HRIOX vs. IDMO
Compare and contrast key facts about Hood River International Opportunity Fund (HRIOX) and Invesco S&P International Developed Momentum ETF (IDMO).
HRIOX is managed by Hood River Capital Management. It was launched on Sep 27, 2021. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012.
Performance
HRIOX vs. IDMO - Performance Comparison
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HRIOX vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
HRIOX Hood River International Opportunity Fund | 10.79% | 43.32% | 20.19% | 30.74% | -25.86% | 2.01% |
IDMO Invesco S&P International Developed Momentum ETF | 1.97% | 42.17% | 12.79% | 20.16% | -12.03% | 6.60% |
Returns By Period
In the year-to-date period, HRIOX achieves a 10.79% return, which is significantly higher than IDMO's 1.97% return.
HRIOX
- 1D
- 4.34%
- 1M
- -9.90%
- YTD
- 10.79%
- 6M
- 17.35%
- 1Y
- 77.60%
- 3Y*
- 32.28%
- 5Y*
- —
- 10Y*
- —
IDMO
- 1D
- 2.81%
- 1M
- -4.19%
- YTD
- 1.97%
- 6M
- 7.03%
- 1Y
- 31.67%
- 3Y*
- 23.75%
- 5Y*
- 14.52%
- 10Y*
- 11.86%
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HRIOX vs. IDMO - Expense Ratio Comparison
HRIOX has a 1.50% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Return for Risk
HRIOX vs. IDMO — Risk / Return Rank
HRIOX
IDMO
HRIOX vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hood River International Opportunity Fund (HRIOX) and Invesco S&P International Developed Momentum ETF (IDMO). 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.
| HRIOX | IDMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.20 | 1.66 | +1.54 |
Sortino ratioReturn per unit of downside risk | 3.83 | 2.28 | +1.56 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.35 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 5.61 | 2.66 | +2.95 |
Martin ratioReturn relative to average drawdown | 22.51 | 10.75 | +11.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HRIOX | IDMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.20 | 1.66 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.44 | +0.30 |
Correlation
The correlation between HRIOX and IDMO is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HRIOX vs. IDMO - Dividend Comparison
HRIOX's dividend yield for the trailing twelve months is around 5.31%, more than IDMO's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRIOX Hood River International Opportunity Fund | 5.31% | 5.88% | 0.16% | 1.44% | 0.00% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 3.73% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Drawdowns
HRIOX vs. IDMO - Drawdown Comparison
The maximum HRIOX drawdown since its inception was -38.76%, roughly equal to the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for HRIOX and IDMO.
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Drawdown Indicators
| HRIOX | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -39.38% | +0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.78% | -12.31% | -1.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -10.04% | -6.22% | -3.82% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -9.85% | -2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 3.05% | +0.38% |
Volatility
HRIOX vs. IDMO - Volatility Comparison
Hood River International Opportunity Fund (HRIOX) has a higher volatility of 10.97% compared to Invesco S&P International Developed Momentum ETF (IDMO) at 9.12%. This indicates that HRIOX's price experiences larger fluctuations and is considered to be riskier than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HRIOX | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.97% | 9.12% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 18.27% | 12.67% | +5.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.67% | 19.21% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 17.67% | +3.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.85% | 17.90% | +2.95% |