EISIX vs. IDVO

Last updated Aug 1, 2026

EISIX (Carillon ClariVest International Stock Fund) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both funds - EISIX is a Foreign Large Cap Equities fund managed by Carillon Family of Funds, while IDVO is a Derivative Income fund actively managed by Amplify. Over the past 3 years, EISIX returned 25.17%/yr vs 21.67%/yr for IDVO. Their correlation of 0.87 means they have usually moved in the same direction. EISIX charges 0.96%/yr vs 0.65%/yr for IDVO.

Performance

EISIX vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carillon ClariVest International Stock Fund (EISIX) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EISIX achieves a 19.57% return, which is significantly higher than IDVO's 15.27% return.

EISIX

• 1D: 3.18%
• 1M: -0.16%
• 6M: 11.33%
• YTD: 19.57%
• 1Y: 42.10%
• 3Y*: 25.17%
• 5Y*: 15.82%
• 10Y*: 12.17%
• ALL TIME*: 9.36%

IDVO

• 1D: -0.12%
• 1M: 2.62%
• 6M: 5.05%
• YTD: 15.27%
• 1Y: 35.30%
• 3Y*: 21.67%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.98%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EISIX Carillon ClariVest International Stock Fund	$0.00	$0.00	$0.00
IDVO Amplify CWP International Enhanced Dividend Income ETF	$9.04M	$8.69M	$10.70M

EISIX vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EISIX Carillon ClariVest International Stock Fund	19.57%	39.31%	14.86%	20.02%	8.43%
IDVO Amplify CWP International Enhanced Dividend Income ETF	15.27%	36.46%	10.16%	17.53%	6.42%

Correlation

The correlation between EISIX and IDVO is 0.87, 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.	0.87
Correlation (3Y) Balances recent behavior with more history.	0.87
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.87

The correlation between EISIX and IDVO has been stable across timeframes, ranging from 0.87 to 0.87 - a consistent structural relationship.

Return for Risk

EISIX vs. IDVO — Risk / Return Rank

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

EISIX

EISIX Risk / Return Rank: 87
EISIX Sharpe Ratio Rank: 89
EISIX Sortino Ratio Rank: 83
EISIX Omega Ratio Rank: 84
EISIX Calmar Ratio Rank: 89
EISIX Martin Ratio Rank: 88

IDVO

IDVO Risk / Return Rank: 86
IDVO Sharpe Ratio Rank: 87
IDVO Sortino Ratio Rank: 85
IDVO Omega Ratio Rank: 86
IDVO Calmar Ratio Rank: 86
IDVO Martin Ratio Rank: 86

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.

EISIX vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest International Stock Fund (EISIX) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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.

	EISIX	IDVO	Difference
Sharpe ratio: Return per unit of total volatility	2.22	2.06	+0.16
Sortino ratio: Return per unit of downside risk	2.89	2.78	+0.11
Omega ratio: Gain probability vs. loss probability	1.41	1.37	+0.03
Calmar ratio: Return relative to maximum drawdown	3.27	3.32	-0.05
Martin ratio: Return relative to average drawdown	11.56	12.24	-0.68

EISIX vs. IDVO - Sharpe Ratio Comparison

The current EISIX Sharpe Ratio is 2.22, which is comparable to the IDVO Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of EISIX and IDVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EISIX vs. IDVO - Drawdown Comparison

The maximum EISIX drawdown since its inception was -39.30%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for EISIX and IDVO.

Drawdown Indicators

	EISIX	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-39.30%	-15.46%	-23.84%
Max Drawdown (1Y) Largest decline over 1 year	-12.54%	-10.37%	-2.17%
Max Drawdown (3Y) Largest decline over 3 years	-13.38%	-15.46%	+2.08%
Max Drawdown (5Y) Largest decline over 5 years	-27.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-39.30%	—	—
Current Drawdown Current decline from peak	-4.43%	-0.26%	-4.17%
Average Drawdown Average peak-to-trough decline	-7.42%	-2.29%	-5.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.54%	2.81%	+0.73%

Volatility

EISIX vs. IDVO - Volatility Comparison

Carillon ClariVest International Stock Fund (EISIX) has a higher volatility of 6.74% compared to Amplify CWP International Enhanced Dividend Income ETF (IDVO) at 4.34%. This indicates that EISIX's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EISIX	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.74%	4.34%	+2.40%
Volatility (6M) Calculated over the trailing 6-month period	16.67%	14.08%	+2.59%
Volatility (1Y) Calculated over the trailing 1-year period	18.47%	16.69%	+1.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.62%	16.43%	+0.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.54%	16.43%	+0.11%

EISIX vs. IDVO - Expense Ratio Comparison

EISIX has a 0.96% expense ratio, which is higher than IDVO's 0.65% expense ratio.

Dividends

EISIX vs. IDVO - Dividend Comparison

EISIX's dividend yield for the trailing twelve months is around 2.51%, less than IDVO's 5.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EISIX Carillon ClariVest International Stock Fund	2.51%	3.00%	3.83%	2.95%	0.87%	1.81%	1.09%	2.39%	1.81%	1.36%	2.31%	0.77%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.66%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EISIX and IDVO in my portfolio?

EISIX and IDVO have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EISIX or IDVO?

EISIX has higher volatility (6.74%) compared to IDVO (4.34%). In terms of maximum drawdown, EISIX dropped -39.30% vs IDVO's -15.46%.

Which has better risk-adjusted returns?

EISIX currently has the higher Sharpe Ratio (2.22 vs 2.06), 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.