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DMDV vs. EPIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DMDV vs. EPIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P Developed Markets High Dividend Value ETF (DMDV) and Harbor International Equity ETF (EPIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DMDV

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

EPIN

1D
0.40%
1M
-0.70%
6M
14.34%
YTD
23.34%
1Y
38.00%
3Y*
5Y*
10Y*
ALL TIME*
34.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$41.81K$24.58K$20.32K

DMDV vs. EPIN - Yearly Performance Comparison


DMDV vs. EPIN - Sectors Allocation Comparison


Sectors
DMDV
EPIN

Industrials

12.5%
20.6%

Real Estate

10.0%

-

Consumer Defensive

9.4%
3.6%

Utilities

9.2%

-

Communication Services

9.1%
1.0%

Financial Services

9.0%
19.1%

Basic Materials

9.0%
7.1%

Healthcare

8.9%
8.2%

Consumer Cyclical

8.7%
7.0%

Technology

7.6%
29.6%

Energy

6.6%
3.8%

Industrials

DMDV
12.5%
EPIN
20.6%

Real Estate

DMDV
10.0%
EPIN

-

Consumer Defensive

DMDV
9.4%
EPIN
3.6%

Utilities

DMDV
9.2%
EPIN

-

Communication Services

DMDV
9.1%
EPIN
1.0%

Financial Services

DMDV
9.0%
EPIN
19.1%

Basic Materials

DMDV
9.0%
EPIN
7.1%

Healthcare

DMDV
8.9%
EPIN
8.2%

Consumer Cyclical

DMDV
8.7%
EPIN
7.0%

Technology

DMDV
7.6%
EPIN
29.6%

Energy

DMDV
6.6%
EPIN
3.8%

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Return for Risk

DMDV vs. EPIN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DMDV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EPIN
EPIN Risk / Return Rank: 8383
Overall Rank
EPIN Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EPIN Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPIN Omega Ratio Rank: 8282
Omega Ratio Rank
EPIN Calmar Ratio Rank: 8484
Calmar Ratio Rank
EPIN Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DMDV vs. EPIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P Developed Markets High Dividend Value ETF (DMDV) and Harbor International Equity ETF (EPIN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DMDVEPINDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.20

Martin ratioReturn relative to average drawdown

11.52

DMDV vs. EPIN - Sharpe Ratio Comparison


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Drawdowns

DMDV vs. EPIN - Drawdown Comparison


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Drawdown Indicators


DMDVEPINDifference

Max Drawdown

Largest peak-to-trough decline

-11.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

Current Drawdown

Current decline from peak

-2.49%

Average Drawdown

Average peak-to-trough decline

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

Volatility

DMDV vs. EPIN - Volatility Comparison


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Volatility by Period


DMDVEPINDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.55%

Volatility (6M)

Calculated over the trailing 6-month period

16.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

DMDV vs. EPIN - Expense Ratio Comparison

DMDV has a 0.39% expense ratio, which is lower than EPIN's 0.80% expense ratio.


Dividends

DMDV vs. EPIN - Dividend Comparison

DMDV has not paid dividends to shareholders, while EPIN's dividend yield for the trailing twelve months is around 0.64%.


PositionTTM20252024202320222021202020192018
DMDV
AAM S&P Developed Markets High Dividend Value ETF
0.00%0.00%3.51%6.98%5.60%4.45%3.13%5.36%0.27%
EPIN
Harbor International Equity ETF
0.64%0.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, DMDV is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DMDV is cheaper with a 0.39% expense ratio, compared with 0.80% for EPIN.

EPIN has the higher dividend yield at 0.64%, compared with 0.00% for DMDV.

They also come from different issuers: Advisors Asset Management and Harbor. Their fees differ too: 0.39% for DMDV and 0.80% for EPIN.

Portfolio Optimizer

Find the right allocation for DMDV and EPIN

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