IDMO vs. VWIGX
Compare and contrast key facts about Invesco S&P International Developed Momentum ETF (IDMO) and Vanguard International Growth Fund Investor Shares (VWIGX).
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. VWIGX is managed by Vanguard. It was launched on Sep 30, 1981.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDMO or VWIGX.
Correlation
The correlation between IDMO and VWIGX is 0.60, 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.
Performance
IDMO vs. VWIGX - Performance Comparison
Key characteristics
IDMO:
0.72
VWIGX:
0.12
IDMO:
1.04
VWIGX:
0.27
IDMO:
1.13
VWIGX:
1.04
IDMO:
1.00
VWIGX:
0.05
IDMO:
3.61
VWIGX:
0.50
IDMO:
3.17%
VWIGX:
4.38%
IDMO:
15.96%
VWIGX:
19.18%
IDMO:
-39.36%
VWIGX:
-65.63%
IDMO:
-6.84%
VWIGX:
-41.68%
Returns By Period
In the year-to-date period, IDMO achieves a -0.59% return, which is significantly lower than VWIGX's 0.13% return. Over the past 10 years, IDMO has outperformed VWIGX with an annualized return of 9.43%, while VWIGX has yielded a comparatively lower 5.18% annualized return.
IDMO
-0.59%
-5.07%
-4.77%
11.34%
10.10%
9.43%
VWIGX
0.13%
-11.79%
-10.29%
2.01%
-0.07%
5.18%
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IDMO vs. VWIGX - Expense Ratio Comparison
IDMO has a 0.25% expense ratio, which is lower than VWIGX's 0.43% expense ratio.
Risk-Adjusted Performance
IDMO vs. VWIGX — Risk-Adjusted Performance Rank
IDMO
VWIGX
IDMO vs. VWIGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Momentum ETF (IDMO) and Vanguard International Growth Fund Investor Shares (VWIGX). 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.
Dividends
IDMO vs. VWIGX - Dividend Comparison
IDMO's dividend yield for the trailing twelve months is around 2.25%, more than VWIGX's 0.83% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Invesco S&P International Developed Momentum ETF | 2.25% | 2.24% | 2.89% | 3.66% | 1.81% | 1.64% | 2.10% | 3.27% | 3.08% | 2.18% | 2.52% | 2.18% |
Vanguard International Growth Fund Investor Shares | 0.83% | 0.83% | 1.01% | 1.37% | 0.93% | 0.21% | 1.20% | 1.62% | 0.84% | 1.26% | 1.39% | 2.29% |
Drawdowns
IDMO vs. VWIGX - Drawdown Comparison
The maximum IDMO drawdown since its inception was -39.36%, smaller than the maximum VWIGX drawdown of -65.63%. Use the drawdown chart below to compare losses from any high point for IDMO and VWIGX. For additional features, visit the drawdowns tool.
Volatility
IDMO vs. VWIGX - Volatility Comparison
The current volatility for Invesco S&P International Developed Momentum ETF (IDMO) is 3.93%, while Vanguard International Growth Fund Investor Shares (VWIGX) has a volatility of 11.71%. This indicates that IDMO experiences smaller price fluctuations and is considered to be less risky than VWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.