DFEM vs. IDMO
Compare and contrast key facts about Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and Invesco S&P International Developed Momentum ETF (IDMO).
DFEM and IDMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFEM is an actively managed fund by Dimensional. It was launched on Apr 26, 2022. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012.
Performance
DFEM vs. IDMO - Performance Comparison
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DFEM vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFEM Dimensional Emerging Markets Core Equity 2 ETF | 5.34% | 29.51% | 7.53% | 13.91% | -8.69% |
IDMO Invesco S&P International Developed Momentum ETF | 1.97% | 42.17% | 12.79% | 20.16% | 0.73% |
Returns By Period
In the year-to-date period, DFEM achieves a 5.34% return, which is significantly higher than IDMO's 1.97% return.
DFEM
- 1D
- 0.72%
- 1M
- -6.35%
- YTD
- 5.34%
- 6M
- 8.49%
- 1Y
- 33.82%
- 3Y*
- 16.69%
- 5Y*
- —
- 10Y*
- —
IDMO
- 1D
- 2.81%
- 1M
- -4.19%
- YTD
- 1.97%
- 6M
- 7.03%
- 1Y
- 31.67%
- 3Y*
- 23.75%
- 5Y*
- 14.52%
- 10Y*
- 11.86%
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DFEM vs. IDMO - Expense Ratio Comparison
DFEM has a 0.39% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Return for Risk
DFEM vs. IDMO — Risk / Return Rank
DFEM
IDMO
DFEM vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and Invesco S&P International Developed Momentum ETF (IDMO). 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.
| DFEM | IDMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 1.66 | +0.12 |
Sortino ratioReturn per unit of downside risk | 2.37 | 2.28 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.66 | +0.17 |
Martin ratioReturn relative to average drawdown | 10.85 | 10.75 | +0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFEM | IDMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.66 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.44 | +0.24 |
Correlation
The correlation between DFEM and IDMO is 0.68, 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.
Dividends
DFEM vs. IDMO - Dividend Comparison
DFEM's dividend yield for the trailing twelve months is around 2.17%, less than IDMO's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEM Dimensional Emerging Markets Core Equity 2 ETF | 2.17% | 2.32% | 2.50% | 2.38% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 3.73% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Drawdowns
DFEM vs. IDMO - Drawdown Comparison
The maximum DFEM drawdown since its inception was -20.82%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for DFEM and IDMO.
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Drawdown Indicators
| DFEM | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.82% | -39.38% | +18.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -12.31% | +0.02% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -8.49% | -6.22% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -5.17% | -9.85% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.05% | +0.15% |
Volatility
DFEM vs. IDMO - Volatility Comparison
Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and Invesco S&P International Developed Momentum ETF (IDMO) have volatilities of 8.90% and 9.12%, 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.
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Volatility by Period
| DFEM | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.90% | 9.12% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 12.67% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 19.21% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 17.67% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 17.90% | -1.11% |