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

Correlation

The correlation between SMIN 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.


-0.50.00.51.00.4

Performance

SMIN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI India Small-Cap ETF (SMIN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
283.21%
455.75%
SMIN
VOO

Key characteristics

Sharpe Ratio

SMIN:

1.56

VOO:

2.21

Sortino Ratio

SMIN:

1.97

VOO:

2.93

Omega Ratio

SMIN:

1.29

VOO:

1.41

Calmar Ratio

SMIN:

2.69

VOO:

3.25

Martin Ratio

SMIN:

8.19

VOO:

14.47

Ulcer Index

SMIN:

3.47%

VOO:

1.90%

Daily Std Dev

SMIN:

18.29%

VOO:

12.43%

Max Drawdown

SMIN:

-60.50%

VOO:

-33.99%

Current Drawdown

SMIN:

-1.93%

VOO:

-2.87%

Returns By Period

In the year-to-date period, SMIN achieves a 23.32% return, which is significantly lower than VOO's 25.49% return. Over the past 10 years, SMIN has underperformed VOO with an annualized return of 11.35%, while VOO has yielded a comparatively higher 13.04% annualized return.


SMIN

YTD

23.32%

1M

7.62%

6M

7.21%

1Y

28.45%

5Y*

20.22%

10Y*

11.35%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

Compare stocks, funds, or ETFs

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


SMIN vs. VOO - Expense Ratio Comparison

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


SMIN
iShares MSCI India Small-Cap ETF
Expense ratio chart for SMIN: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SMIN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India Small-Cap ETF (SMIN) 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 SMIN, currently valued at 1.56, compared to the broader market0.002.004.001.562.21
The chart of Sortino ratio for SMIN, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.0010.001.972.93
The chart of Omega ratio for SMIN, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.291.41
The chart of Calmar ratio for SMIN, currently valued at 2.69, compared to the broader market0.005.0010.0015.002.693.25
The chart of Martin ratio for SMIN, currently valued at 8.19, compared to the broader market0.0020.0040.0060.0080.00100.008.1914.47
SMIN
VOO

The current SMIN Sharpe Ratio is 1.56, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SMIN 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.56
2.21
SMIN
VOO

Dividends

SMIN vs. VOO - Dividend Comparison

SMIN's dividend yield for the trailing twelve months is around 11.33%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
SMIN
iShares MSCI India Small-Cap ETF
11.33%0.41%0.01%1.27%1.07%1.74%1.68%0.89%2.30%0.93%0.34%0.75%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SMIN vs. VOO - Drawdown Comparison

The maximum SMIN drawdown since its inception was -60.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SMIN and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.93%
-2.87%
SMIN
VOO

Volatility

SMIN vs. VOO - Volatility Comparison

iShares MSCI India Small-Cap ETF (SMIN) has a higher volatility of 5.68% compared to Vanguard S&P 500 ETF (VOO) at 3.64%. This indicates that SMIN's price experiences larger fluctuations and is considered to be riskier 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%JulyAugustSeptemberOctoberNovemberDecember
5.68%
3.64%
SMIN
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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