TLK vs. VUG
Compare and contrast key facts about Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
TLK vs. VUG - Performance Comparison
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TLK vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLK Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk | -11.26% | 37.97% | -32.33% | 12.56% | -14.60% | 24.66% | -13.28% | 11.76% | -17.92% | 13.52% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, TLK achieves a -11.26% return, which is significantly lower than VUG's -10.37% return. Over the past 10 years, TLK has underperformed VUG with an annualized return of 0.56%, while VUG has yielded a comparatively higher 16.03% annualized return.
TLK
- 1D
- 2.86%
- 1M
- -12.18%
- YTD
- -11.26%
- 6M
- -0.74%
- 1Y
- 36.37%
- 3Y*
- -6.57%
- 5Y*
- -0.22%
- 10Y*
- 0.56%
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
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Return for Risk
TLK vs. VUG — Risk / Return Rank
TLK
VUG
TLK vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK) and Vanguard Growth ETF (VUG). 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.
| TLK | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.81 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.31 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.11 | +0.41 |
Martin ratioReturn relative to average drawdown | 4.72 | 3.96 | +0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLK | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.81 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 0.52 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.75 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.57 | -0.19 |
Correlation
The correlation between TLK and VUG is 0.37, 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.
Dividends
TLK vs. VUG - Dividend Comparison
TLK's dividend yield for the trailing twelve months is around 6.98%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLK Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk | 6.98% | 6.19% | 6.76% | 4.38% | 4.36% | 0.99% | 4.59% | 2.66% | 0.92% | 2.73% | 2.88% | 3.05% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
TLK vs. VUG - Drawdown Comparison
The maximum TLK drawdown since its inception was -67.48%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for TLK and VUG.
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Drawdown Indicators
| TLK | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.48% | -50.68% | -16.80% |
Max Drawdown (1Y)Largest decline over 1 year | -24.11% | -16.53% | -7.58% |
Max Drawdown (5Y)Largest decline over 5 years | -53.95% | -35.61% | -18.34% |
Max Drawdown (10Y)Largest decline over 10 years | -53.95% | -35.61% | -18.34% |
Current DrawdownCurrent decline from peak | -29.95% | -13.20% | -16.75% |
Average DrawdownAverage peak-to-trough decline | -19.53% | -7.13% | -12.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.81% | 4.66% | +3.15% |
Volatility
TLK vs. VUG - Volatility Comparison
Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk (TLK) has a higher volatility of 9.05% compared to Vanguard Growth ETF (VUG) at 7.00%. This indicates that TLK's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLK | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 7.00% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 25.21% | 12.65% | +12.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.23% | 22.68% | +10.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.11% | 22.23% | +3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.24% | 21.38% | +6.86% |