IINTERNATIONAL
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.
The earliest data available for this chart is Mar 23, 2017, corresponding to the inception date of IDEV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| IINTERNATIONAL | 6.11% | -3.98% | -0.24% | 8.11% | 10.83% | N/A |
| Portfolio components: | ||||||
FNDF Schwab Fundamental International Large Company Index ETF | 7.83% | -4.10% | 1.21% | 8.63% | 14.30% | 5.75% |
EFG iShares MSCI EAFE Growth ETF | 2.47% | -5.05% | -4.24% | 2.71% | 7.06% | 4.94% |
IDEV iShares Core MSCI International Developed Markets ETF | 6.39% | -3.48% | 0.62% | 10.23% | 11.26% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 6.62% | -3.35% | 0.40% | 9.39% | 11.05% | 5.27% |
IEFA iShares Core MSCI EAFE ETF | 7.23% | -3.95% | 0.87% | 9.79% | 10.93% | 5.30% |
Monthly Returns
The table below presents the monthly returns of IINTERNATIONAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.49% | 2.21% | -0.11% | -0.54% | 6.11% | ||||||||
| 2024 | -0.70% | 3.06% | 3.40% | -3.43% | 4.82% | -1.78% | 2.68% | 3.12% | 0.93% | -5.40% | 0.17% | -3.38% | 2.94% |
| 2023 | 9.04% | -3.21% | 3.09% | 2.69% | -3.70% | 4.42% | 2.82% | -3.94% | -3.96% | -3.12% | 8.54% | 5.47% | 18.21% |
| 2022 | -4.23% | -3.00% | 0.50% | -6.85% | 1.83% | -8.99% | 5.51% | -5.98% | -9.72% | 5.92% | 12.88% | -2.20% | -15.60% |
| 2021 | -0.67% | 2.51% | 2.46% | 3.07% | 3.70% | -0.95% | 0.68% | 1.40% | -3.11% | 3.32% | -4.54% | 4.29% | 12.37% |
| 2020 | -2.74% | -7.77% | -14.35% | 6.53% | 5.61% | 3.35% | 2.47% | 5.06% | -1.68% | -3.48% | 14.04% | 5.38% | 9.69% |
| 2019 | 6.91% | 2.58% | 0.94% | 2.98% | -5.14% | 5.86% | -1.82% | -1.62% | 2.89% | 3.42% | 1.17% | 3.23% | 22.89% |
| 2018 | 4.82% | -4.95% | -0.40% | 1.30% | -1.38% | -1.51% | 2.50% | -1.78% | 0.66% | -8.42% | 0.35% | -5.46% | -14.02% |
| 2017 | 0.64% | 2.31% | 3.59% | 0.31% | 2.83% | 0.20% | 2.32% | 1.86% | 0.83% | 1.62% | 17.71% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IINTERNATIONAL is 54, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FNDF Schwab Fundamental International Large Company Index ETF | 0.52 | 0.84 | 1.11 | 0.64 | 1.88 |
EFG iShares MSCI EAFE Growth ETF | 0.13 | 0.32 | 1.04 | 0.14 | 0.44 |
IDEV iShares Core MSCI International Developed Markets ETF | 0.61 | 0.97 | 1.13 | 0.77 | 2.46 |
VEA Vanguard FTSE Developed Markets ETF | 0.55 | 0.89 | 1.12 | 0.70 | 2.13 |
IEFA iShares Core MSCI EAFE ETF | 0.56 | 0.91 | 1.12 | 0.72 | 2.10 |
Dividends
Dividend yield
IINTERNATIONAL provided a 2.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.95% | 3.16% | 2.89% | 2.54% | 2.92% | 1.79% | 2.86% | 3.08% | 2.15% | 2.13% | 1.88% | 2.19% |
| Portfolio components: | ||||||||||||
FNDF Schwab Fundamental International Large Company Index ETF | 3.72% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% |
EFG iShares MSCI EAFE Growth ETF | 1.60% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.10% | 3.30% | 3.06% | 2.69% | 3.05% | 2.00% | 3.19% | 3.16% | 1.54% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.07% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
IEFA iShares Core MSCI EAFE ETF | 3.24% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% |
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.
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 34.27%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current IINTERNATIONAL drawdown is 4.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.27% | Jan 21, 2020 | 44 | Mar 23, 2020 | 162 | Nov 10, 2020 | 206 |
| -29.77% | Sep 7, 2021 | 267 | Sep 27, 2022 | 353 | Feb 23, 2024 | 620 |
| -22.23% | Jan 29, 2018 | 229 | Dec 24, 2018 | 267 | Jan 16, 2020 | 496 |
| -13.76% | Mar 20, 2025 | 14 | Apr 8, 2025 | — | — | — |
| -10.11% | Sep 27, 2024 | 73 | Jan 13, 2025 | 43 | Mar 17, 2025 | 116 |
Volatility
Volatility Chart
The current IINTERNATIONAL volatility is 11.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| EFG | FNDF | IDEV | IEFA | VEA | |
|---|---|---|---|---|---|
| EFG | 1.00 | 0.88 | 0.94 | 0.96 | 0.95 |
| FNDF | 0.88 | 1.00 | 0.96 | 0.96 | 0.97 |
| IDEV | 0.94 | 0.96 | 1.00 | 0.98 | 0.98 |
| IEFA | 0.96 | 0.96 | 0.98 | 1.00 | 0.99 |
| VEA | 0.95 | 0.97 | 0.98 | 0.99 | 1.00 |