IINTERNATIONAL
Asset Allocation
Performance
Performance Chart
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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
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| IINTERNATIONAL | 13.11% | 9.32% | 11.15% | 9.72% | 12.59% | N/A |
| Portfolio components: | ||||||
FNDF Schwab Fundamental International Large Company Index ETF | 14.27% | 9.05% | 12.44% | 9.68% | 16.08% | 6.04% |
EFG iShares MSCI EAFE Growth ETF | 10.41% | 9.67% | 7.98% | 5.54% | 8.80% | 5.37% |
IDEV iShares Core MSCI International Developed Markets ETF | 13.22% | 9.28% | 11.43% | 11.67% | 12.79% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 13.32% | 9.17% | 11.32% | 10.56% | 12.54% | 5.57% |
IEFA iShares Core MSCI EAFE ETF | 14.26% | 9.45% | 12.53% | 11.16% | 12.53% | 5.58% |
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% | 2.20% | -0.11% | 3.87% | 2.07% | 13.11% | |||||||
| 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% |
| 2020 | -2.78% | -7.79% | -14.42% | 6.50% | 5.57% | 3.35% | 2.39% | 5.10% | -1.74% | -3.44% | 14.23% | 5.40% | 9.58% |
| 2019 | 6.92% | 2.57% | 0.94% | 2.98% | -5.15% | 5.85% | -1.83% | -1.64% | 2.92% | 3.42% | 1.16% | 3.24% | 22.85% |
| 2018 | 4.82% | -4.95% | -0.40% | 1.31% | -1.38% | -1.51% | 2.50% | -1.79% | 0.66% | -8.42% | 0.35% | -5.46% | -14.03% |
| 2017 | 0.64% | 2.31% | 3.59% | 0.31% | 2.83% | 0.19% | 2.32% | 1.86% | 0.83% | 1.62% | 17.72% |
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 43, 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 | 0.57 | 0.98 | 1.13 | 0.76 | 2.25 |
EFG iShares MSCI EAFE Growth ETF | 0.29 | 0.61 | 1.08 | 0.37 | 1.10 |
IDEV iShares Core MSCI International Developed Markets ETF | 0.69 | 1.15 | 1.16 | 0.94 | 2.99 |
VEA Vanguard FTSE Developed Markets ETF | 0.62 | 1.05 | 1.14 | 0.85 | 2.56 |
IEFA iShares Core MSCI EAFE ETF | 0.64 | 1.10 | 1.15 | 0.89 | 2.59 |
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Dividends
Dividend yield
IINTERNATIONAL provided a 2.77% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.77% | 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 | 3.51% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.84% |
EFG iShares MSCI EAFE Growth ETF | 1.48% | 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 | 2.92% | 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 | 2.89% | 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 | 3.04% | 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.
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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.
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 |
| -10.1% | Sep 27, 2024 | 73 | Jan 13, 2025 | 37 | Mar 7, 2025 | 110 |
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 indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | FNDF | EFG | IDEV | IEFA | VEA | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.75 | 0.80 | 0.79 | 0.78 | 0.80 | 0.80 |
| FNDF | 0.75 | 1.00 | 0.88 | 0.96 | 0.96 | 0.97 | 0.97 |
| EFG | 0.80 | 0.88 | 1.00 | 0.94 | 0.96 | 0.95 | 0.96 |
| IDEV | 0.79 | 0.96 | 0.94 | 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 | 0.80 | 0.97 | 0.96 | 0.99 | 1.00 | 1.00 | 1.00 |