Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IINTERNATIONAL, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Mar 23, 2017, corresponding to the inception date of IDEV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio IINTERNATIONAL | -0.63% | -2.38% | 3.22% | 7.35% | 27.24% | 14.87% | 8.34% | — |
| Portfolio components: | ||||||||
FNDF Schwab Fundamental International Large Company Index ETF | -0.53% | -1.24% | 8.87% | 17.04% | 40.55% | 20.19% | 12.57% | 11.19% |
EFG iShares MSCI EAFE Growth ETF | -0.76% | -3.34% | -0.95% | -0.96% | 15.04% | 8.37% | 3.75% | 7.45% |
IDEV iShares Core MSCI International Developed Markets ETF | -0.55% | -2.44% | 2.28% | 6.36% | 26.17% | 15.14% | 8.49% | — |
VEA Vanguard FTSE Developed Markets ETF | -0.77% | -2.79% | 3.65% | 8.84% | 30.37% | 16.09% | 8.76% | 9.49% |
IEFA iShares Core MSCI EAFE ETF | -0.54% | -2.21% | 2.18% | 5.82% | 24.78% | 14.56% | 8.01% | 8.97% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 24, 2017, IINTERNATIONAL's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, IINTERNATIONAL closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.51% | 5.56% | -8.19% | 0.94% | 3.22% | ||||||||
| 2025 | 4.49% | 2.20% | -0.11% | 3.87% | 5.02% | 3.06% | -1.79% | 4.38% | 2.36% | 1.49% | 0.75% | 2.75% | 32.20% |
| 2024 | -0.70% | 3.05% | 3.40% | -3.42% | 4.82% | -1.78% | 2.69% | 3.12% | 0.93% | -5.40% | 0.17% | -3.38% | 2.96% |
| 2023 | 9.04% | -3.21% | 3.07% | 2.70% | -3.72% | 4.43% | 2.84% | -3.93% | -3.93% | -3.12% | 8.55% | 5.48% | 18.27% |
| 2022 | -4.02% | -2.97% | 0.50% | -6.83% | 1.86% | -9.00% | 5.50% | -5.97% | -9.72% | 5.93% | 12.88% | -2.19% | -15.35% |
| 2021 | -0.63% | 2.64% | 2.53% | 3.04% | 3.71% | -0.98% | 0.63% | 1.38% | -3.06% | 3.29% | -4.58% | 4.32% | 12.52% |
Benchmark Metrics
IINTERNATIONAL has an annualized alpha of -0.46%, beta of 0.80, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since March 24, 2017.
- This portfolio participated in 90.55% of S&P 500 Index downside but only 79.44% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.46%
- Beta
- 0.80
- R²
- 0.74
- Upside Capture
- 79.44%
- Downside Capture
- 90.55%
Expense Ratio
IINTERNATIONAL has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
IINTERNATIONAL ranks 69 for risk / return — better than 69% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.55 | 0.88 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.16 | 1.37 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.39 | +1.05 |
Martin ratioReturn relative to average drawdown | 9.23 | 6.43 | +2.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FNDF Schwab Fundamental International Large Company Index ETF | 93 | 2.33 | 3.04 | 1.46 | 3.68 | 14.10 |
EFG iShares MSCI EAFE Growth ETF | 39 | 0.79 | 1.23 | 1.16 | 1.22 | 4.58 |
IDEV iShares Core MSCI International Developed Markets ETF | 77 | 1.53 | 2.14 | 1.31 | 2.37 | 9.19 |
VEA Vanguard FTSE Developed Markets ETF | 83 | 1.73 | 2.36 | 1.35 | 2.64 | 10.14 |
IEFA iShares Core MSCI EAFE ETF | 73 | 1.41 | 2.01 | 1.29 | 2.18 | 8.32 |
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Dividends
Dividend yield
IINTERNATIONAL provided a 3.08% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.08% | 3.23% | 3.16% | 2.89% | 2.54% | 2.92% | 1.79% | 2.86% | 3.08% | 2.15% | 2.13% | 1.88% |
| Portfolio components: | ||||||||||||
FNDF Schwab Fundamental International Large Company Index ETF | 3.16% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
EFG iShares MSCI EAFE Growth ETF | 2.55% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.33% | 3.40% | 3.30% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.90% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
IEFA iShares Core MSCI EAFE ETF | 3.48% | 3.55% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the IINTERNATIONAL. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the IINTERNATIONAL was 34.36%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current IINTERNATIONAL drawdown is 7.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.36% | Jan 21, 2020 | 44 | Mar 23, 2020 | 162 | Nov 10, 2020 | 206 |
| -29.55% | Sep 7, 2021 | 267 | Sep 27, 2022 | 352 | Feb 22, 2024 | 619 |
| -22.23% | Jan 29, 2018 | 229 | Dec 24, 2018 | 267 | Jan 16, 2020 | 496 |
| -13.76% | Mar 20, 2025 | 14 | Apr 8, 2025 | 14 | Apr 29, 2025 | 28 |
| -11.3% | Feb 27, 2026 | 16 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | FNDF | EFG | IDEV | IEFA | VEA | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.74 | 0.80 | 0.79 | 0.78 | 0.80 | 0.79 |
| FNDF | 0.74 | 1.00 | 0.88 | 0.96 | 0.96 | 0.97 | 0.97 |
| EFG | 0.80 | 0.88 | 1.00 | 0.95 | 0.96 | 0.95 | 0.96 |
| IDEV | 0.79 | 0.96 | 0.95 | 1.00 | 0.98 | 0.98 | 0.99 |
| IEFA | 0.78 | 0.96 | 0.96 | 0.98 | 1.00 | 0.99 | 1.00 |
| VEA | 0.80 | 0.97 | 0.95 | 0.98 | 0.99 | 1.00 | 1.00 |
| Portfolio | 0.79 | 0.97 | 0.96 | 0.99 | 1.00 | 1.00 | 1.00 |