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VNM vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VNM and FXAIX 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

VNM vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Vietnam ETF (VNM) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
-37.64%
458.11%
VNM
FXAIX

Key characteristics

Sharpe Ratio

VNM:

-0.38

FXAIX:

2.20

Sortino Ratio

VNM:

-0.42

FXAIX:

2.93

Omega Ratio

VNM:

0.95

FXAIX:

1.41

Calmar Ratio

VNM:

-0.12

FXAIX:

3.26

Martin Ratio

VNM:

-0.65

FXAIX:

14.39

Ulcer Index

VNM:

10.20%

FXAIX:

1.91%

Daily Std Dev

VNM:

17.51%

FXAIX:

12.50%

Max Drawdown

VNM:

-63.27%

FXAIX:

-33.79%

Current Drawdown

VNM:

-52.64%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, VNM achieves a -9.83% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, VNM has underperformed FXAIX with an annualized return of -3.04%, while FXAIX has yielded a comparatively higher 12.86% annualized return.


VNM

YTD

-9.83%

1M

0.17%

6M

-6.43%

1Y

-7.55%

5Y*

-4.55%

10Y*

-3.04%

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

Compare stocks, funds, or ETFs

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VNM vs. FXAIX - Expense Ratio Comparison

VNM has a 0.68% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


VNM
VanEck Vectors Vietnam ETF
Expense ratio chart for VNM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

VNM vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Vietnam ETF (VNM) and Fidelity 500 Index Fund (FXAIX). 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 VNM, currently valued at -0.38, compared to the broader market0.002.004.00-0.382.20
The chart of Sortino ratio for VNM, currently valued at -0.42, compared to the broader market-2.000.002.004.006.008.0010.00-0.422.93
The chart of Omega ratio for VNM, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.000.951.41
The chart of Calmar ratio for VNM, currently valued at -0.15, compared to the broader market0.005.0010.0015.00-0.153.26
The chart of Martin ratio for VNM, currently valued at -0.65, compared to the broader market0.0020.0040.0060.0080.00100.00-0.6514.39
VNM
FXAIX

The current VNM Sharpe Ratio is -0.38, which is lower than the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of VNM and FXAIX, 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 Ratio-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.38
2.20
VNM
FXAIX

Dividends

VNM vs. FXAIX - Dividend Comparison

VNM's dividend yield for the trailing twelve months is around 0.16%, less than FXAIX's 0.88% yield.


TTM20232022202120202019201820172016201520142013
VNM
VanEck Vectors Vietnam ETF
0.16%5.22%0.96%0.48%0.40%0.76%0.83%0.99%2.44%3.69%2.65%3.19%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

VNM vs. FXAIX - Drawdown Comparison

The maximum VNM drawdown since its inception was -63.27%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for VNM and FXAIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.44%
-2.91%
VNM
FXAIX

Volatility

VNM vs. FXAIX - Volatility Comparison

VanEck Vectors Vietnam ETF (VNM) has a higher volatility of 4.71% compared to Fidelity 500 Index Fund (FXAIX) at 3.70%. This indicates that VNM's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.71%
3.70%
VNM
FXAIX
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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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