Market Vectors Vietnam ETF

for period ending December 31, 2024


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  Overview

VNM is the Ingredient ID for this portfolio ingredient

This Ingredient ID appears in the scatterplots and comparisons below.

Portfolio Ingredient Provider   Market Vectors (www.vaneck.com)

Description   Market Vectors Vietnam ETF gives investors access to an equity portfolio that uses stocks from a specific country or region. This portfolio ingredient is an exchange-traded fund and can be used as part of an overall asset allocation or as part of a portfolio recipe.

Category   Global Equities, Asia and Australia

Peer Group   Global Equities. See How to Invest, below. You can see how this portfolio ingredient has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, Market Vectors. The investment seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the Market Vectors® Vietnam Index. The fund normally invests at least 80% of its total assets in securities that comprise the fund's benchmark index. The Vietnam Index is comprised of securities of Vietnamese companies. A company is generally considered to be a Vietnamese company if it is incorporated in Vietnam or is incorporated outside of Vietnam but generates at least 50% of its revenues (or, in certain circumstances, has at least 50% of its assets) in Vietnam. It is non-diversified. You may consult www.vaneck.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost



  How to Invest

You can invest in this portfolio ingredient by buying the ticker symbol "VNM" at your favorite brokerage. See below for the full set of risk and return metrics for this portfolio ingredient. For portfolio recipes that combine multiple ingredients into optimized portfolios that minimize risk and maximize return, visit www.RecipeInvesting.com. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.



  How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling the underlying ingredients.



  Compare: Total Return

for period ending December 31, 2024

5-year graph

● VNM ● Global equities (ACWI) ● U.S. equities (SPY) ● U.S. bonds (BND) ● 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
VNM -11.1% -2.4% -11.1% -16.8% -5.1% -3.5% -3.5%  
Peer Group* average
60% Equity / 40% Bonds 14.4% -2.5% 14.4% 3.8% 8.2% 8.2% 9.2% 7.6%
Global Equities (ACWI) 17.5% -2.7% 17.5% 5.4% 10.1% 9.4% 9.2%  
U.S. Equities (SPY) 24.9% -2.4% 24.9% 8.8% 14.5% 13.0% 13.8% 10.3%
U.S. Bonds (BND) 1.4% -1.7% 1.4% -2.4% -0.4% 1.3% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO -12.9490296615782% -5.63186192598689% -12.9490296615782% -3.75741397321555% -3.82438238072935% -1.8140494315247% 0% 0%
ENZL -4.86603381167585% -6.19875564461593% -4.86603381167585% -6.36213501008548% -2.80268908666229% 4.33766773736513% 0% 0%
EPHE -1.38782985690403% -1.64469347675641% -1.38782985690403% -5.64108885193741% -4.62758435070034% -3.07135720045245% 0% 0%
EWA 1.61633552940474% -8.20782104280342% 1.61633552940474% 2.86025053592893% 5.12167770924274% 5.19025087759244% 4.85008290056379% 6.45018379608893%
EWH 0.036610317928587% -2.50661308819183% 0.036610317928587% -7.03720360137734% -4.17646330069722% 1.10426379434574% 3.59136646307578% 4.75288922400814%
EWJ 7.04951628448225% -2.20660132594958% 7.04951628448225% 1.94751694763122% 4.34707628997957% 5.86319439429623% 5.42132297647115% 3.70930282359003%
EWM 19.4852898418701% 1.54550197231669% 19.4852898418701% 2.68338743171079% 0.675577733140997% -1.04099516843322% 1.95972860104319% 4.38048857089108%
EWS 22.1006547776224% -1.36723884659253% 22.1006547776224% 5.36284346821223% 2.47224092340415% 2.42782807249029% 3.77124323732447% 6.2693469025104%
EWT 16.1235533506537% 0.56758533829897% 16.1235533506537% 0.918849237561803% 11.7507915961898% 10.5372428976539% 8.85686125971337% 7.80181186283295%
EWY -20.4590373092894% -9.24047910286843% -20.4590373092894% -11.4129852079778% -2.17024921491286% 1.08267118278489% 2.08503247801075% 4.30999528982727%
INDY 3.46847825276879% -3.80238622892679% 3.46847825276879% 3.87839081467904% 8.07153150137636% 6.91602855761351% 5.92232856643706% 0%
MCHI 17.7083555584408% 0.896619931236886% 17.7083555584408% -6.89783807638652% -4.19525686752311% 1.17241034387159% 0% 0%
THD -2.18012989560772% -3.47879003998806% -2.18012989560772% -4.71206398751718% -4.50179734669106% 0.222973830152773% 5.14486976807587% 0%
VNM -11.1455108359133% -2.38095238095237% -11.1455108359133% -16.8380759346263% -5.068560440482% -3.4686971395488% -3.48521273071394% 0%
EPOL -2.47137702269681% -1.84157688102905% -2.47137702269681% 3.49643156295196% 2.65405454279612% 1.01387267574982% 0% 0%
EWD -3.89786408670704% -3.44024831867563% -3.89786408670704% -4.62832299360133% 5.43714896370988% 5.12522963972784% 6.65336716909537% 6.25460668360855%
EWG 9.81768114856214% -1.39448404090488% 9.81768114856214% 1.73441568992656% 4.26375976331057% 4.00947177352946% 4.77801371670801% 5.13741813844322%
EWI 10.3024357491133% 0.498516562752238% 10.3024357491133% 7.34980143639092% 7.55156865015723% 6.2583790843431% 2.56565705854974% 1.4453971561563%
EWK 0.176007519250443% -3.29920504371156% 0.176007519250443% -2.51516279686497% 0.718978295972805% 3.73216534072132% 5.31107469333651% 2.94423552722176%
EWL -2.78824414790945% -4.62751608217472% -2.78824414790945% -2.46820514726351% 4.50628269158335% 6.0304258027376% 7.22962802965441% 7.07089423949416%
EWN 1.68544088155527% -1.52302223111432% 1.68544088155527% -2.10266172663286% 7.25071094264136% 8.43510838774792% 7.43117339683157% 0%
EWO 4.13368622828685% 2.12341515311683% 4.13368622828685% -0.647990328588022% 4.43725174617209% 6.80140824703572% 3.58910662745351% 2.56546705382399%
EWP 5.76994373767712% -2.6683602400529% 5.76994373767712% 9.32577227470934% 4.50684889204649% 2.20946162956683% 1.12466314880735% 3.17674057806374%
EWQ -5.59430165176772% -0.280301522102289% -5.59430165176772% 0.353536056885528% 4.7751637473646% 6.57722380176908% 5.03471477820738% 4.81081380780115%
EWU 6.77580364644683% -3.31958239376029% 6.77580364644683% 4.69656475537241% 3.65483566770182% 3.33346234249874% 4.26161866014958% 3.52758341521604%
EZU 2.26481831785785% -0.71102829935864% 2.26481831785785% 1.46691231110425% 4.88930775515488% 5.25446596883541% 4.2912893009172% 4.12609286730101%
GREK 9.5322003197597% 4.02961219373796% 9.5322003197597% 17.4568722226004% 8.17096377102817% 2.17782022110218% 0% 0%
NORW -2.52797859586975% -4.91165153042634% -2.52797859586975% -3.6138845709564% 1.72773416794101% 3.15650890677723% 0% 0%
EIS 34.4787736179802% 4.47824447639562% 34.4787736179802% 1.14519275158018% 7.32221586073862% 6.69941677272179% 4.28482123498835% 0%
EZA 7.29523512180941% -6.96391036873479% 7.29523512180941% 1.0843500889822% 1.11092084216546% 0.175792175366429% 2.02615982740411% 4.06695168867333%
TUR 12.9090975237458% -1.31181104837844% 12.9090975237458% 28.4291353414054% 8.55804637343667% -1.37149279258729% -0.220263417404509% 0%
EWC 12.3979671149244% -5.57022178485825% 12.3979671149244% 3.93188072767625% 8.51217666232189% 5.65719847624455% 5.11059929071391% 6.38275033086144%
EWW -28.1990732679033% -3.89665615671353% -28.1990732679033% 0.671415556594912% 3.53943256066425% 0.0767330962713197% 1.82086889323583% 5.19853587500452%
SPTM 23.8665724023697% -2.81308144099383% 23.8665724023697% 8.54984353067134% 14.1729294459632% 12.6481123094492% 13.6606943110292% 10.313687776363%
ARGT 63.4759288989117% 0.118980652310197% 63.4759288989117% 41.0957565967708% 27.286936537814% 17.3122905769242% 0% 0%
ECH -8.63330753027664% -0.894866563118224% -8.63330753027664% 7.61829397331899% -1.83140574126093% -1.744150436697% -2.79965959388755% 0%
EPU 21.7830658326384% -4.16368485533364% 21.7830658326384% 15.9240031166325% 5.62044744122783% 5.3844514394138% 4.22635292015845% 0%
EWZ -30.4724334447642% -7.78143862656745% -30.4724334447642% 1.12940158891928% -7.37780738574874% 0.0451377318134938% -3.62988531353653% 4.07868896801644%
Historical Return
 
