^SSMI vs. VXUS
Compare and contrast key facts about Swiss Market Index (^SSMI) and Vanguard Total International Stock ETF (VXUS).
VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SSMI or VXUS.
Key characteristics
| ^SSMI | VXUS | |
|---|---|---|
| YTD Return | 5.80% | 6.19% |
| 1Y Return | 10.04% | 13.19% |
| 3Y Return (Ann) | -1.99% | 0.38% |
| 5Y Return (Ann) | 2.71% | 5.31% |
| 10Y Return (Ann) | 2.82% | 4.92% |
| Sharpe Ratio | 0.89 | 1.05 |
| Sortino Ratio | 1.25 | 1.52 |
| Omega Ratio | 1.16 | 1.19 |
| Calmar Ratio | 0.56 | 1.11 |
| Martin Ratio | 4.34 | 5.75 |
| Ulcer Index | 2.30% | 2.33% |
| Daily Std Dev | 11.20% | 12.72% |
| Max Drawdown | -56.31% | -35.97% |
| Current Drawdown | -9.15% | -7.34% |
Correlation
The correlation between ^SSMI and VXUS is 0.59, 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.
Performance
^SSMI vs. VXUS - Performance Comparison
In the year-to-date period, ^SSMI achieves a 5.80% return, which is significantly lower than VXUS's 6.19% return. Over the past 10 years, ^SSMI has underperformed VXUS with an annualized return of 2.82%, while VXUS has yielded a comparatively higher 4.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^SSMI vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Market Index (^SSMI) and Vanguard Total International Stock ETF (VXUS). 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.
Drawdowns
^SSMI vs. VXUS - Drawdown Comparison
The maximum ^SSMI drawdown since its inception was -56.31%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for ^SSMI and VXUS. For additional features, visit the drawdowns tool.
Volatility
^SSMI vs. VXUS - Volatility Comparison
Swiss Market Index (^SSMI) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.89% and 3.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.