.
Performance
RGBITR vs. MCFTR - Performance Comparison
Key characteristics
Returns By Period
RGBITR
4.58%
0.84%
17.30%
5.83%
1.21%
6.87%
MCFTR
N/A
N/A
N/A
N/A
N/A
N/A
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Risk-Adjusted Performance
RGBITR vs. MCFTR — Risk-Adjusted Performance Rank
RGBITR
MCFTR
RGBITR vs. MCFTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Russian Government Bond Index (RGBITR) and MOEX Total Return (MCFTR). 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.
Drawdowns
RGBITR vs. MCFTR - Drawdown Comparison
Volatility
RGBITR vs. MCFTR - Volatility Comparison
Russian Government Bond Index (RGBITR) has a higher volatility of 7.77% compared to MOEX Total Return (MCFTR) at 0.00%. This indicates that RGBITR's price experiences larger fluctuations and is considered to be riskier than MCFTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.