VNM 9.3% 9.8% 22.0% -43.7% 15.1%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO 5.30356114192578% -7.1370120837275% -0.601366323471475% -0.159115997018144% 2.56987297379807%
ENZL 30.0686445055321% 19.2313761504698% -11.3811349577622% -16.1795937287134% 2.96014467323324%
EPHE 8.49744770081529% -3.94077350311066% -2.22539573623151% -15.8737197891641% 1.27134070386119%
EWA 22.4123105826793% 8.26548924547703% 8.95035287652579% -5.92071938319786% 13.8374650093717%
EWH 10.713720486068% 4.18725441840027% -3.47965873763993% -6.80691225617256% -13.8242903026459%
EWJ 19.313030397214% 15.409364464848% 1.16503083940074% -17.7229786650309% 20.3002937043169%
EWM -1.416123126067% 3.16636500777123% -7.40618838465441% -6.00212045923264% -3.60199110937089%
EWS 14.4525846479129% -8.48812202616375% 5.55802427521443% -9.80288556411557% 6.20667458251687%
EWT 33.3325718691902% 31.5022545574496% 28.9445447347456% -28.8982676038929% 24.4848126180483%
EWY 7.94832659778564% 39.4383153551619% -7.55947408280722% -26.5891383326166% 19.0581243947996%
INDY 9.99431101794523% 10.0122442529701% 19.5473257564212% -7.31296691882432% 16.8822592482137%
MCHI 23.6682793823023% 27.7838195270677% -21.7327830701484% -22.7642710301429% -11.2325477495887%
THD 8.27566518270222% -9.86556970117346% 1.85245735118427% 1.22103248435226% -12.6192203640113%
VNM 9.25692737973767% 9.83579943037776% 22.0486082978499% -43.7428518586273% 15.05791488482%
EPOL -6.14107458172594% -8.36886025577675% 12.2176889469703% -24.6172345602251% 50.7898017506914%
EWD 21.7384025488355% 22.2612159226546% 22.8630526459482% -27.8444990585693% 25.0995569419867%
EWG 19.1549280384125% 10.5638043058162% 5.84010185589661% -22.2663433040249% 23.3452183360074%
EWI 26.8521503713927% 1.67356254423512% 14.4121027627441% -14.1593013986793% 30.6548062165143%
EWK 25.9170051505092% -0.862723785695862% 12.8517668981469% -13.9600189899799% 7.48483333755678%
EWL 31.5386153526025% 11.7869941666805% 20.1938017748866% -18.8922991269075% 17.6678372679907%
EWN 32.3891369459714% 23.2257613303791% 22.7401745801964% -24.4288381461311% 22.0949711677608%
EWO 17.0682890390888% -3.68400461617667% 31.5372591434171% -21.9304404095059% 20.6304637416666%
EWP 11.8854155528614% -4.85369000891213% 0.268415847613435% -5.1787255895102% 30.2865548628205%
EWQ 26.5863817023299% 2.85239160526263% 21.4728739940749% -12.0469753935533% 21.7163867593406%
EWU 21.2064850243748% -11.8045068614162% 18.2235913646434% -4.39403789099337% 12.4189361579772%
EZU 23.1950352082429% 6.66561654144979% 13.9353035106812% -17.2424753360999% 23.4353608715804%
GREK 50.196061847441% -13.9080490845131% 6.15871454338597% 3.63647816505532% 42.7515515262799%
NORW 12.5183045781489% 2.61148640939508% 18.5652564979858% -12.5506507565636% 5.05261757911113%
EIS 20.9331531138096% 12.0114677259749% 22.8428623515418% -27.0558935057172% 5.48526306893995%
EZA 9.62247473278586% -5.19108396411971% 7.91687912062649% -5.17761579437099% 1.52206964736277%
TUR 14.4133326299973% -1.85762849233754% -27.4791523746312% 105.750536890083% -8.81555424887528%
EWC 27.5634151158971% 5.52117105281553% 27.0007877315337% -12.9531944438606% 14.7453418933418%
EWW 12.5996456117044% -3.05421886308641% 20.304386399111% 1.23980750151178% 40.3579981867868%
SPTM 31.3427591323392% 17.9635581485433% 28.5820224634963% -17.7540615755163% 25.5506671986013%
ARGT 14.495440408037% 14.5712098105721% 3.82496999677782% 11.8025070446303% 53.686776683117%
ECH -17.790750805735% -8.89018153121168% -19.7140834143362% 25.1178232542317% 9.03130887973857%
EPU 7.29498897005725% -4.30829622016265% -11.8249696264587% 2.05025746064413% 25.3484886383478%
EWZ 27.6532692353031% -20.3272306998449% -17.275707145832% 12.0910724807815% 32.7101861220412%


