PortfoliosLab logoPortfoliosLab logo
VBU.NEO vs. IDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VBU.NEO vs. IDX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and VanEck Vectors Indonesia Index ETF (IDX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VBU.NEO is traded in CAD, while IDX is traded in USD. To make them comparable, the IDX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VBU.NEO achieves a -2.13% return, which is significantly higher than IDX's -35.90% return. Over the past 10 years, VBU.NEO has outperformed IDX with an annualized return of -0.16%, while IDX has yielded a comparatively lower -3.66% annualized return.


VBU.NEO

1D
0.14%
1M
-0.19%
YTD
-2.13%
6M
-2.49%
1Y
-1.03%
3Y*
-0.45%
5Y*
-2.71%
10Y*
-0.16%

IDX

1D
-1.50%
1M
-19.40%
YTD
-35.90%
6M
-37.99%
1Y
-25.85%
3Y*
-13.04%
5Y*
-6.62%
10Y*
-3.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VBU.NEO vs. IDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
-2.13%1.31%-2.90%4.56%-13.69%-2.10%7.24%7.76%-1.05%3.47%
IDX
VanEck Vectors Indonesia Index ETF
-35.90%8.61%-2.00%-0.27%-2.94%-3.47%-9.01%1.04%-2.87%11.65%

Correlation

The correlation between VBU.NEO and IDX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2014

0.02

Over the past year, VBU.NEO and IDX have become more correlated (0.24) than their long-term average of 0.02, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

VBU.NEO vs. IDX — Risk / Return Rank

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

VBU.NEO
VBU.NEO Risk / Return Rank: 77
Overall Rank
VBU.NEO Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VBU.NEO Sortino Ratio Rank: 66
Sortino Ratio Rank
VBU.NEO Omega Ratio Rank: 66
Omega Ratio Rank
VBU.NEO Calmar Ratio Rank: 77
Calmar Ratio Rank
VBU.NEO Martin Ratio Rank: 66
Martin Ratio Rank

IDX
IDX Risk / Return Rank: 11
Overall Rank
IDX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IDX Sortino Ratio Rank: 22
Sortino Ratio Rank
IDX Omega Ratio Rank: 11
Omega Ratio Rank
IDX Calmar Ratio Rank: 33
Calmar Ratio Rank
IDX Martin Ratio Rank: 00
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VBU.NEO vs. IDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) and VanEck Vectors Indonesia Index ETF (IDX). 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.


VBU.NEOIDXDifference
Sharpe ratioReturn per unit of total volatility

+0.82

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

0.97

0.82

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.23

-0.67

+0.44

Martin ratioReturn relative to average drawdown

-0.59

-1.95

+1.35

VBU.NEO vs. IDX - Sharpe Ratio Comparison

The current VBU.NEO Sharpe Ratio is -0.22, which is higher than the IDX Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of VBU.NEO and IDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VBU.NEOIDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

-1.04

+0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

-0.35

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

-0.16

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.08

0.00

Drawdowns

VBU.NEO vs. IDX - Drawdown Comparison

The maximum VBU.NEO drawdown since its inception was -19.38%, smaller than the maximum IDX drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for VBU.NEO and IDX.


Loading charts...

Drawdown Indicators


VBU.NEOIDXDifference

Max Drawdown

Largest peak-to-trough decline

-19.38%

-51.87%

+32.49%

Max Drawdown (1Y)

Largest decline over 1 year

-4.55%

-38.95%

+34.40%

Max Drawdown (3Y)

Largest decline over 3 years

-6.80%

-40.31%

+33.51%

Max Drawdown (5Y)

Largest decline over 5 years

-18.46%

-41.84%

+23.38%

Max Drawdown (10Y)

Largest decline over 10 years

-19.38%

-51.87%

+32.49%

Current Drawdown

Current decline from peak

-15.47%

-46.26%

+30.79%

Average Drawdown

Average peak-to-trough decline

-6.05%

-14.64%

+8.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

13.29%

-11.55%

Volatility

VBU.NEO vs. IDX - Volatility Comparison

The current volatility for Vanguard U.S. Aggregate Bond Index ETF (VBU.NEO) is 2.45%, while VanEck Vectors Indonesia Index ETF (IDX) has a volatility of 8.20%. This indicates that VBU.NEO experiences smaller price fluctuations and is considered to be less risky than IDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VBU.NEOIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

8.20%

-5.75%

Volatility (6M)

Calculated over the trailing 6-month period

3.49%

21.87%

-18.38%

Volatility (1Y)

Calculated over the trailing 1-year period

4.79%

24.89%

-20.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.33%

18.97%

-12.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.97%

22.32%

-16.35%

VBU.NEO vs. IDX - Expense Ratio Comparison

VBU.NEO has a 0.22% expense ratio, which is lower than IDX's 0.57% expense ratio.


Dividends

VBU.NEO vs. IDX - Dividend Comparison

VBU.NEO has not paid dividends to shareholders, while IDX's dividend yield for the trailing twelve months is around 3.29%.


PositionTTM20252024202320222021202020192018201720162015
IDX
VanEck Vectors Indonesia Index ETF
3.29%2.08%4.01%3.62%3.64%1.08%1.66%2.21%2.19%1.85%1.16%2.43%
VBU.NEO
Vanguard U.S. Aggregate Bond Index ETF
0.00%0.00%0.24%2.72%2.31%1.83%2.14%2.36%2.28%2.20%2.19%2.18%

Frequently Asked Questions


VBU.NEO and IDX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VBU.NEO is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VBU.NEO is cheaper with a 0.22% expense ratio, compared with 0.57% for IDX.

VBU.NEO is categorized as Total Bond Market, while IDX is Asia Pacific Equities. VBU.NEO tracks Bloomberg U.S. Aggregate Float Adjusted Bond Index (CAD Hedged), while IDX tracks MVIS Indonesia Index. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.22% for VBU.NEO and 0.57% for IDX.

Portfolio Optimizer

Find the right allocation for VBU.NEO and IDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer