IFLN vs. IDMO
IFLN (Invesco Bloomberg Enhanced Fallen Angels ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - IFLN is a High Yield Bonds fund tracking the Bloomberg US High Yield Enhanced Fallen Angels Index, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Both are passively managed. Over the past 10 years, IFLN returned 4.36%/yr vs 12.40%/yr for IDMO. At a 0.42 correlation, their price movements are largely independent. IFLN charges 0.23%/yr vs 0.25%/yr for IDMO.
Performance
IFLN vs. IDMO - Performance Comparison
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Returns By Period
In the year-to-date period, IFLN achieves a 1.32% return, which is significantly lower than IDMO's 7.56% return. Over the past 10 years, IFLN has underperformed IDMO with an annualized return of 4.36%, while IDMO has yielded a comparatively higher 12.40% annualized return.
IFLN
- 1D
- 0.00%
- 1M
- 0.47%
- 6M
- 0.77%
- YTD
- 1.32%
- 1Y
- 5.49%
- 3Y*
- 7.14%
- 5Y*
- 3.54%
- 10Y*
- 4.36%
IDMO
- 1D
- -0.66%
- 1M
- -2.44%
- 6M
- 4.42%
- YTD
- 7.56%
- 1Y
- 20.05%
- 3Y*
- 24.23%
- 5Y*
- 15.34%
- 10Y*
- 12.40%
IFLN vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IFLN Invesco Bloomberg Enhanced Fallen Angels ETF | 1.32% | 8.75% | 5.54% | 11.19% | -8.77% | 3.32% | 5.20% | 13.59% | -2.69% | 5.12% |
IDMO Invesco S&P International Developed Momentum ETF | 7.56% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 22.01% | 26.09% | -16.66% | 29.21% |
Correlation
The correlation between IFLN and IDMO is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2012 | 0.42 |
The correlation between IFLN and IDMO shifts across timeframes, from 0.42 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IFLN vs. IDMO — Risk / Return Rank
IFLN
IDMO
IFLN vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Enhanced Fallen Angels ETF (IFLN) and Invesco S&P International Developed Momentum ETF (IDMO). 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.
| IFLN | IDMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.64 | -0.29 |
| Martin ratioReturn relative to average drawdown | 5.54 | 6.39 | -0.86 |
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Drawdowns
IFLN vs. IDMO - Drawdown Comparison
The maximum IFLN drawdown since its inception was -44.79%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for IFLN and IDMO.
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Drawdown Indicators
| IFLN | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.79% | -39.38% | -5.41% |
Max Drawdown (1Y)Largest decline over 1 year | -4.08% | -12.31% | +8.23% |
Max Drawdown (3Y)Largest decline over 3 years | -4.08% | -12.65% | +8.57% |
Max Drawdown (5Y)Largest decline over 5 years | -13.76% | -27.07% | +13.31% |
Max Drawdown (10Y)Largest decline over 10 years | -21.52% | -31.34% | +9.82% |
Current DrawdownCurrent decline from peak | -0.31% | -4.56% | +4.25% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -9.70% | +5.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 3.14% | -2.15% |
Volatility
IFLN vs. IDMO - Volatility Comparison
The current volatility for Invesco Bloomberg Enhanced Fallen Angels ETF (IFLN) is 0.79%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 5.90%. This indicates that IFLN experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IFLN | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.79% | 5.90% | -5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 3.30% | 16.88% | -13.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.93% | 18.54% | -14.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.38% | 18.13% | -11.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.86% | 17.89% | -11.03% |
IFLN vs. IDMO - Expense Ratio Comparison
IFLN has a 0.23% expense ratio, which is lower than IDMO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IFLN vs. IDMO - Dividend Comparison
IFLN's dividend yield for the trailing twelve months is around 5.85%, more than IDMO's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDMO Invesco S&P International Developed Momentum ETF | 3.72% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
IFLN Invesco Bloomberg Enhanced Fallen Angels ETF | 5.85% | 5.48% | 5.69% | 4.68% | 3.52% | 3.37% | 3.90% | 4.03% | 4.44% | 4.14% | 4.58% | 4.69% |
Frequently Asked Questions
IFLN and IDMO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDMO has higher volatility (5.90%) compared to IFLN (0.79%). In terms of maximum drawdown, IFLN dropped -44.79% vs IDMO's -39.38%.
On 10-year performance, IDMO leads with 12.40% vs 4.36% for IFLN. On fees, IFLN is cheaper at 0.23% per year. On volatility, IFLN has been the lower-risk option at 0.79%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IDMO has performed better with a 12.40% return vs 4.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IFLN is cheaper with a 0.23% expense ratio, compared with 0.25% for IDMO.
IFLN has the higher dividend yield at 5.85%, compared with 3.72% for IDMO.
IFLN is categorized as High Yield Bonds, while IDMO is Momentum. IFLN tracks Bloomberg US High Yield Enhanced Fallen Angels Index, while IDMO tracks S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. Their fees differ too: 0.23% for IFLN and 0.25% for IDMO.
IFLN currently has the higher Sharpe Ratio (1.40 vs 1.09), 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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