  Compare: Risk vs. Return

for period ending December 31, 2024

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
● VNM ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● VNM ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● VNM ● Peer group ● All other ingredients ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
VNM risk vs. 60/40 Worse Worse Worse Worse Worse
VNM return vs. 60/40 Worse Worse Worse Worse Worse
Risk-Return Quadrant
SE SE SE SE SE
Risk-Return Direction 162° 155° 139° 139° 139°
Risk-Return Magnitude 26.9 22.8 17.6 15.4 16.8
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares VNM to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
VNM -29.6% -18.0% -16.7% -14.6% -15.3%  
Peer Group* average
60% Equity / 40% Bonds -8.0% -5.5% -4.2% -2.0% -0.7% 0.3%
Global Equities (ACWI) -6.2% -3.4% -4.1% -3.3% -4.8%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -26.5% -20.9% -21.3% -13.3% -9.6% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO -30.7273217604484% -13.7529334447708% -16.5088002176229% -13.6413571239991% 0% 0%
ENZL -27.3859806523004% -13.1186867368236% -16.3618701632221% -9.08668876013753% 0% 0%
EPHE -23.6514676909243% -12.2592084708405% -17.4803580424093% -14.9710368369399% 0% 0%
EWA -22.0900995047322% -5.37809560299456% -9.79718053767072% -8.46137731933744% -9.96189343922316% -5.37990993548831%
EWH -22.157284129273% -12.0896978490834% -17.1150552928628% -11.6589527909987% -10.7296884036824% -6.35161434977667%
EWJ -18.0307237152204% -7.13367954456238% -9.93375369569552% -6.74315156664937% -8.27578817351556% -6.60927900165947%
EWM -9.80081528767259% -6.29837874184343% -14.0007478311303% -13.9028384449429% -11.8616029916718% -6.1854658318152%
EWS -6.09336165311931% -3.47623337076912% -11.9448864195462% -10.6216324161321% -10.4928660959533% -5.32685461922803%
EWT -10.6682419796691% -6.84652978829526% -4.21341074683962% -4.06518778393974% -6.59965076620383% -4.34422021609462%
EWY -33.5871229449344% -14.2210865201061% -14.998957372012% -11.5722218326404% -11.9244289231635% -7.05615927921923%
INDY -21.614571282863% -5.53629303291423% -6.73950929168043% -6.8831452520201% -9.26325304726166% 0%
MCHI -14.9464744961987% -9.86996375441504% -15.9687819845457% -11.4520828115294% 0% 0%
THD -23.7589635608494% -12.7622249677359% -17.1897792616586% -12.364404976165% -9.81420962222959% 0%
VNM -29.571984368637% -18.0026759671724% -16.7260943579765% -14.6023993561203% -15.3024638008816% 0%
EPOL -25.4270233756222% -4.48896481131878% -11.5331155686171% -11.4825605299268% 0% 0%
EWD -25.2986723358221% -10.2149790650912% -9.60441371300264% -8.60631171118844% -8.75503125987181% -5.56811102823975%
EWG -15.8590251706789% -6.18897144313384% -10.43955922405% -9.42709284054961% -10.0401598595192% -6.24058793938823%
EWI -16.1060962708854% -1.95621242672967% -8.13150586569591% -8.00704128555039% -11.6666384814664% -8.7011191486%
EWK -23.6913041146375% -11.0644873242988% -13.4061147837985% -9.47865039297126% -9.2113299841873% -7.64711331877091%
EWL -25.514540257936% -11.1796079869544% -9.88305713142062% -6.76018234290748% -6.75641605914843% -3.52579637916387%
EWN -22.3516006983603% -8.7522323151774% -8.13583988152205% -5.85583662148224% -7.92745596695036% 0%
EWO -20.5910918280412% -8.02760084807482% -10.4187119966616% -7.74500700400811% -11.0124058464066% -8.04783855777737%
EWP -19.4386428062961% -0.161560065522829% -10.2874126150618% -10.8125195301542% -12.5215422084538% -7.63445696368749%
EWQ -27.9940864699755% -7.60225223487811% -10.0003790377027% -7.24548810984448% -9.75418331065454% -6.32691757030174%
EWU -18.1763091981405% -4.19601496788929% -10.8218145030482% -9.73066440309003% -9.87075304516032% -6.99205463826271%
EZU -22.1416417287414% -6.6120574544935% -9.89985791158577% -8.3228000075057% -10.2911909408481% -6.84089165044482%
GREK -16.675911797147% 5.87211722591673% -8.157137829684% -10.8408365822923% 0% 0%
NORW -24.9158622956176% -10.4444571291141% -12.2563339938712% -10.154954811556% 0% 0%
EIS -0.417397649122233% -6.68502318444227% -7.92188440280591% -7.20167011821561% -10.1656684642094% 0%
EZA -18.5966491684032% -6.3126952676542% -12.6079704775996% -12.0412566855263% -11.9881928362229% -7.20667623004279%
TUR -16.5484692477444% 8.49169764839734% -8.48434018182596% -12.4959725350546% -13.0846401528504% 0%
EWC -13.9264276848% -4.81403738579471% -6.63886386295132% -7.87288082895622% -9.25672811675688% -5.0691696105752%
EWW -42.9879697005799% -6.87705834959985% -11.0196406904813% -12.185545261316% -12.0882668768472% -6.40144271853543%
SPTM -1.50086807894387% -0.30060125042881% -0.407631281214591% -0.527595096177265% -0.338746295100636% -0.192336637453861%
ARGT 4.9298683489102% 15.3660484752242% 1.19380098980639% -3.69529133420992% 0% 0%
ECH -29.1487150475552% -2.09256730625136% -14.3866543372911% -13.1381251953999% -14.8171435144701% 0%
EPU -9.86257491422782% 3.98718121285606% -9.65328197473583% -8.87028425097974% -10.6646035509521% 0%
EWZ -44.3379004700223% -6.11961212977889% -16.8466974874504% -11.8178526120679% -14.65486870565% -7.46348375671806%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
VNM -41.0% -25.7% -20.8% -16.8% -17.1%  
Peer Group* average
60% Equity / 40% Bonds -5.8% -4.1% -2.9% -1.2% -0.3% 0.3%
Global Equities (ACWI) -5.1% -3.2% -3.7% -2.9% -4.5%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.9% -6.1% -2.3% -0.2% 0.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO -27.5676644032669% -10.3950130733055% -16.4230712933517% -12.5242086435271% 0% 0%
ENZL -24.9865431555777% -15.0773244403984% -16.4425976623877% -7.64488618763794% 0% 0%
