IDVO vs. VXUS
Compare and contrast key facts about Amplify International Enhanced Dividend Income ETF (IDVO) and Vanguard Total International Stock ETF (VXUS).
IDVO and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDVO is an actively managed fund by Amplify Investments. It was launched on Sep 8, 2022. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDVO or VXUS.
Performance
IDVO vs. VXUS - Performance Comparison
Returns By Period
In the year-to-date period, IDVO achieves a 11.45% return, which is significantly higher than VXUS's 6.63% return.
IDVO
11.45%
-2.16%
-1.51%
13.84%
N/A
N/A
VXUS
6.63%
-4.76%
-0.74%
12.34%
5.55%
4.79%
Key characteristics
| IDVO | VXUS | |
|---|---|---|
| Sharpe Ratio | 1.20 | 1.02 |
| Sortino Ratio | 1.67 | 1.48 |
| Omega Ratio | 1.21 | 1.18 |
| Calmar Ratio | 1.75 | 1.18 |
| Martin Ratio | 6.72 | 5.29 |
| Ulcer Index | 2.40% | 2.46% |
| Daily Std Dev | 13.43% | 12.69% |
| Max Drawdown | -11.00% | -35.97% |
| Current Drawdown | -2.22% | -6.96% |
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IDVO vs. VXUS - Expense Ratio Comparison
IDVO has a 0.65% expense ratio, which is higher than VXUS's 0.07% expense ratio.
Correlation
The correlation between IDVO and VXUS 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.
Risk-Adjusted Performance
IDVO vs. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify International Enhanced Dividend Income ETF (IDVO) and Vanguard Total International Stock ETF (VXUS). 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
IDVO vs. VXUS - Dividend Comparison
IDVO's dividend yield for the trailing twelve months is around 5.94%, more than VXUS's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVO Amplify International Enhanced Dividend Income ETF | 5.94% | 5.71% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.00% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
IDVO vs. VXUS - Drawdown Comparison
The maximum IDVO drawdown since its inception was -11.00%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IDVO and VXUS. For additional features, visit the drawdowns tool.
Volatility
IDVO vs. VXUS - Volatility Comparison
Amplify International Enhanced Dividend Income ETF (IDVO) and Vanguard Total International Stock ETF (VXUS) have volatilities of 3.70% and 3.79%, 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.