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

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.


-0.50.00.51.00.4

Performance

VNM vs. IDX - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
-41.63%
11.10%
VNM
IDX

Key characteristics

Sharpe Ratio

VNM:

-0.38

IDX:

-0.52

Sortino Ratio

VNM:

-0.42

IDX:

-0.60

Omega Ratio

VNM:

0.95

IDX:

0.93

Calmar Ratio

VNM:

-0.12

IDX:

-0.23

Martin Ratio

VNM:

-0.65

IDX:

-1.25

Ulcer Index

VNM:

10.20%

IDX:

7.88%

Daily Std Dev

VNM:

17.51%

IDX:

18.84%

Max Drawdown

VNM:

-63.27%

IDX:

-63.17%

Current Drawdown

VNM:

-52.64%

IDX:

-41.71%

Returns By Period

In the year-to-date period, VNM achieves a -9.83% return, which is significantly higher than IDX's -11.60% return. Over the past 10 years, VNM has underperformed IDX with an annualized return of -3.04%, while IDX has yielded a comparatively higher -2.60% annualized return.


VNM

YTD

-9.83%

1M

0.17%

6M

-6.43%

1Y

-7.55%

5Y*

-4.55%

10Y*

-3.04%

IDX

YTD

-11.60%

1M

-6.04%

6M

-2.08%

1Y

-11.13%

5Y*

-5.89%

10Y*

-2.60%

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


VNM vs. IDX - Expense Ratio Comparison

VNM has a 0.68% expense ratio, which is higher than IDX's 0.57% 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 IDX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%

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.


Sharpe ratio
The chart of Sharpe ratio for VNM, currently valued at -0.38, compared to the broader market0.002.004.00-0.38-0.52
The chart of Sortino ratio for VNM, currently valued at -0.42, compared to the broader market-2.000.002.004.006.008.0010.00-0.42-0.60
The chart of Omega ratio for VNM, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.000.950.93
The chart of Calmar ratio for VNM, currently valued at -0.12, compared to the broader market0.005.0010.0015.00-0.12-0.23
The chart of Martin ratio for VNM, currently valued at -0.65, compared to the broader market0.0020.0040.0060.0080.00100.00-0.65-1.25
VNM
IDX

The current VNM Sharpe Ratio is -0.38, which is comparable to the IDX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of VNM and IDX, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.38
-0.52
VNM
IDX

Dividends

VNM vs. IDX - Dividend Comparison

VNM's dividend yield for the trailing twelve months is around 0.16%, while IDX has not paid dividends to shareholders.


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%
IDX
VanEck Vectors Indonesia Index ETF
0.00%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.


-50.00%-45.00%-40.00%-35.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-52.64%
-41.71%
VNM
IDX

Volatility

VNM vs. IDX - Volatility Comparison

The current volatility for VanEck Vectors Vietnam ETF (VNM) is 4.71%, while VanEck Vectors Indonesia Index ETF (IDX) has a volatility of 7.53%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.71%
7.53%
VNM
IDX
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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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