EPHE -13.6552894418124% -13.7071364909084% -16.5248727702977% -12.5827079309872% 0% 0%
EWA -28.5556769944363% -6.29051727323622% -10.8294337534096% -8.30427047898498% -10.6462613315679% -5.49108942357044%
EWH -7.43227759173879% -13.5730069292648% -12.9242441791911% -7.65637350839652% -6.79330479015028% -4.15875617166601%
EWJ -15.0465074671708% -6.22886556787912% -6.44240350245169% -4.00834508364517% -4.66997046588766% -4.3279439555443%
EWM 8.53197716728626% -4.44355487641054% -8.82470065312378% -9.14956567164218% -7.01870018382836% -2.87400830523734%
EWS 7.98321004077151% -2.27520033379054% -9.50699654629576% -8.77315712647406% -8.62369434262215% -4.3042320808088%
EWT -0.674031008790863% -7.60365527117701% -0.970031377114818% -0.696052241252794% -3.87749427174161% -2.71702317163282%
EWY -47.6028952348812% -21.0797043558067% -17.7364909887329% -12.4794145396548% -13.2163654274719% -8.21626118316569%
INDY -9.74921381868196% -3.32103308013987% -3.85463034858401% -2.77493855412591% -5.87710846827574% 0%
MCHI 12.7107168190602% -13.3789168029666% -11.0957443363866% -7.49816897833586% 0% 0%
THD -9.94491552896815% -11.6145735609476% -16.7700014102009% -10.0631827719468% -6.41158008515182% 0%
VNM -40.998511062547% -25.6949797744614% -20.8245498486955% -16.8057543088066% -17.0983674065214% 0%
EPOL -21.9103315768156% -6.18602337110455% -15.6540977897148% -13.7883396163996% 0% 0%
EWD -27.4747752116426% -14.1620724469913% -10.5175879842852% -8.54479769814056% -9.40419772132867% -6.15315874156254%
EWG -10.4749144837104% -7.44005512892736% -11.5720971328181% -9.79810273944009% -11.4782948247767% -7.27970690155808%
EWI -3.26315616862217% -1.39552514346199% -7.65918464954257% -6.90991219270707% -13.4133622778794% -10.6570207243858%
EWK -11.1109562188529% -10.4255795814138% -12.785622566154% -8.14293711394101% -8.05836440921424% -8.20189526199945%
EWL -22.3206462505684% -10.6994625512963% -7.45608529651862% -4.31096710796919% -4.25205448469434% -1.91650934932239%
EWN -19.4138182686934% -11.6255161076364% -8.54368630040365% -5.1883064506722% -8.16657983458033% 0%
EWO -2.35053787065627% -9.08437998988816% -11.2307298637335% -7.20296843434062% -12.7085728373826% -10.6831979333632%
EWP -8.90744589224708% 1.24949521627591% -9.39923283163423% -9.92883132029469% -13.6529491166194% -8.0568980908854%
EWQ -17.9542885306069% -8.29119687460199% -9.95332557231241% -6.1702342792001% -10.1374609366431% -6.77445514441821%
EWU -6.30390180799017% -2.96314506684638% -8.76906697633209% -7.76434759254093% -8.55943710110592% -6.41302098935325%
EZU -13.9542843771383% -7.41320827636196% -10.2351380470848% -7.84023381919984% -11.2079896585328% -7.79765041675877%
GREK 5.71414543221133% 9.77805508991475% -7.46024072559896% -12.526624252666% 0% 0%
NORW -20.5393728304228% -12.1585990377122% -14.574465225041% -10.5036590567675% 0% 0%
EIS 10.3940614209679% -7.80441194881687% -7.52241495014987% -6.58640886953261% -9.95572349116442% 0%
EZA -0.372180140772161% -7.26023706159462% -13.460448823161% -12.6357981515386% -12.3938268798888% -7.5334501167339%
TUR 5.64060244549903% 22.5063173679241% -1.43090213581374% -10.1481865277439% -11.0315605398018% 0%
EWC -10.4492079768701% -4.71336058012384% -6.36892703945041% -7.32624836694397% -8.80456870536647% -4.72043189154467%
EWW -37.6792191661667% -7.73411734485519% -11.5329041064254% -12.4272924241352% -12.1255409034855% -6.30394139455344%
SPTM -1.47587195280611% -0.297313804641767% -0.398557953344259% -0.502162583480347% -0.300168460586335% -0.119923815161%
ARGT 57.6247241707232% 31.5258086537317% 9.25061308140964% 1.42945782628286% 0% 0%
ECH -21.300721210698% -0.9475539640524% -15.7826074673598% -13.5001005131094% -15.248945374964% 0%
EPU 12.0888474155427% 7.65599846783913% -8.67804865760213% -6.89186311988777% -8.26840979664665% 0%
EWZ -39.7532137732646% -7.08701103638946% -23.4403214022231% -13.089754758969% -19.3543395938033% -8.40336633978055%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
VNM -0.85 -0.74 -0.17 -0.13 -0.08  
Peer Group* average
60% Equity / 40% Bonds 1.07 -0.04 0.41 0.59 0.79 0.60
Global Equities (ACWI) 1.21 0.08 0.45 0.53 0.56  
U.S. Equities (SPY) 1.70 0.26 0.65 0.73 0.85 0.61
U.S. Bonds (BND) -0.57 -0.89 -0.48 -0.13 0.19 0.27
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO -0.974743383550989 -0.502816244343869 -0.162347897437782 -0.0675994680822276 0 0
ENZL -0.636669878988492 -0.441591507644823 -0.17426419064512 0.203381217561535 0 0
EPHE -0.261659029113806 -0.383599218763189 -0.226423419105842 -0.168798594914453 0 0
EWA -0.120921393454666 0.00616204664702214 0.192929121823324 0.246695974929177 0.261815635619414 0.314246742881831
EWH -0.100272845254906 -0.374458411255263 -0.214143086453537 0.0454138033316798 0.202073271785592 0.241681275287019
EWJ 0.223017373166259 -0.120252419947759 0.13962156026156 0.321338775523873 0.336884600818212 0.198556580009204
EWM 0.92672785257716 -0.0725136858091043 -0.0674998820354721 -0.116800917257102 0.109630458692758 0.233453977320805
EWS 1.21518723016357 0.0796238753411538 0.0557990261158908 0.105059125299926 0.2141846930835 0.31060971851667
EWT 0.851117234692749 -0.0769994884061719 0.456019716496541 0.504127773562299 0.464133819128585 0.370976707888966
EWY -1.298818672312 -0.491955126690692 -0.0788222782048111 0.0658080151124451 0.14012547523093 0.224308631486181
INDY -0.110285827529283 -0.0511955390821324 0.332220301184549 0.34084644797867 0.309260900819158 0
MCHI 0.539952596698152 -0.21269532157762 -0.127715422247194 0.0823845666503976 0 0
