PortfoliosLab logoPortfoliosLab logo
EDGI vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDGI vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 3EDGE Dynamic International Equity ETF (EDGI) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EDGI achieves a 9.43% return, which is significantly lower than IFLO's 22.99% return.


EDGI

1D
0.65%
1M
-0.10%
6M
4.01%
YTD
9.43%
1Y
22.76%
3Y*
5Y*
10Y*
ALL TIME*
14.84%

IFLO

1D
0.32%
1M
3.40%
6M
17.50%
YTD
22.99%
1Y
37.36%
3Y*
5Y*
10Y*
ALL TIME*
34.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$817.52K$2.19M$1.06M
$3.62M$1.99M$909.30K

EDGI vs. IFLO - Yearly Performance Comparison


Correlation

The correlation between EDGI and IFLO is 0.83, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.83

The correlation between EDGI and IFLO has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

EDGI vs. IFLO - Sectors Allocation Comparison


Sectors
EDGI
IFLO

Technology

20.4%
16.8%

Industrials

19.9%
17.8%

Financial Services

19.4%
0.8%

Consumer Cyclical

11.2%
10.8%

Healthcare

6.2%
12.7%

Basic Materials

6.1%
13.8%

Communication Services

5.5%
5.3%

Consumer Defensive

4.3%
6.7%

Energy

2.8%
14.4%

Real Estate

2.5%
0.0%

Utilities

1.9%
0.8%

Technology

EDGI
20.4%
IFLO
16.8%

Industrials

EDGI
19.9%
IFLO
17.8%

Financial Services

EDGI
19.4%
IFLO
0.8%

Consumer Cyclical

EDGI
11.2%
IFLO
10.8%

Healthcare

EDGI
6.2%
IFLO
12.7%

Basic Materials

EDGI
6.1%
IFLO
13.8%

Communication Services

EDGI
5.5%
IFLO
5.3%

Consumer Defensive

EDGI
4.3%
IFLO
6.7%

Energy

EDGI
2.8%
IFLO
14.4%

Real Estate

EDGI
2.5%
IFLO
0.0%

Utilities

EDGI
1.9%
IFLO
0.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EDGI vs. IFLO — Risk / Return Rank

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

EDGI
EDGI Risk / Return Rank: 4949
Overall Rank
EDGI Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EDGI Sortino Ratio Rank: 5050
Sortino Ratio Rank
EDGI Omega Ratio Rank: 5151
Omega Ratio Rank
EDGI Calmar Ratio Rank: 4646
Calmar Ratio Rank
EDGI Martin Ratio Rank: 4848
Martin Ratio Rank

IFLO
IFLO Risk / Return Rank: 9393
Overall Rank
IFLO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IFLO Sortino Ratio Rank: 9393
Sortino Ratio Rank
IFLO Omega Ratio Rank: 9191
Omega Ratio Rank
IFLO Calmar Ratio Rank: 9595
Calmar Ratio Rank
IFLO Martin Ratio Rank: 9494
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.

EDGI vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 3EDGE Dynamic International Equity ETF (EDGI) and VictoryShares International Free Cash Flow ETF (IFLO). 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.


EDGIIFLODifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.25

1.46

-0.21

Calmar ratioReturn relative to maximum drawdown

1.78

5.83

-4.05

Martin ratioReturn relative to average drawdown

6.11

20.08

-13.97

EDGI vs. IFLO - Sharpe Ratio Comparison

The current EDGI Sharpe Ratio is 1.37, which is lower than the IFLO Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of EDGI and IFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EDGI vs. IFLO - Drawdown Comparison

The maximum EDGI drawdown since its inception was -14.52%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for EDGI and IFLO.


Loading charts...

Drawdown Indicators


EDGIIFLODifference

Max Drawdown

Largest peak-to-trough decline

-14.52%

-6.44%

-8.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-6.44%

-6.40%

Current Drawdown

Current decline from peak

-2.06%

-1.41%

-0.65%

Average Drawdown

Average peak-to-trough decline

-2.88%

-1.29%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

1.87%

+1.87%

Volatility

EDGI vs. IFLO - Volatility Comparison

3EDGE Dynamic International Equity ETF (EDGI) has a higher volatility of 5.88% compared to VictoryShares International Free Cash Flow ETF (IFLO) at 3.79%. This indicates that EDGI's price experiences larger fluctuations and is considered to be riskier than IFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EDGIIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

3.79%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

12.19%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.74%

14.41%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

14.56%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.59%

14.56%

+2.03%

EDGI vs. IFLO - Expense Ratio Comparison

EDGI has a 0.97% expense ratio, which is higher than IFLO's 0.56% expense ratio.


Dividends

EDGI vs. IFLO - Dividend Comparison

EDGI's dividend yield for the trailing twelve months is around 1.38%, less than IFLO's 1.51% yield.


PositionTTM20252024
EDGI
3EDGE Dynamic International Equity ETF
1.38%1.97%0.61%
IFLO
VictoryShares International Free Cash Flow ETF
1.51%0.73%0.00%

Frequently Asked Questions


EDGI and IFLO have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDGI has higher volatility (5.88%) compared to IFLO (3.79%). In terms of maximum drawdown, EDGI dropped -14.52% vs IFLO's -6.44%.

On 1-year performance, IFLO leads with 37.36% vs 22.76% for EDGI. On fees, IFLO is cheaper at 0.56% per year. On volatility, IFLO has been the lower-risk option at 3.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IFLO has performed better with a 37.36% return vs 22.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFLO is cheaper with a 0.56% expense ratio, compared with 0.97% for EDGI.

IFLO has the higher dividend yield at 1.51%, compared with 1.38% for EDGI.

They also come from different issuers: 3EDGE Asset Management and VictoryShares. Their fees differ too: 0.97% for EDGI and 0.56% for IFLO.

IFLO currently has the higher Sharpe Ratio (2.61 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EDGI and IFLO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer