IDV vs. FRDM
IDV (iShares International Select Dividend ETF) and FRDM (Freedom 100 Emerging Markets ETF) are both exchange-traded funds - IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend, while FRDM is a Emerging Markets Diversified fund tracking the Life + Liberty Freedom 100 Emerging Markets Index. Both are passively managed. Over the past 5 years, IDV returned 12.17%/yr vs 18.68%/yr for FRDM. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.49% expense ratio.
Performance
IDV vs. FRDM - Performance Comparison
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Returns By Period
In the year-to-date period, IDV achieves a 13.60% return, which is significantly lower than FRDM's 40.13% return.
IDV
- 1D
- 0.31%
- 1M
- 0.43%
- YTD
- 13.60%
- 6M
- 15.83%
- 1Y
- 36.40%
- 3Y*
- 25.11%
- 5Y*
- 12.17%
- 10Y*
- 10.92%
FRDM
- 1D
- 0.49%
- 1M
- 9.04%
- YTD
- 40.13%
- 6M
- 46.37%
- 1Y
- 87.32%
- 3Y*
- 34.29%
- 5Y*
- 18.68%
- 10Y*
- —
IDV vs. FRDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 13.60% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 14.65% |
FRDM Freedom 100 Emerging Markets ETF | 40.13% | 61.27% | 1.70% | 22.77% | -14.45% | 6.13% | 16.90% | 12.23% |
Correlation
The correlation between IDV and FRDM is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 23, 2019 | 0.73 |
The correlation between IDV and FRDM has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
IDV vs. FRDM — Risk / Return Rank
IDV
FRDM
IDV vs. FRDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Select Dividend ETF (IDV) and Freedom 100 Emerging Markets ETF (FRDM). 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.
| IDV | FRDM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.54 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 5.02 | -0.89 |
| Martin ratioReturn relative to average drawdown | 15.32 | 19.36 | -4.04 |
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Drawdowns
IDV vs. FRDM - Drawdown Comparison
The maximum IDV drawdown since its inception was -70.14%, which is greater than FRDM's maximum drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for IDV and FRDM.
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Drawdown Indicators
| IDV | FRDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.14% | -40.49% | -29.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -16.87% | +8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -16.87% | +5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -29.19% | -29.25% | +0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -42.50% | — | — |
Current DrawdownCurrent decline from peak | -1.70% | -4.36% | +2.66% |
Average DrawdownAverage peak-to-trough decline | -15.38% | -7.09% | -8.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 4.37% | -2.07% |
Volatility
IDV vs. FRDM - Volatility Comparison
The current volatility for iShares International Select Dividend ETF (IDV) is 4.24%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 14.27%. This indicates that IDV experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDV | FRDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 14.27% | -10.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 24.39% | -13.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 26.86% | -13.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 21.35% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 23.09% | -5.17% |
IDV vs. FRDM - Expense Ratio Comparison
Both IDV and FRDM have an expense ratio of 0.49%.
Dividends
IDV vs. FRDM - Dividend Comparison
IDV's dividend yield for the trailing twelve months is around 4.40%, more than FRDM's 1.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRDM Freedom 100 Emerging Markets ETF | 1.56% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 4.40% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
Frequently Asked Questions
IDV and FRDM have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRDM has higher volatility (14.27%) compared to IDV (4.24%). In terms of maximum drawdown, IDV dropped -70.14% vs FRDM's -40.49%.
On 5-year performance, FRDM leads with 18.68% vs 12.17% for IDV. Both ETFs have the same 0.49% expense ratio. On volatility, IDV has been the lower-risk option at 4.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FRDM has performed better with a 18.68% return vs 12.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDV and FRDM have the same expense ratio: 0.49% per year.
IDV has the higher dividend yield at 4.40%, compared with 1.56% for FRDM.
IDV is categorized as Global Equities, while FRDM is Emerging Markets Diversified. IDV tracks Dow Jones EPAC Select Dividend, while FRDM tracks Life + Liberty Freedom 100 Emerging Markets Index. They also come from different issuers: iShares and Freedom Funds.
FRDM currently has the higher Sharpe Ratio (3.15 vs 2.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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