THD -0.267612840794294 -0.430507132581506 -0.214839403109388 -0.00137587844423266 0.272147661848615 0
VNM -0.849068921825611 -0.739860249272459 -0.165359146091952 -0.128030928461916 -0.0846251871162412 0
EPOL -0.446014830662853 0.0999381521684195 0.145775604379293 0.09565186964931 0 0
EWD -0.422949473118138 -0.257506509710117 0.203904160940458 0.240461253538494 0.339596153794102 0.302715602187244
EWG 0.415534437316455 -0.0378862522092579 0.156130194521467 0.187714199486132 0.256977122159516 0.25837082728151
EWI 0.402990847681645 0.189454836868442 0.283854530954548 0.287272386364193 0.166750506027432 0.109415592462745
EWK -0.284598857576379 -0.333579701351429 -0.0167925358115888 0.171943613677944 0.294148829803791 0.162301072836905
EWL -0.454309603246257 -0.343564962039382 0.150609104663327 0.324264341653267 0.438761707678128 0.396668867241906
EWN -0.15550810726078 -0.177729443863115 0.272147385212344 0.401438841024731 0.385502440679411 0
EWO -0.000535620021358103 -0.140799236888044 0.176429386789358 0.307396298215081 0.206220187044587 0.165372234379313
EWP 0.123242102520183 0.271841098144518 0.167015051271218 0.10626474644152 0.106215775529946 0.177614087705992
EWQ -0.696193064839478 -0.126134096236559 0.173109936324186 0.315729531067531 0.270611937460909 0.245627325622125
EWU 0.206831502838069 0.0373444213726616 0.111853637453286 0.15036367881105 0.245374607709421 0.185108691715869
EZU -0.142619750936009 -0.0691256999497266 0.17794253418819 0.250098995822183 0.235801445674201 0.214781292076555
GREK 0.35488701496302 0.583207593799425 0.302843681735473 0.150137313441263 0 0
NORW -0.393643346180357 -0.273997067485196 0.0765086593787904 0.153783789699226 0 0
EIS 1.62644770872812 -0.0645145590486203 0.278903949023883 0.320553933919391 0.238631048724148 0
EZA 0.203737361982196 -0.0280702421144596 0.0683663831115132 0.053138693181763 0.147520981949265 0.21885175438156
TUR 0.40716427127357 0.748059561701456 0.310888969645753 0.0552516683837785 0.106580014724618 0
EWC 0.581737539519572 0.0170975792574094 0.337873475406091 0.275478979254495 0.289951715566454 0.322011508805196
EWW -2.37412642395056 -0.0753591858044702 0.151512283315709 0.0373638114404568 0.131936607834222 0.26341321122092
SPTM 1.58149195491495 0.249555097164081 0.627303880094734 0.698805095141817 0.835349467908109 0.598644792902946
ARGT 1.91329273806643 1.04699697165508 0.771464762145593 0.591529961056746 0 0
ECH -0.807444025369441 0.209522122548282 -0.0298382613517426 -0.0188835779337624 -0.047780928013086 0
EPU 0.923113835904681 0.505750756614522 0.221694202659447 0.249475212116879 0.232301301742086 0
EWZ -2.56155968760261 -0.010340669806636 -0.134800554768653 0.107813030207967 -0.000498505460791738 0.237109908834567
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
VNM -0.97 -0.88 -0.21 -0.17 -0.12  
Peer Group* average
60% Equity / 40% Bonds 1.73 -0.06 0.60 0.86 1.22 0.88
Global Equities (ACWI) 2.12 0.12 0.65 0.78 0.85  
U.S. Equities (SPY) 3.35 0.38 0.99 1.12 1.35 0.90
U.S. Bonds (BND) 1.73 -0.06 0.60 0.86 1.22 0.88
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO -1.15554292188952 -0.60897546644745 -0.204493377523979 -0.0888823311478075 0 0
ENZL -0.824943559957917 -0.568842053846751 -0.232972925064941 0.296180799139168 0 0
EPHE -0.36569213444717 -0.470229793956082 -0.279560153820553 -0.217881006253144 0 0
EWA -0.154592741312951 0.00884575103922563 0.269361433598497 0.350210750156602 0.374385458658174 0.449265061390059
EWH -0.160557911243475 -0.542675524172818 -0.309230103835204 0.0656771901137097 0.295028002541811 0.35520202258073
EWJ 0.306163492121214 -0.164355206293084 0.20344543810806 0.469807408085572 0.48981732639176 0.282203258460901
EWM 1.50609716062926 -0.0976552979630065 -0.093803416365579 -0.159566644623565 0.155609235579858 0.343682764207728
EWS 2.25658446723141 0.119424232703479 0.0793066919104115 0.150495427910948 0.310231899689433 0.459281286392249
EWT 1.83656064637658 -0.117009232652473 0.742156171843636 0.794786552799635 0.72528766527344 0.574539641202594
EWY -1.46653203777212 -0.642982499747558 -0.111592642031755 0.0952995993457936 0.203306354430356 0.333884343989169
INDY -0.143948471140172 -0.0714751633278208 0.451185523790442 0.486648359669874 0.461208778118358 0
MCHI 1.15046892869085 -0.330460114117322 -0.192606195939828 0.123696993250255 0 0
THD -0.452626844350833 -0.579014059006902 -0.309473379574648 -0.00200948574151788 0.408457193324399 0
VNM -0.966976011765442 -0.881358796037906 -0.21481283053874 -0.166964792938831 -0.115433399013512 0
EPOL -0.617624334241881 0.149080987230689 0.215905430157752 0.142301432710268 0 0
EWD -0.589005965149985 -0.356222972565567 0.299075732169724 0.352304062020721 0.518834945469264 0.448454903854324
EWG 0.68260040781808 -0.0560446956903412 0.228950876378845 0.277406472766543 0.37985199623264 0.370694994283654
EWI 0.671939349765462 0.297551089320532 0.43617532621224 0.43334548451765 0.24439993634254 0.155435453467335
EWK -0.402202471510158 -0.445106563755296 -0.0242044682537728 0.250204844629942 0.441764448997432 0.220315977105948
EWL -0.665282914193515 -0.472120561791381 0.219562209098607 0.478422834044267 0.650825169968113 0.577269239256131
EWN -0.216917147791433 -0.258270561017152 0.41158574643442 0.611539532745164 0.58611783348643 0
EWO -0.000837584452532663 -0.195333306859818 0.25520038967219 0.458124191876683 0.3013572412365 0.231878397287184
EWP 0.212297155249122 0.45618238628585 0.260659554633644 0.160248722271298 0.16058930401165 0.263656985127961
EWQ -0.815395323589824 -0.180109537825734 0.258308022968502 0.478509605553662 0.403677801590764 0.352525016500747
