VNM vs. IDX
Compare and contrast key facts about VanEck Vectors Vietnam ETF (VNM) and VanEck Vectors Indonesia Index ETF (IDX).
VNM and IDX 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. IDX is a passively managed fund by VanEck that tracks the performance of the MVIS Indonesia Index. It was launched on Jan 15, 2009. Both VNM and IDX 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 IDX.
Performance
VNM vs. IDX - Performance Comparison
Returns By Period
In the year-to-date period, VNM achieves a -11.76% return, which is significantly lower than IDX's -5.80% return. Over the past 10 years, VNM has underperformed IDX with an annualized return of -4.19%, while IDX has yielded a comparatively higher -2.24% annualized return.
VNM
-11.76%
-7.62%
-11.97%
-10.86%
-5.61%
-4.19%
IDX
-5.80%
-10.67%
-4.91%
-1.67%
-4.12%
-2.24%
Key characteristics
| VNM | IDX | |
|---|---|---|
| Sharpe Ratio | -0.58 | -0.08 |
| Sortino Ratio | -0.69 | 0.02 |
| Omega Ratio | 0.92 | 1.00 |
| Calmar Ratio | -0.19 | -0.03 |
| Martin Ratio | -1.16 | -0.23 |
| Ulcer Index | 9.00% | 6.36% |
| Daily Std Dev | 17.93% | 18.22% |
| Max Drawdown | -63.27% | -63.17% |
| Current Drawdown | -53.66% | -37.89% |
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VNM vs. IDX - Expense Ratio Comparison
VNM has a 0.68% expense ratio, which is higher than IDX's 0.57% expense ratio.
Correlation
The correlation between VNM and IDX is 0.39, 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.
Risk-Adjusted Performance
VNM vs. IDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Vietnam ETF (VNM) 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.
Dividends
VNM vs. IDX - Dividend Comparison
VNM's dividend yield for the trailing twelve months is around 5.91%, more than IDX's 3.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VNM VanEck Vectors Vietnam ETF | 5.91% | 5.22% | 0.96% | 0.48% | 0.40% | 0.76% | 0.83% | 0.99% | 2.44% | 3.69% | 2.65% | 3.19% |
IDX VanEck Vectors Indonesia Index ETF | 3.84% | 3.62% | 3.64% | 1.08% | 1.67% | 2.09% | 2.19% | 1.85% | 1.16% | 2.43% | 2.07% | 3.38% |
Drawdowns
VNM vs. IDX - Drawdown Comparison
The maximum VNM drawdown since its inception was -63.27%, roughly equal to the maximum IDX drawdown of -63.17%. Use the drawdown chart below to compare losses from any high point for VNM and IDX. For additional features, visit the drawdowns tool.
Volatility
VNM vs. IDX - Volatility Comparison
The current volatility for VanEck Vectors Vietnam ETF (VNM) is 3.57%, while VanEck Vectors Indonesia Index ETF (IDX) has a volatility of 4.02%. This indicates that VNM 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.