GMOI vs. IFLO

Last updated Jun 26, 2026

GMOI (GMO International Value ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, GMOI returned 34.97% vs 32.28% for IFLO. Their correlation of 0.86 suggests significant overlap in exposure. GMOI charges 0.60%/yr vs 0.56%/yr for IFLO.

Performance

GMOI vs. IFLO - Performance Comparison

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

Returns By Period

In the year-to-date period, GMOI achieves a 11.64% return, which is significantly lower than IFLO's 16.93% return.

GMOI

• 1D: 0.67%
• 1M: -2.22%
• YTD: 11.64%
• 6M: 11.19%
• 1Y: 34.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IFLO

• 1D: 0.43%
• 1M: -1.62%
• YTD: 16.93%
• 6M: 16.46%
• 1Y: 32.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GMOI vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
GMOI GMO International Value ETF	11.64%	20.90%
IFLO VictoryShares International Free Cash Flow ETF	16.93%	13.12%

Correlation

The correlation between GMOI and IFLO is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.86

Return for Risk

GMOI vs. IFLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GMOI

GMOI Risk / Return Rank: 88
GMOI Sharpe Ratio Rank: 90
GMOI Sortino Ratio Rank: 90
GMOI Omega Ratio Rank: 87
GMOI Calmar Ratio Rank: 86
GMOI Martin Ratio Rank: 88

IFLO

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

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GMOI vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO International Value ETF (GMOI) 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.

	GMOI	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	2.63	—	—
Sortino ratio: Return per unit of downside risk	3.63	—	—
Omega ratio: Gain probability vs. loss probability	1.46	—	—
Calmar ratio: Return relative to maximum drawdown	4.20	—	—
Martin ratio: Return relative to average drawdown	16.42	—	—

Drawdowns

GMOI vs. IFLO - Drawdown Comparison

The maximum GMOI drawdown since its inception was -14.67%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for GMOI and IFLO.

Drawdown Indicators

	GMOI	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-14.67%	-6.44%	-8.23%
Max Drawdown (1Y) Largest decline over 1 year	-8.36%	-6.44%	-1.92%
Current Drawdown Current decline from peak	-2.53%	-3.37%	+0.84%
Average Drawdown Average peak-to-trough decline	-1.69%	-1.25%	-0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.14%	—	—

Volatility

Volatility by Period

	GMOI	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.70%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.40%	14.75%	-1.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	14.75%	+0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.55%	14.75%	+0.80%

GMOI vs. IFLO - Expense Ratio Comparison

GMOI has a 0.60% expense ratio, which is higher than IFLO's 0.56% expense ratio.

Dividends

GMOI vs. IFLO - Dividend Comparison

GMOI's dividend yield for the trailing twelve months is around 2.45%, more than IFLO's 1.51% yield.

Position	TTM	2025	2024
GMOI GMO International Value ETF	2.45%	2.74%	0.54%
IFLO VictoryShares International Free Cash Flow ETF	1.51%	0.73%	0.00%

Frequently Asked Questions

Can I hold both GMOI and IFLO in my portfolio?

GMOI and IFLO have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GMOI or IFLO?

On 1-year performance, GMOI leads with 34.97% vs 32.28% for IFLO. On fees, IFLO is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GMOI or IFLO?

Over the 1-year period, GMOI has performed better with a 34.97% return vs 32.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GMOI or IFLO?

IFLO is cheaper with a 0.56% expense ratio, compared with 0.60% for GMOI.

Which ETF pays a higher dividend yield, GMOI or IFLO?

GMOI has the higher dividend yield at 2.45%, compared with 1.51% for IFLO.

What is the main difference between GMOI and IFLO?

They also come from different issuers: GMO and VictoryShares. Their fees differ too: 0.60% for GMOI and 0.56% for IFLO.