EWU 0.310019196213715 0.0524270001517855 0.153882083559273 0.208073429049745 0.355875729583823 0.261727495036426
EZU -0.199416255701423 -0.101791493034209 0.264465500878031 0.373775050972072 0.349160012844758 0.304895670297575
GREK 0.534316346013573 0.937750380460155 0.446827824956006 0.213545690129847 0 0
NORW -0.659007482247465 -0.350889471892931 0.104142983595505 0.216871391460198 0 0
EIS 3.29580271323395 -0.087545232540486 0.391757241028225 0.450851909009686 0.335047225364579 0
EZA 0.30884788066237 -0.0383994719319826 0.08961744831238 0.0729949610782068 0.210117427152372 0.315131523251977
TUR 0.668358682609802 1.52012407716059 0.516639541533258 0.0830736501717259 0.160420642430305 0
EWC 0.949789981462579 0.023712716471064 0.479973431024183 0.396591653122612 0.416969311883897 0.465856254547025
EWW -2.1324469849102 -0.118627239063527 0.212706513982314 0.0511125818885849 0.184138584420969 0.369032211291045
SPTM 3.05062868653862 0.35708709109182 0.955276263961027 1.06593510151705 1.31465173031033 0.870497199952131
ARGT 4.40770112640697 2.02537059430837 1.31139540047593 0.950405195368624 0 0
ECH -0.911995139072387 0.302973686523838 -0.0419471597649913 -0.0268209324665885 -0.0668549990722092 0
EPU 1.87945367592154 0.799691518016539 0.313499980820746 0.374034931944043 0.348596966462183 0
EWZ -2.29747206077441 -0.0150487020745415 -0.178857020851882 0.158796787088998 -0.000716336908636841 0.35489958713047
Treynor
  1 year 3 year 5 year 10 year 15 year 20 year
VNM -9.20 -17.10 -4.86 -3.70 -3.89  
Peer Group* average
60% Equity / 40% Bonds 18.38 4.71 11.23 11.68 13.57 11.17
Global Equities (ACWI) 19.39 5.42 10.39 9.63 8.94  
U.S. Equities (SPY) 24.54 8.49 14.11 12.66 13.43 9.92
U.S. Bonds (BND) 18.38 4.71 11.23 11.68 13.57 11.17
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO -27.4425182137656 -11.1050302467127 -5.00690794869379 -2.74331533581461 0 0
ENZL -6.85482347993263 -6.95901919541717 -3.40196486182016 4.40368590636345 0 0
EPHE -4.73866001149355 -7.693441184477 -6.45523433681691 -5.04438500576858 0 0
EWA 1.00144030548001 2.30581478083454 4.21344202233342 4.63255854207111 3.95038049143656 5.09966729037
EWH -2.48720115473646 -21.6826892428898 -9.23774745166333 1.24020417637675 4.47436549156662 5.24290219946001
EWJ 7.79141764183141 1.97291006137988 5.94854894429545 7.75265134588663 7.23746857363362 4.558773070789
EWM 63.6668903279006 4.5785086586456 0.586099020126616 -2.53279003346995 2.63807694337842 6.25021636819334
EWS 47.345779758299 7.6415815607209 2.72805427659266 2.49329073872195 3.8548969989306 5.71745655463618
EWT 26.5575527418294 0.626626004807821 13.5020494909495 12.176462485653 9.29525555131717 7.24247263813364
EWY -18.6888852036162 -9.5107056838821 -2.29372979395173 0.697813788523177 1.54503022235404 3.13067838736807
INDY 7.53023591264663 6.6517538712907 9.98339198345072 9.4540242465574 6.63935896374867 0
MCHI 11060.6357675503 -22.2988023141309 -13.9804424350222 1.37079795948925 0 0
THD -18.0027288729738 -11.3579403797011 -6.03305696841212 -0.168280435346596 5.8505891120193 0
VNM -9.20005803814361 -17.1024901643299 -4.85760629120469 -3.70471198089815 -3.88644351965399 0
EPOL -3.88184327888334 2.53567575376821 1.71622659294792 0.570380962496051 0 0
EWD -4.5454982105706 -4.1524692071513 4.490670829196 4.50070327883238 5.32043314431301 4.71969055953572
EWG 12.3058846497212 1.26416778504438 3.48770407274077 3.40858772138837 3.68756237517145 3.82346824227945
EWI 23.0554064221953 7.19484183843546 6.75250908047891 5.82210396045557 1.8807646691478 0.902065218545953
EWK -0.545459951742271 -3.90189634387306 0.404519632042083 3.77644049488839 5.13232507357615 2.35317359318798
EWL -4.29024951641833 -3.4112185641986 5.35196595212805 7.52953224673132 8.45646510749431 7.91856146859021
EWN 1.64994902133804 -2.05074011767317 6.16921045922119 7.65066446909762 6.1711585327664 0
EWO 49.6653936154697 -1.12715549819779 3.69154413428944 5.90871032270445 2.69014850154238 1.64154429992714
EWP 11.1189966542309 11.4859401917687 4.37561182112326 2.02195736388388 0.717413775963728 2.54028672955015
EWQ -16.0118136259992 0.00470673544117841 4.32402018641059 6.37994715897065 4.20960335643074 3.86467273979774
EWU 15.778014214942 6.56405438415403 4.04151967354119 3.62081257051095 4.2420699532955 3.30746752948044
EZU 3.39108244257824 1.10500704482562 4.28752927940795 4.86550255874244 3.45922171866916 3.1625008585248
GREK -159.290025754549 25.6187455723037 7.08402088263785 1.58126631902666 0 0
NORW -4.39307290490423 -4.32827014802819 1.18436507302827 2.64778280428309 0 0
EIS 35.5586073612891 0.771802949247611 6.744060072403 6.19059125407649 3.79351343550938 0
EZA 51.2242456805299 0.856618341043693 0.754599821589366 -0.176455980051396 1.59409727849155 3.21539287444212
TUR 108.673789054895 169.957431870474 13.6666323015228 -2.81883466582194 -0.749892905293239 0
EWC 13.4221530362357 3.79382603949758 7.87015728558373 5.31903556122243 4.70928618145903 5.49626397036706
EWW -125.979956088876 0.36804644497793 3.02606999730117 -0.285557918034424 1.45199525444287 4.23625082184757
SPTM 22.989684049079 8.18306202690438 13.6925171092537 12.1374140389001 13.1175084717386 9.77876244800366
ARGT 1421.07781759457 33.7021182124359 20.4262794778502 13.4090301726886 0 0
ECH -23.2330240759419 7.88715085206387 -2.2850668341042 -2.36562134593988 -3.5293928678102 0
EPU 90.3030402079784 18.6211733220947 5.35038270886167 5.39811770380831 4.32806886985173 0
EWZ -142.297069809672 0.949694295143509 -6.76228585576482 -0.300380290255543 -3.43640360429171 2.96002083494853


