IDYN vs. GMOI

Last updated Jul 11, 2026

IDYN (iShares International Equity Factor Rotation Active ETF) and GMOI (GMO International Value ETF) are both Foreign Large Cap Equities funds. IDYN is actively managed, while GMOI is passively managed. Their correlation of 0.87 suggests significant overlap in exposure. IDYN charges 0.40%/yr vs 0.60%/yr for GMOI.

Performance

IDYN vs. GMOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Equity Factor Rotation Active ETF (IDYN) and GMO International Value ETF (GMOI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDYN achieves a 8.11% return, which is significantly lower than GMOI's 14.61% return.

IDYN

• 1D: 0.40%
• 1M: -0.66%
• 6M: 4.74%
• YTD: 8.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GMOI

• 1D: 0.74%
• 1M: 0.72%
• 6M: 12.31%
• YTD: 14.61%
• 1Y: 34.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IDYN vs. GMOI - Yearly Performance Comparison

	2026 (YTD)	2025
IDYN iShares International Equity Factor Rotation Active ETF	8.11%	10.97%
GMOI GMO International Value ETF	14.61%	16.08%

Correlation

The correlation between IDYN and GMOI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 7, 2025	0.87

Return for Risk

IDYN vs. GMOI — Risk / Return Rank

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

IDYN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GMOI

GMOI Risk / Return Rank: 90
GMOI Sharpe Ratio Rank: 91
GMOI Sortino Ratio Rank: 91
GMOI Omega Ratio Rank: 89
GMOI Calmar Ratio Rank: 87
GMOI Martin Ratio Rank: 89

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.

IDYN vs. GMOI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) and GMO International Value ETF (GMOI). 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.

	IDYN	GMOI	Difference
Sharpe ratio: Return per unit of total volatility	—	2.49	—
Sortino ratio: Return per unit of downside risk	—	3.48	—
Omega ratio: Gain probability vs. loss probability	—	1.44	—
Calmar ratio: Return relative to maximum drawdown	—	3.98	—
Martin ratio: Return relative to average drawdown	—	15.49	—

Drawdowns

IDYN vs. GMOI - Drawdown Comparison

The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum GMOI drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for IDYN and GMOI.

Drawdown Indicators

	IDYN	GMOI	Difference
Max Drawdown Largest peak-to-trough decline	-12.68%	-14.67%	+1.99%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.36%	—
Current Drawdown Current decline from peak	-4.53%	-0.26%	-4.27%
Average Drawdown Average peak-to-trough decline	-2.67%	-1.68%	-0.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.16%	—

Volatility

Volatility by Period

	IDYN	GMOI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.85%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.18%	13.39%	+3.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.18%	15.47%	+1.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.18%	15.47%	+1.71%

IDYN vs. GMOI - Expense Ratio Comparison

IDYN has a 0.40% expense ratio, which is lower than GMOI's 0.60% expense ratio.

Dividends

IDYN vs. GMOI - Dividend Comparison

IDYN's dividend yield for the trailing twelve months is around 1.84%, less than GMOI's 2.79% yield.

Position	TTM	2025	2024
GMOI GMO International Value ETF	2.79%	2.74%	0.54%
IDYN iShares International Equity Factor Rotation Active ETF	1.84%	0.42%	0.00%

Frequently Asked Questions

Can I hold both IDYN and GMOI in my portfolio?

IDYN and GMOI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IDYN or GMOI?

On fees, IDYN is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IDYN or GMOI?

IDYN is cheaper with a 0.40% expense ratio, compared with 0.60% for GMOI.

Which ETF pays a higher dividend yield, IDYN or GMOI?

GMOI has the higher dividend yield at 2.79%, compared with 1.84% for IDYN.

What is the main difference between IDYN and GMOI?

They also come from different issuers: iShares and GMO. Their fees differ too: 0.40% for IDYN and 0.60% for GMOI.