IMFL vs. FNDE
Compare and contrast key facts about Invesco International Developed Dynamic Multifactor ETF (IMFL) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE).
IMFL and FNDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMFL is a passively managed fund by Invesco that tracks the performance of the FTSE Developed ex US Invesco Dynamic Multifactor Index. It was launched on Feb 24, 2021. FNDE is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Emerging Markets Large Company Index. It was launched on Aug 15, 2013. Both IMFL and FNDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMFL or FNDE.
Correlation
The correlation between IMFL and FNDE is 0.73, 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.
Performance
IMFL vs. FNDE - Performance Comparison
Key characteristics
IMFL:
-0.21
FNDE:
0.74
IMFL:
-0.20
FNDE:
1.15
IMFL:
0.98
FNDE:
1.14
IMFL:
-0.28
FNDE:
0.87
IMFL:
-0.68
FNDE:
2.45
IMFL:
4.39%
FNDE:
5.19%
IMFL:
14.07%
FNDE:
17.21%
IMFL:
-33.25%
FNDE:
-43.55%
IMFL:
-10.57%
FNDE:
-13.11%
Returns By Period
In the year-to-date period, IMFL achieves a -0.60% return, which is significantly higher than FNDE's -2.27% return.
IMFL
-0.60%
-4.36%
-7.94%
-3.12%
N/A
N/A
FNDE
-2.27%
-4.73%
-3.47%
12.07%
3.29%
5.45%
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IMFL vs. FNDE - Expense Ratio Comparison
IMFL has a 0.34% expense ratio, which is lower than FNDE's 0.39% expense ratio.
Risk-Adjusted Performance
IMFL vs. FNDE — Risk-Adjusted Performance Rank
IMFL
FNDE
IMFL vs. FNDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Developed Dynamic Multifactor ETF (IMFL) and Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE). 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
IMFL vs. FNDE - Dividend Comparison
IMFL's dividend yield for the trailing twelve months is around 3.58%, less than FNDE's 4.93% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Invesco International Developed Dynamic Multifactor ETF | 3.58% | 3.56% | 3.85% | 3.36% | 3.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Schwab Fundamental Emerging Markets Large Company Index ETF | 4.93% | 4.82% | 4.74% | 5.59% | 4.31% | 2.49% | 3.47% | 3.05% | 2.05% | 1.65% | 2.02% | 1.36% |
Drawdowns
IMFL vs. FNDE - Drawdown Comparison
The maximum IMFL drawdown since its inception was -33.25%, smaller than the maximum FNDE drawdown of -43.55%. Use the drawdown chart below to compare losses from any high point for IMFL and FNDE. For additional features, visit the drawdowns tool.
Volatility
IMFL vs. FNDE - Volatility Comparison
The current volatility for Invesco International Developed Dynamic Multifactor ETF (IMFL) is 3.60%, while Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a volatility of 3.86%. This indicates that IMFL experiences smaller price fluctuations and is considered to be less risky than FNDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.