IDMO vs. VMO.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P International Developed Momentum ETF (IDMO) and Vanguard Global Momentum Factor ETF CAD (VMO.TO).

IDMO and VMO.TO 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. VMO.TO is an actively managed fund by Vanguard. It was launched on Jun 14, 2016.

Performance

IDMO vs. VMO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P International Developed Momentum ETF (IDMO) and Vanguard Global Momentum Factor ETF CAD (VMO.TO). The values are adjusted to include any dividend payments, if applicable.

IDMO vs. VMO.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDMO Invesco S&P International Developed Momentum ETF	1.97%	42.17%	12.79%	20.16%	-12.03%	14.31%	22.01%	26.09%	-16.66%	29.21%
VMO.TO Vanguard Global Momentum Factor ETF CAD	5.77%	29.10%	19.44%	17.55%	-15.17%	16.53%	23.82%	25.52%	-12.55%	24.87%

Different Trading Currencies

IDMO is traded in USD, while VMO.TO is traded in CAD. To make them comparable, the VMO.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IDMO achieves a 1.97% return, which is significantly lower than VMO.TO's 5.77% 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%

VMO.TO

• 1D: 2.02%
• 1M: -5.33%
• YTD: 5.77%
• 6M: 8.40%
• 1Y: 40.01%
• 3Y*: 23.74%
• 5Y*: 11.93%
• 10Y*: —

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

IDMO vs. VMO.TO - Expense Ratio Comparison

IDMO has a 0.25% expense ratio, which is lower than VMO.TO's 0.38% expense ratio.

VMO.TO

Vanguard Global Momentum Factor ETF CAD

IDMO

Invesco S&P International Developed Momentum ETF

Return for Risk

IDMO vs. VMO.TO — Risk / Return Rank

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

IDMO

IDMO Risk / Return Rank: 85
IDMO Sharpe Ratio Rank: 83
IDMO Sortino Ratio Rank: 84
IDMO Omega Ratio Rank: 85
IDMO Calmar Ratio Rank: 85
IDMO Martin Ratio Rank: 87

VMO.TO

VMO.TO Risk / Return Rank: 82
VMO.TO Sharpe Ratio Rank: 81
VMO.TO Sortino Ratio Rank: 79
VMO.TO Omega Ratio Rank: 76
VMO.TO Calmar Ratio Rank: 87
VMO.TO Martin Ratio Rank: 87

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.

IDMO vs. VMO.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and Vanguard Global Momentum Factor ETF CAD (VMO.TO). 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	VMO.TO	Difference
Sharpe ratio Return per unit of total volatility	1.66	1.74	-0.08
Sortino ratio Return per unit of downside risk	2.28	2.31	-0.04
Omega ratio Gain probability vs. loss probability	1.35	1.33	+0.02
Calmar ratio Return relative to maximum drawdown	2.66	3.27	-0.61
Martin ratio Return relative to average drawdown	10.75	13.13	-2.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDMO vs. VMO.TO - Sharpe Ratio Comparison

The current IDMO Sharpe Ratio is 1.66, which is comparable to the VMO.TO Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IDMO and VMO.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDMO	VMO.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	1.74	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.83	0.60	+0.22
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	0.68	-0.24

Correlation

The correlation between IDMO and VMO.TO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IDMO vs. VMO.TO - Dividend Comparison

IDMO's dividend yield for the trailing twelve months is around 3.73%, more than VMO.TO's 0.80% 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%
VMO.TO Vanguard Global Momentum Factor ETF CAD	0.80%	0.85%	0.90%	1.03%	1.65%	1.09%	0.70%	1.70%	0.80%	1.15%	0.51%	0.00%

Drawdowns

IDMO vs. VMO.TO - Drawdown Comparison

The maximum IDMO drawdown since its inception was -39.38%, which is greater than VMO.TO's maximum drawdown of -36.75%. Use the drawdown chart below to compare losses from any high point for IDMO and VMO.TO.

Drawdown Indicators

	IDMO	VMO.TO	Difference
Max Drawdown Largest peak-to-trough decline	-39.38%	-30.53%	-8.85%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-12.29%	-0.02%
Max Drawdown (5Y) Largest decline over 5 years	-27.07%	-23.27%	-3.80%
Max Drawdown (10Y) Largest decline over 10 years	-31.34%	—	—
Current Drawdown Current decline from peak	-6.22%	-4.38%	-1.84%
Average Drawdown Average peak-to-trough decline	-9.85%	-5.28%	-4.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	3.17%	-0.12%

Volatility

IDMO vs. VMO.TO - Volatility Comparison

Invesco S&P International Developed Momentum ETF (IDMO) and Vanguard Global Momentum Factor ETF CAD (VMO.TO) have volatilities of 9.12% and 9.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDMO	VMO.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.12%	9.38%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	12.67%	16.33%	-3.66%
Volatility (1Y) Calculated over the trailing 1-year period	19.21%	23.13%	-3.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.67%	19.92%	-2.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.90%	19.97%	-2.07%