  Compare: Risk & Volatility

for period ending December 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
VNM 17.4% 42.5% 46.5% 46.5% 56.8%  
Peer Group* average
60% Equity / 40% Bonds 3.6% 16.9% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 22.2% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 20.2% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 13.7% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO 16.6% 19.2% 39.1% 48.6% 0% 0%
ENZL 7.3% 24.3% 37.3% 37.3% 0% 0%
EPHE 13.3% 32.2% 32.2% 43.7% 0% 0%
EWA 10.5% 23.4% 30.2% 31.4% 31.4% 63.8%
EWH 8.9% 31.1% 40.4% 40.4% 40.4% 57.1%
EWJ 5.7% 23% 28.9% 28.9% 28.9% 48.8%
EWM 9% 20.6% 23.8% 33.7% 41.1% 45.2%
EWS 3.6% 17.7% 24.4% 32.1% 32.1% 60%
EWT 3.1% 35.8% 37.5% 37.5% 37.5% 58.1%
EWY 22.3% 34.6% 48.1% 48.1% 48.1% 70.2%
INDY 9.6% 14.2% 31.7% 34% 38.8% 0%
MCHI 7.1% 42.8% 58.7% 58.7% 0% 0%
THD 11.7% 28.4% 28.4% 40% 40% 0%
VNM 17.4% 42.5% 46.5% 46.5% 56.8% 0%
EPOL 12.3% 47.1% 52.8% 60.4% 0% 0%
EWD 14% 33.6% 40.3% 40.3% 40.3% 63.1%
EWG 6% 36.5% 41.7% 41.7% 41.7% 60.7%
EWI 6.7% 31.7% 32.9% 33.4% 47.9% 66.1%
EWK 11.3% 28% 32.4% 33% 33% 70.4%
EWL 13% 22.6% 27.6% 27.6% 27.6% 47.4%
EWN 11.8% 33.3% 41.3% 41.3% 41.3% 0%
EWO 9.4% 37.5% 37.6% 47.6% 47.6% 73.7%
EWP 9.7% 23.8% 32.5% 38.7% 49.1% 58.6%
EWQ 11.3% 27.2% 29.1% 29.1% 34% 57.8%
EWU 7.8% 21.3% 26.8% 30% 30% 60%
EZU 9% 31% 34.7% 34.7% 35.9% 62%
GREK 10% 25% 40.2% 51.3% 0% 0%
NORW 9.5% 30.1% 32.2% 43.7% 0% 0%
EIS 7.4% 35.6% 38.6% 38.6% 38.6% 0%
EZA 12.4% 33.7% 36.5% 54% 54% 57.1%
TUR 20.2% 21% 36.1% 61.5% 71% 0%
EWC 5.6% 22.9% 26.4% 26.9% 34.1% 56.7%
EWW 29.7% 29.7% 38.2% 47.4% 56.2% 61.2%
SPTM 4.1% 19.9% 23.6% 23.6% 23.6% 50.1%
ARGT 9.1% 29.3% 35.6% 55.9% 0% 0%
ECH 8.7% 21.8% 29.3% 59.6% 68.2% 0%
EPU 6.2% 31.6% 33% 45% 56.5% 0%
EWZ 26.4% 30.5% 46.2% 50.3% 70.5% 73.7%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
VNM 15.6% 23.3% 27.3% 23.0% 24.3%  
Peer Group* average
60% Equity / 40% Bonds 9.2% 13.6% 14.0% 11.3% 10.5% 10.7%
Global Equities (ACWI) 10.9% 17.6% 19.3% 16.2% 16.3%  
U.S. Equities (SPY) 12.6% 18.9% 20.9% 17.3% 16.6% 16.6%
U.S. Bonds (BND) 5.7% 7.5% 6.5% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO 15.2% 15% 24.2% 22.1% 0% 0%
ENZL 13% 20.3% 21.3% 20.1% 0% 0%
EPHE 17.5% 21.1% 22.5% 19.3% 0% 0%
EWA 16.3% 24.1% 26% 20.8% 22.5% 24.6%
EWH 23.3% 24.1% 22.6% 20.6% 20.6% 22.3%
EWJ 12.1% 16.6% 16.3% 14.7% 15.1% 16.1%
EWM 17.5% 17% 17.1% 16.1% 16.4% 17.9%
EWS 15.4% 17.8% 20.1% 19% 19.4% 23.1%
EWT 14.3% 23.7% 25% 21.2% 20.8% 24%
EWY 15.8% 25.3% 26.5% 23.8% 24.2% 28.6%
INDY 9.4% 12.9% 21.4% 19.9% 23% 0%
MCHI 31.8% 33.2% 28.6% 26.4% 0% 0%
THD 19.1% 18.3% 23.3% 20% 23.1% 0%
VNM 15.6% 23.3% 27.3% 23% 24.3% 0%
EPOL 13.7% 35.3% 36.8% 29.4% 0% 0%
EWD 16.6% 25.5% 26.8% 21.7% 23.1% 25.1%
EWG 13.4% 24.2% 25.5% 21.2% 22.7% 24.1%
EWI 15.9% 24.7% 28.1% 24.1% 26.2% 25.7%
EWK 13.1% 17.8% 21.6% 18.5% 19.3% 21.7%
EWL 14% 17.4% 18.1% 15.5% 16.3% 17.3%
EWN 14.2% 24.8% 26% 21.2% 21.6% 0%
EWO 13.3% 23.4% 29.6% 25.1% 25.3% 28.2%
EWP 18.4% 22.9% 26.6% 22.3% 25.5% 26%
EWQ 12.8% 21.6% 24.5% 20.3% 21.8% 22.5%
EWU 11.4% 16.9% 19.7% 16.8% 17.6% 18.4%
EZU 12.8% 22.3% 24.4% 20.1% 21.6% 22.7%
GREK 15.9% 26.6% 33.1% 32.1% 0% 0%
NORW 15.2% 22.2% 28% 23.3% 0% 0%
EIS 20.6% 23.7% 24.6% 20.7% 20.3% 0%
EZA 19.6% 27.5% 29.4% 26.6% 26.2% 28.9%
TUR 28% 44.7% 41.1% 34.8% 34.2% 0%
EWC 14.3% 19.5% 23% 19.3% 18.5% 21.9%
EWW 11% 24.8% 29.6% 24.8% 23.7% 26.7%
SPTM 12.9% 19% 21% 17.6% 16.9% 17.1%
ARGT 39.2% 47.8% 47.3% 40.2% 0% 0%
ECH 14.1% 31.4% 30% 26.8% 25.2% 0%
EPU 20.9% 28.9% 30.4% 27.2% 26.2% 0%
EWZ 10.8% 29.4% 34.5% 36.1% 32.8% 37.3%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
VNM 13.6% 18.8% 20.5% 17.2% 17.4%  
Peer Group* average
60% Equity / 40% Bonds 5.2% 9.2% 9.0% 7.2% 6.5% 7.0%
Global Equities (ACWI) 5.7% 11.7% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.9% 12.3% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 5.5% 4.5% 3.5% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO 12.5% 11.7% 19% 16.5% 0% 0%
ENZL 9.6% 14.9% 15.4% 13.3% 0% 0%
EPHE 12.2% 16.4% 17.7% 14.5% 0% 0%
EWA 12.5% 15.8% 18% 14.2% 15.4% 16.9%
EWH 14.1% 15.6% 14.9% 13.8% 13.8% 14.8%
EWJ 8.4% 11.2% 10.5% 9.6% 10.1% 11%
EWM 10.7% 11.7% 11.7% 11.4% 11.3% 11.8%
EWS 7.9% 10.8% 13.6% 12.9% 13.2% 15.3%
EWT 5.9% 14.4% 14.5% 12.9% 12.9% 15.1%
EWY 13.8% 18.4% 17.9% 15.8% 16.2% 18.8%
INDY 6.9% 8.4% 15.5% 13.7% 15.2% 0%
MCHI 14.5% 20.2% 18.1% 17% 0% 0%
THD 10.7% 12.7% 15.6% 13.3% 15.1% 0%
VNM 13.6% 18.8% 20.5% 17.2% 17.4% 0%
EPOL 9.5% 22.5% 24% 19.2% 0% 0%
EWD 11.5% 17.6% 17.7% 14.4% 14.8% 16.5%
EWG 7.6% 15.4% 16.8% 13.8% 15% 16.5%
EWI 9% 14.7% 17.7% 15.5% 17.5% 17.7%
EWK 8.7% 12.4% 14.4% 12.3% 12.5% 15.7%
EWL 9% 11.7% 11.7% 10% 10.7% 11.6%
EWN 9.8% 16.1% 16.5% 13.4% 13.9% 0%
EWO 7.9% 16% 19.9% 16.4% 17% 19.7%
EWP 10% 12.4% 16.4% 14.3% 16.6% 17.2%
EWQ 10.6% 14.1% 15.8% 12.9% 14.3% 15.4%
EWU 7.1% 11% 13.8% 11.8% 11.8% 12.7%
EZU 8.7% 14.1% 15.8% 13% 14.3% 15.7%
GREK 10.2% 15.5% 21.9% 22.1% 0% 0%
