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VNAM vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VNAM vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Vietnam ETF (VNAM) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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VNAM vs. VOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VNAM
Global X MSCI Vietnam ETF
-9.22%67.05%-7.78%12.95%-44.16%2.41%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%2.19%

Returns By Period

In the year-to-date period, VNAM achieves a -9.22% return, which is significantly lower than VOO's -4.42% return.


VNAM

1D
2.95%
1M
-10.96%
YTD
-9.22%
6M
0.68%
1Y
43.31%
3Y*
14.34%
5Y*
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VNAM vs. VOO - Expense Ratio Comparison

VNAM has a 0.51% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

VNAM vs. VOO — Risk / Return Rank

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

VNAM
VNAM Risk / Return Rank: 7474
Overall Rank
VNAM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VNAM Sortino Ratio Rank: 7373
Sortino Ratio Rank
VNAM Omega Ratio Rank: 7272
Omega Ratio Rank
VNAM Calmar Ratio Rank: 7979
Calmar Ratio Rank
VNAM Martin Ratio Rank: 7272
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

VNAM vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Vietnam ETF (VNAM) 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.


VNAMVOODifference

Sharpe ratio

Return per unit of total volatility

1.34

0.98

+0.35

Sortino ratio

Return per unit of downside risk

1.84

1.50

+0.34

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

2.21

1.53

+0.67

Martin ratio

Return relative to average drawdown

7.56

7.29

+0.27

VNAM vs. VOO - Sharpe Ratio Comparison

The current VNAM Sharpe Ratio is 1.34, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VNAM 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.


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Sharpe Ratios by Period


VNAMVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.98

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.83

-0.92

Correlation

The correlation between VNAM and VOO is 0.27, 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

VNAM vs. VOO - Dividend Comparison

VNAM's dividend yield for the trailing twelve months is around 0.55%, less than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
VNAM
Global X MSCI Vietnam ETF
0.55%0.50%1.00%0.49%1.04%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

VNAM vs. VOO - Drawdown Comparison

The maximum VNAM drawdown since its inception was -52.84%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VNAM and VOO.


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Drawdown Indicators


VNAMVOODifference

Max Drawdown

Largest peak-to-trough decline

-52.84%

-33.99%

-18.85%

Max Drawdown (1Y)

Largest decline over 1 year

-20.11%

-11.98%

-8.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-14.29%

-6.29%

-8.00%

Average Drawdown

Average peak-to-trough decline

-31.58%

-3.72%

-27.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.87%

2.52%

+3.35%

Volatility

VNAM vs. VOO - Volatility Comparison

Global X MSCI Vietnam ETF (VNAM) has a higher volatility of 10.30% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that VNAM'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.


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Volatility by Period


VNAMVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.30%

5.29%

+5.01%

Volatility (6M)

Calculated over the trailing 6-month period

20.30%

9.44%

+10.86%

Volatility (1Y)

Calculated over the trailing 1-year period

32.59%

18.10%

+14.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.52%

16.82%

+8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.52%

17.99%

+7.53%