Correlation
The correlation between DINT and IDMO is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
DINT vs. IDMO
Compare and contrast key facts about Davis Select International ETF (DINT) and Invesco S&P International Developed Momentum ETF (IDMO).
DINT and IDMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DINT is an actively managed fund by Davis Advisers. It was launched on Mar 1, 2018. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DINT or IDMO.
Performance
DINT vs. IDMO - Performance Comparison
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Key characteristics
DINT:
0.85
IDMO:
1.19
DINT:
1.18
IDMO:
1.55
DINT:
1.16
IDMO:
1.22
DINT:
0.79
IDMO:
1.78
DINT:
2.41
IDMO:
6.76
DINT:
7.73%
IDMO:
3.33%
DINT:
24.71%
IDMO:
20.70%
DINT:
-45.12%
IDMO:
-39.36%
DINT:
-2.47%
IDMO:
-0.58%
Returns By Period
In the year-to-date period, DINT achieves a 12.17% return, which is significantly lower than IDMO's 23.40% return.
DINT
12.17%
6.47%
6.59%
21.21%
15.35%
8.94%
N/A
IDMO
23.40%
6.83%
18.43%
23.01%
17.52%
16.41%
7.59%
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DINT vs. IDMO - Expense Ratio Comparison
DINT has a 0.65% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Risk-Adjusted Performance
DINT vs. IDMO — Risk-Adjusted Performance Rank
DINT
IDMO
DINT vs. IDMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis Select International ETF (DINT) 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.
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Dividends
DINT vs. IDMO - Dividend Comparison
DINT's dividend yield for the trailing twelve months is around 2.08%, more than IDMO's 1.67% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DINT Davis Select International ETF | 2.08% | 2.34% | 1.75% | 0.37% | 2.15% | 0.27% | 2.58% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 1.67% | 2.24% | 2.89% | 3.66% | 1.81% | 1.64% | 2.10% | 3.27% | 3.08% | 2.18% | 2.52% | 2.18% |
Drawdowns
DINT vs. IDMO - Drawdown Comparison
The maximum DINT drawdown since its inception was -45.12%, which is greater than IDMO's maximum drawdown of -39.36%. Use the drawdown chart below to compare losses from any high point for DINT and IDMO.
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Volatility
DINT vs. IDMO - Volatility Comparison
Davis Select International ETF (DINT) has a higher volatility of 4.92% compared to Invesco S&P International Developed Momentum ETF (IDMO) at 3.40%. This indicates that DINT's price experiences larger fluctuations and is considered to be riskier than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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