SBRB vs. RPXIX
Compare and contrast key facts about Sberbank MOEX Corporate Bonds Index ETF (SBRB) and RiverPark Large Growth Fund (RPXIX).
SBRB is a passively managed fund by Sberbank Asset Management that tracks the performance of the MOEX Corporate Bond Total Return Index 1-3 Years. It was launched on Sep 6, 2019. RPXIX is managed by RiverPark Funds. It was launched on Sep 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBRB or RPXIX.
Key characteristics
| SBRB | RPXIX | |
|---|---|---|
| YTD Return | 1.92% | 22.91% |
| 1Y Return | 1.80% | 39.88% |
| 3Y Return (Ann) | 5.26% | -7.15% |
| 5Y Return (Ann) | 4.98% | 5.77% |
| Sharpe Ratio | 0.47 | 2.52 |
| Sortino Ratio | 0.68 | 3.30 |
| Omega Ratio | 1.08 | 1.45 |
| Calmar Ratio | 0.02 | 0.90 |
| Martin Ratio | 1.91 | 15.17 |
| Ulcer Index | 1.04% | 2.58% |
| Daily Std Dev | 4.30% | 15.53% |
| Max Drawdown | -99.19% | -59.98% |
| Current Drawdown | -98.83% | -21.16% |
Correlation
The correlation between SBRB and RPXIX is 0.15, 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
SBRB vs. RPXIX - Performance Comparison
In the year-to-date period, SBRB achieves a 1.92% return, which is significantly lower than RPXIX's 22.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SBRB vs. RPXIX - Expense Ratio Comparison
SBRB has a 0.80% expense ratio, which is lower than RPXIX's 0.91% expense ratio.
Risk-Adjusted Performance
SBRB vs. RPXIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Corporate Bonds Index ETF (SBRB) and RiverPark Large Growth Fund (RPXIX). 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
SBRB vs. RPXIX - Dividend Comparison
Neither SBRB nor RPXIX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBRB Sberbank MOEX Corporate Bonds Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RPXIX RiverPark Large Growth Fund | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.66% | 0.15% | 0.26% | 0.20% |
Drawdowns
SBRB vs. RPXIX - Drawdown Comparison
The maximum SBRB drawdown since its inception was -99.19%, which is greater than RPXIX's maximum drawdown of -59.98%. Use the drawdown chart below to compare losses from any high point for SBRB and RPXIX. For additional features, visit the drawdowns tool.
Volatility
SBRB vs. RPXIX - Volatility Comparison
Sberbank MOEX Corporate Bonds Index ETF (SBRB) and RiverPark Large Growth Fund (RPXIX) have volatilities of 3.91% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.