IMFL vs. GKAT
IMFL (Invesco International Developed Dynamic Multifactor ETF) and GKAT (Scharf Global Opportunity ETF) are both Global Equities funds. IMFL is passively managed, while GKAT is actively managed. Their 0.62 correlation means they have sometimes moved together and sometimes differently. IMFL charges 0.34%/yr vs 0.59%/yr for GKAT.
Performance
IMFL vs. GKAT - Performance Comparison
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Returns By Period
In the year-to-date period, IMFL achieves a 16.64% return, which is significantly higher than GKAT's 8.41% return.
IMFL
- 1D
- -0.84%
- 1M
- 0.47%
- 6M
- 8.85%
- YTD
- 16.64%
- 1Y
- 31.79%
- 3Y*
- 15.43%
- 5Y*
- 9.05%
- 10Y*
- —
- ALL TIME*
- 9.47%
GKAT
- 1D
- 1.18%
- 1M
- 2.09%
- 6M
- 5.94%
- YTD
- 8.41%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $18.90K | $73.46K | $135.75K | |
| $3.20M | $3.16M | $2.56M |
IMFL vs. GKAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IMFL Invesco International Developed Dynamic Multifactor ETF | 16.64% | 7.89% |
GKAT Scharf Global Opportunity ETF | 8.41% | 5.93% |
Correlation
The correlation between IMFL and GKAT is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 25, 2025 | 0.62 |
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Return for Risk
IMFL vs. GKAT — Risk / Return Rank
IMFL
GKAT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IMFL vs. GKAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Developed Dynamic Multifactor ETF (IMFL) and Scharf Global Opportunity ETF (GKAT). 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.
| IMFL | GKAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.33 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | — | — |
| Martin ratioReturn relative to average drawdown | 9.10 | — | — |
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Drawdowns
IMFL vs. GKAT - Drawdown Comparison
The maximum IMFL drawdown since its inception was -33.26%, which is greater than GKAT's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for IMFL and GKAT.
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Drawdown Indicators
| IMFL | GKAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -10.41% | -22.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.52% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -33.26% | — | — |
Current DrawdownCurrent decline from peak | -1.54% | -2.14% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -2.28% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | — | — |
Volatility
IMFL vs. GKAT - Volatility Comparison
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Volatility by Period
| IMFL | GKAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.68% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 12.23% | +4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 12.23% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 12.23% | +3.88% |
IMFL vs. GKAT - Expense Ratio Comparison
IMFL has a 0.34% expense ratio, which is lower than GKAT's 0.59% expense ratio.
Dividends
IMFL vs. GKAT - Dividend Comparison
IMFL's dividend yield for the trailing twelve months is around 2.90%, more than GKAT's 0.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GKAT Scharf Global Opportunity ETF | 0.65% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% |
IMFL Invesco International Developed Dynamic Multifactor ETF | 2.90% | 2.88% | 3.56% | 3.85% | 3.35% | 3.94% |
Frequently Asked Questions
IMFL and GKAT have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IMFL is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IMFL is cheaper with a 0.34% expense ratio, compared with 0.59% for GKAT.
IMFL has the higher dividend yield at 2.90%, compared with 0.65% for GKAT.
They also come from different issuers: Invesco and Scharf Investments. Their fees differ too: 0.34% for IMFL and 0.59% for GKAT.
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