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SMIN vs. INCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMIN and INCO 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

SMIN vs. INCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI India Small-Cap ETF (SMIN) and Columbia India Consumer ETF (INCO). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
231.86%
319.42%
SMIN
INCO

Key characteristics

Sharpe Ratio

SMIN:

-0.01

INCO:

0.06

Sortino Ratio

SMIN:

0.13

INCO:

0.21

Omega Ratio

SMIN:

1.02

INCO:

1.02

Calmar Ratio

SMIN:

-0.00

INCO:

0.04

Martin Ratio

SMIN:

-0.01

INCO:

0.08

Ulcer Index

SMIN:

9.85%

INCO:

13.08%

Daily Std Dev

SMIN:

21.29%

INCO:

16.02%

Max Drawdown

SMIN:

-60.50%

INCO:

-47.69%

Current Drawdown

SMIN:

-14.30%

INCO:

-16.78%

Returns By Period

In the year-to-date period, SMIN achieves a -8.55% return, which is significantly lower than INCO's -1.71% return. Both investments have delivered pretty close results over the past 10 years, with SMIN having a 9.47% annualized return and INCO not far behind at 9.15%.


SMIN

YTD

-8.55%

1M

2.93%

6M

-6.95%

1Y

-1.24%

5Y*

25.58%

10Y*

9.47%

INCO

YTD

-1.71%

1M

6.35%

6M

-6.36%

1Y

0.78%

5Y*

19.47%

10Y*

9.15%

*Annualized

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SMIN vs. INCO - Expense Ratio Comparison

SMIN has a 0.76% expense ratio, which is higher than INCO's 0.75% expense ratio.


Expense ratio chart for SMIN: 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%
SMIN: 0.76%
Expense ratio chart for INCO: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
INCO: 0.75%

Risk-Adjusted Performance

SMIN vs. INCO — Risk-Adjusted Performance Rank

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

SMIN
The Risk-Adjusted Performance Rank of SMIN is 1919
Overall Rank
The Sharpe Ratio Rank of SMIN is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of SMIN is 1919
Sortino Ratio Rank
The Omega Ratio Rank of SMIN is 1919
Omega Ratio Rank
The Calmar Ratio Rank of SMIN is 1818
Calmar Ratio Rank
The Martin Ratio Rank of SMIN is 1919
Martin Ratio Rank

INCO
The Risk-Adjusted Performance Rank of INCO is 2222
Overall Rank
The Sharpe Ratio Rank of INCO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of INCO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of INCO is 2121
Omega Ratio Rank
The Calmar Ratio Rank of INCO is 2222
Calmar Ratio Rank
The Martin Ratio Rank of INCO is 2020
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.

SMIN vs. INCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India Small-Cap ETF (SMIN) and Columbia India Consumer ETF (INCO). 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.


The chart of Sharpe ratio for SMIN, currently valued at -0.01, compared to the broader market-1.000.001.002.003.004.00
SMIN: -0.01
INCO: 0.06
The chart of Sortino ratio for SMIN, currently valued at 0.13, compared to the broader market-2.000.002.004.006.008.00
SMIN: 0.13
INCO: 0.21
The chart of Omega ratio for SMIN, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
SMIN: 1.02
INCO: 1.02
The chart of Calmar ratio for SMIN, currently valued at -0.00, compared to the broader market0.002.004.006.008.0010.0012.00
SMIN: -0.00
INCO: 0.04
The chart of Martin ratio for SMIN, currently valued at -0.01, compared to the broader market0.0020.0040.0060.00
SMIN: -0.01
INCO: 0.08

The current SMIN Sharpe Ratio is -0.01, which is lower than the INCO Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SMIN and INCO, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.01
0.06
SMIN
INCO

Dividends

SMIN vs. INCO - Dividend Comparison

SMIN's dividend yield for the trailing twelve months is around 7.48%, more than INCO's 2.93% yield.


TTM20242023202220212020201920182017201620152014
SMIN
iShares MSCI India Small-Cap ETF
7.48%6.84%0.41%0.01%1.27%1.07%1.74%1.68%0.89%2.30%0.93%0.34%
INCO
Columbia India Consumer ETF
2.93%2.88%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%

Drawdowns

SMIN vs. INCO - Drawdown Comparison

The maximum SMIN drawdown since its inception was -60.50%, which is greater than INCO's maximum drawdown of -47.69%. Use the drawdown chart below to compare losses from any high point for SMIN and INCO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-14.30%
-16.78%
SMIN
INCO

Volatility

SMIN vs. INCO - Volatility Comparison

iShares MSCI India Small-Cap ETF (SMIN) has a higher volatility of 9.12% compared to Columbia India Consumer ETF (INCO) at 7.54%. This indicates that SMIN's price experiences larger fluctuations and is considered to be riskier than INCO 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%NovemberDecember2025FebruaryMarchApril
9.12%
7.54%
SMIN
INCO