IDMO vs. DFAI
Compare and contrast key facts about Invesco S&P International Developed Momentum ETF (IDMO) and Dimensional International Core Equity Market ETF (DFAI).
IDMO and DFAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020.
Performance
IDMO vs. DFAI - Performance Comparison
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IDMO vs. DFAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IDMO Invesco S&P International Developed Momentum ETF | 1.97% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 9.17% |
DFAI Dimensional International Core Equity Market ETF | 4.03% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
Returns By Period
In the year-to-date period, IDMO achieves a 1.97% return, which is significantly lower than DFAI's 4.03% return.
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%
DFAI
- 1D
- 1.49%
- 1M
- -4.63%
- YTD
- 4.03%
- 6M
- 9.10%
- 1Y
- 29.81%
- 3Y*
- 16.70%
- 5Y*
- 9.76%
- 10Y*
- —
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IDMO vs. DFAI - Expense Ratio Comparison
IDMO has a 0.25% expense ratio, which is higher than DFAI's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IDMO vs. DFAI — Risk / Return Rank
IDMO
DFAI
IDMO vs. DFAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and Dimensional International Core Equity Market ETF (DFAI). 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.
| IDMO | DFAI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 1.79 | -0.13 |
Sortino ratioReturn per unit of downside risk | 2.28 | 2.44 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.74 | -0.08 |
Martin ratioReturn relative to average drawdown | 10.75 | 10.73 | +0.01 |
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
| IDMO | DFAI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.79 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.62 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.75 | -0.31 |
Correlation
The correlation between IDMO and DFAI is 0.89, 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
IDMO vs. DFAI - Dividend Comparison
IDMO's dividend yield for the trailing twelve months is around 3.73%, more than DFAI's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFAI Dimensional International Core Equity Market ETF | 2.37% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IDMO vs. DFAI - Drawdown Comparison
The maximum IDMO drawdown since its inception was -39.38%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for IDMO and DFAI.
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Drawdown Indicators
| IDMO | DFAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.38% | -27.44% | -11.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -10.95% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | -27.44% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -31.34% | — | — |
Current DrawdownCurrent decline from peak | -6.22% | -6.23% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -5.21% | -4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.79% | +0.26% |
Volatility
IDMO vs. DFAI - Volatility Comparison
Invesco S&P International Developed Momentum ETF (IDMO) has a higher volatility of 9.12% compared to Dimensional International Core Equity Market ETF (DFAI) at 6.97%. This indicates that IDMO's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDMO | DFAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.12% | 6.97% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.67% | 10.65% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 16.73% | +2.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.67% | 15.81% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.90% | 15.66% | +2.24% |