VNM vs. FM
Compare and contrast key facts about VanEck Vectors Vietnam ETF (VNM) and iShares MSCI Frontier 100 ETF (FM).
VNM and FM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VNM is a passively managed fund by VanEck that tracks the performance of the MVIS Vietnam Index. It was launched on Aug 11, 2009. FM is a passively managed fund by iShares that tracks the performance of the MSCI Frontier Markets 100 Index. It was launched on Sep 12, 2012. Both VNM and FM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VNM or FM.
Performance
VNM vs. FM - Performance Comparison
Returns By Period
In the year-to-date period, VNM achieves a -11.84% return, which is significantly lower than FM's 7.64% return. Over the past 10 years, VNM has underperformed FM with an annualized return of -4.24%, while FM has yielded a comparatively higher 1.38% annualized return.
VNM
-11.84%
-7.02%
-11.71%
-9.60%
-5.22%
-4.24%
FM
7.64%
0.65%
-0.74%
8.14%
2.10%
1.38%
Key characteristics
| VNM | FM | |
|---|---|---|
| Sharpe Ratio | -0.47 | 1.03 |
| Sortino Ratio | -0.54 | 1.43 |
| Omega Ratio | 0.93 | 1.21 |
| Calmar Ratio | -0.16 | 0.36 |
| Martin Ratio | -0.92 | 4.20 |
| Ulcer Index | 9.14% | 2.16% |
| Daily Std Dev | 17.76% | 8.77% |
| Max Drawdown | -63.27% | -41.63% |
| Current Drawdown | -53.70% | -16.77% |
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VNM vs. FM - Expense Ratio Comparison
VNM has a 0.68% expense ratio, which is lower than FM's 0.79% expense ratio.
Correlation
The correlation between VNM and FM is 0.46, 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.
Risk-Adjusted Performance
VNM vs. FM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Vietnam ETF (VNM) and iShares MSCI Frontier 100 ETF (FM). 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.
Dividends
VNM vs. FM - Dividend Comparison
VNM's dividend yield for the trailing twelve months is around 5.92%, more than FM's 4.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNM VanEck Vectors Vietnam ETF | 5.92% | 5.22% | 0.96% | 0.48% | 0.40% | 0.76% | 0.83% | 0.99% | 2.44% | 3.69% | 2.65% | 3.19% |
FM iShares MSCI Frontier 100 ETF | 4.14% | 3.62% | 2.70% | 2.04% | 2.91% | 3.13% | 4.29% | 2.04% | 2.15% | 2.76% | 12.35% | 1.11% |
Drawdowns
VNM vs. FM - Drawdown Comparison
The maximum VNM drawdown since its inception was -63.27%, which is greater than FM's maximum drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for VNM and FM. For additional features, visit the drawdowns tool.
Volatility
VNM vs. FM - Volatility Comparison
VanEck Vectors Vietnam ETF (VNM) has a higher volatility of 3.81% compared to iShares MSCI Frontier 100 ETF (FM) at 0.88%. This indicates that VNM's price experiences larger fluctuations and is considered to be riskier than FM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.