EISIX vs. IDVO

The year-to-date returns for both investments are quite close, with EISIX having a 13.85% return and IDVO slightly higher at 14.46%.

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

This table presents a comparison of risk-adjusted performance metrics for Carillon ClariVest International Stock Fund (EISIX) and Amplify 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.

The current EISIX Sharpe Ratio is 0.78, which is higher than the IDVO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of EISIX and IDVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EISIX's dividend yield for the trailing twelve months is around 2.59%, less than IDVO's 5.60% yield.

The maximum EISIX drawdown since its inception was -39.30%, which is greater than IDVO's maximum drawdown of -15.45%. Use the drawdown chart below to compare losses from any high point for EISIX and IDVO. For additional features, visit the drawdowns tool.

The current volatility for Carillon ClariVest International Stock Fund (EISIX) is 2.61%, while Amplify International Enhanced Dividend Income ETF (IDVO) has a volatility of 2.96%. This indicates that EISIX experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.