IFLO vs. GMOI
IFLO (VictoryShares International Free Cash Flow ETF) and GMOI (GMO International Value ETF) are both Foreign Large Cap Equities funds. Their correlation of 0.88 suggests significant overlap in exposure. IFLO charges 0.56%/yr vs 0.60%/yr for GMOI.
Performance
IFLO vs. GMOI - Performance Comparison
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Returns By Period
In the year-to-date period, IFLO achieves a 16.87% return, which is significantly higher than GMOI's 11.76% return.
IFLO
- 1D
- -2.83%
- 1M
- 0.07%
- YTD
- 16.87%
- 6M
- 18.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMOI
- 1D
- -1.93%
- 1M
- -1.37%
- YTD
- 11.76%
- 6M
- 15.15%
- 1Y
- 34.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IFLO vs. GMOI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IFLO VictoryShares International Free Cash Flow ETF | 16.87% | 12.93% |
GMOI GMO International Value ETF | 11.76% | 19.68% |
Correlation
The correlation between IFLO and GMOI is 0.88, 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 Jun 27, 2025 | 0.88 |
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Return for Risk
IFLO vs. GMOI — Risk / Return Rank
IFLO
GMOI
IFLO vs. GMOI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Free Cash Flow ETF (IFLO) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| IFLO | GMOI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.38 | 2.05 | +0.33 |
Drawdowns
IFLO vs. GMOI - Drawdown Comparison
The maximum IFLO drawdown since its inception was -6.44%, smaller than the maximum GMOI drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for IFLO and GMOI.
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Drawdown Indicators
| IFLO | GMOI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.44% | -14.67% | +8.23% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.36% | — |
Current DrawdownCurrent decline from peak | -2.83% | -2.11% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -1.22% | -1.70% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.11% | — |
Volatility
IFLO vs. GMOI - Volatility Comparison
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Volatility by Period
| IFLO | GMOI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.90% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.49% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 13.31% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 15.64% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 15.64% | -1.19% |
IFLO vs. GMOI - Expense Ratio Comparison
IFLO has a 0.56% expense ratio, which is lower than GMOI's 0.60% expense ratio.
Dividends
IFLO vs. GMOI - Dividend Comparison
IFLO's dividend yield for the trailing twelve months is around 1.05%, less than GMOI's 2.45% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GMOI GMO International Value ETF | 2.45% | 2.74% | 0.54% |
IFLO VictoryShares International Free Cash Flow ETF | 1.05% | 0.73% | 0.00% |
Frequently Asked Questions
IFLO and GMOI have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IFLO is cheaper at 0.56% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IFLO is cheaper with a 0.56% expense ratio, compared with 0.60% for GMOI.
GMOI has the higher dividend yield at 2.45%, compared with 1.05% for IFLO.
They also come from different issuers: VictoryShares and GMO. Their fees differ too: 0.56% for IFLO and 0.60% for GMOI.
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