NORW 8.5% 16.4% 20% 16.1% 0% 0%
EIS 9.9% 16.5% 16.9% 14.2% 14.1% 0%
EZA 12.5% 19.2% 22% 18.9% 18% 19.6%
TUR 16.8% 20.8% 24% 22.6% 22.3% 0%
EWC 8.2% 13.1% 15.7% 13% 12.6% 14.8%
EWW 12.1% 15% 20.7% 17.8% 16.7% 18.7%
SPTM 6.2% 12.3% 13.2% 11.1% 10.4% 11.5%
ARGT 16.7% 23.6% 27.1% 24.4% 0% 0%
ECH 12.3% 20.8% 20.7% 18.4% 17.6% 0%
EPU 9.7% 17.5% 21% 17.8% 17.1% 0%
EWZ 11.8% 19.4% 25.5% 24% 22.4% 24.3%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
VNM 1.25 1.00 1.12 1.03 0.99  
Peer Group* average
60% Equity / 40% Bonds 0.77 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.88 0.94 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.77 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Ingredients Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Global Equities
EIDO 0.484580947831124 0.369787898574374 0.833543226441645 0.788513529088541 0 0
ENZL 0.760796489109344 0.964392631626353 0.926458984734244 0.905735785170402 0 0
EPHE 0.366542794379075 0.778608756942855 0.770952054774752 0.678070571905622 0 0
EWA 1.26542111112268 1.0890548241255 1.13270477168652 1.04502922268671 1.13938165829839 1.19637059113421
EWH 0.125635800223691 0.340654027918638 0.489898121776814 0.608909390412457 0.724633390782604 0.839954138213853
EWJ 0.859975009321421 0.810186512603656 0.672094069006925 0.711253779250719 0.700829454324444 0.737086699884204
EWM 0.300567499339024 0.509837543275527 0.55704905930277 0.548836253848479 0.610534419689578 0.645001150053817
EWS 0.459419256866046 0.656114392426644 0.778264976727212 0.833731989168118 0.887741336007844 1.03547005921516
EWT 0.593972708203908 0.909246357267522 0.844442155134394 0.83670861585103 0.915280853487303 1.02902978166201
EWY 1.11339595208088 1.23671969507292 1.09835999291513 1.05125374351833 1.12356420448828 1.26519015191336
INDY 0.414248167472251 0.530581716889809 0.773528645259699 0.694618139432381 0.839423922030139 0
MCHI 0.00156946346466341 0.324991889681684 0.325050420540363 0.60061259418358 0 0
THD 0.140491018821366 0.445605069549728 0.804051610553412 0.749451324562248 0.819708554289405 0
VNM 1.24940545087625 1.00495118516684 1.11529258260649 1.03052247639085 0.986584402074752 0
EPOL 0.726579783207874 1.24122326482539 1.34304102205744 1.16550322352883 0 0
EWD 0.934321325251407 1.19866387217285 1.13302830065139 1.06119811027527 1.18491768861202 1.25125043343272
EWG 0.769435891263247 1.0958386070222 1.12241975131597 1.07386995653359 1.20104324775819 1.25235153261463
EWI 0.431714095233218 0.973017860333127 1.06663711799484 1.01497453483457 1.17854470024307 1.21532823602517
EWK 0.31731808268947 0.734067327719699 0.914384473219175 0.89583657414417 0.966809934460731 1.10282713923573
EWL 0.731271214232269 0.82589166292444 0.776759587681827 0.754540095087947 0.81364212077639 0.84886660801153
EWN 0.809933542765069 1.19554571094844 1.11871999876487 1.056903827777 1.14760972901722 0
EWO 0.0762018405062401 0.884600355056107 1.10743899358467 1.09200080378306 1.2043999802519 1.35017692096471
EWP 0.487530672139669 0.781536408819301 0.950211590217791 0.920083596951892 1.08106555724317 1.11312188496268
EWQ 0.37118802503661 0.944228036582547 1.02360112377679 0.976204319763167 1.11307944149376 1.15448895233325
EWU 0.407320701678634 0.662315190524053 0.817945750461762 0.824226733381123 0.922315491706802 0.961004624101071
EZU 0.564930674784815 1.01159580024167 1.05893525943702 1.00819475157816 1.13961977467945 1.19430830565582
GREK -0.0576502417583182 0.667783687885731 1.10415709881341 1.15649614095787 0 0
NORW 0.654910693145818 0.915602829939576 1.16403495342429 1.06028979299765 0 0
EIS 0.959814917549732 1.03148209920041 1.03396529101984 1.02580265547639 1.03748925015701 0
EZA 0.135602646836602 0.858326548046099 1.00958017090394 0.982112648742676 1.0520487204331 1.15626923630512
TUR 0.115575299321533 0.165218097302649 0.600656721202692 0.610388625757438 0.759248738995682 0
EWC 0.897685733210974 0.944373533486931 1.03722003776895 0.997945321069341 1.01108900201039 1.09777451339138
EWW 0.226608787457303 0.875769174439518 1.05428517456252 0.953777541609048 1.01362388300598 1.14474903720841
SPTM 1.02295797222975 1.00216174316993 1.00959067718087 1.01331473448215 1.01479656097708 1.01900378539987
ARGT 0.0444218017423169 1.20902385169411 1.31878371397511 1.26505784036146 0 0
ECH 0.386622048263584 0.921651212756459 0.954237982906491 0.884859390371508 0.89215101212645 0
EPU 0.237356061965935 0.836408695730846 0.985229637344606 0.932799151552441 0.895840896120049 0
EWZ 0.216599859092745 0.821643098824946 1.14264604837472 1.01189759570814 1.15788993291952 1.25999016583277


  Compare: Correlation

for period ending December 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.83 0.71 0.77 0.74 0.62
to S&P500 (SPY) 0.75 0.66 0.74 0.69 0.59
to U.S. Bonds (BND) 0.56 0.70 0.57 0.41 0.27
to Commodities (DBC) -0.28 0.08 0.36 0.37 0.37
to Gold (GLD) 0.06 0.35 0.26 0.18 0.17


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