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 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
RGBITR vs. MCFTR - Performance Comparison
Key characteristics
Returns By Period
RGBITR
0.86%
1.99%
6.56%
-1.25%
0.71%
7.54%
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 10.41% 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.