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DHY vs. IDMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHY vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional High Yield Equity Fund (DHY) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

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DHY vs. IDMO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHY
Dimensional High Yield Equity Fund
-3.22%2.19%18.18%24.13%-21.75%16.99%0.10%26.18%-16.10%17.06%
IDMO
Invesco S&P International Developed Momentum ETF
1.97%42.17%12.79%20.16%-12.03%14.31%22.01%26.09%-16.66%29.21%

Returns By Period

In the year-to-date period, DHY achieves a -3.22% return, which is significantly lower than IDMO's 1.97% return. Over the past 10 years, DHY has underperformed IDMO with an annualized return of 7.85%, while IDMO has yielded a comparatively higher 11.86% annualized return.


DHY

1D
-0.53%
1M
-1.76%
YTD
-3.22%
6M
-4.80%
1Y
-2.32%
3Y*
9.64%
5Y*
4.32%
10Y*
7.85%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHY vs. IDMO - Expense Ratio Comparison

DHY has a 0.04% expense ratio, which is lower than IDMO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

DHY vs. IDMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DHY
DHY Risk / Return Rank: 22
Overall Rank
DHY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DHY Sortino Ratio Rank: 22
Sortino Ratio Rank
DHY Omega Ratio Rank: 33
Omega Ratio Rank
DHY Calmar Ratio Rank: 33
Calmar Ratio Rank
DHY Martin Ratio Rank: 22
Martin Ratio Rank

IDMO
IDMO Risk / Return Rank: 8585
Overall Rank
IDMO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDMO Omega Ratio Rank: 8585
Omega Ratio Rank
IDMO Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDMO Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DHY vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional High Yield Equity Fund (DHY) 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.


DHYIDMODifference

Sharpe ratio

Return per unit of total volatility

-0.16

1.66

-1.82

Sortino ratio

Return per unit of downside risk

-0.13

2.28

-2.40

Omega ratio

Gain probability vs. loss probability

0.98

1.35

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.22

2.66

-2.88

Martin ratio

Return relative to average drawdown

-0.66

10.75

-11.41

DHY vs. IDMO - Sharpe Ratio Comparison

The current DHY Sharpe Ratio is -0.16, which is lower than the IDMO Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of DHY and IDMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DHYIDMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

1.66

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.83

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.66

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.44

-0.26

Correlation

The correlation between DHY and IDMO is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DHY vs. IDMO - Dividend Comparison

DHY's dividend yield for the trailing twelve months is around 9.84%, more than IDMO's 3.73% yield.


TTM20252024202320222021202020192018201720162015
DHY
Dimensional High Yield Equity Fund
9.84%9.30%8.69%9.39%10.57%7.61%8.68%9.02%11.20%9.40%10.52%12.63%
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

DHY vs. IDMO - Drawdown Comparison

The maximum DHY drawdown since its inception was -71.47%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for DHY and IDMO.


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Drawdown Indicators


DHYIDMODifference

Max Drawdown

Largest peak-to-trough decline

-71.47%

-39.38%

-32.09%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-12.31%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-27.23%

-27.07%

-0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-41.36%

-31.34%

-10.02%

Current Drawdown

Current decline from peak

-6.60%

-6.22%

-0.38%

Average Drawdown

Average peak-to-trough decline

-12.37%

-9.85%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

3.05%

+0.47%

Volatility

DHY vs. IDMO - Volatility Comparison

The current volatility for Dimensional High Yield Equity Fund (DHY) is 6.39%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 9.12%. This indicates that DHY experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHYIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

9.12%

-2.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

12.67%

-3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

19.21%

-4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.25%

17.67%

-2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

17.90%

+0.07%