IMFL vs. GKAT
IMFL (Invesco International Developed Dynamic Multifactor ETF) and GKAT (Scharf Global Opportunity ETF) are both Global Equities funds. A 0.62 correlation means they provide meaningful diversification when combined. 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 17.58% return, which is significantly higher than GKAT's 9.70% return.
IMFL
- 1D
- -0.54%
- 1M
- 5.50%
- YTD
- 17.58%
- 6M
- 20.95%
- 1Y
- 33.05%
- 3Y*
- 17.51%
- 5Y*
- 8.50%
- 10Y*
- —
GKAT
- 1D
- -0.69%
- 1M
- 4.59%
- YTD
- 9.70%
- 6M
- 12.74%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IMFL vs. GKAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IMFL Invesco International Developed Dynamic Multifactor ETF | 17.58% | 9.75% |
GKAT Scharf Global Opportunity ETF | 9.70% | 6.04% |
Correlation
The correlation between IMFL and GKAT is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 26, 2025 | 0.62 |
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Return for Risk
IMFL vs. GKAT — Risk / Return Rank
IMFL
GKAT
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.
| IMFL | GKAT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | — | — |
Sortino ratioReturn per unit of downside risk | 2.88 | — | — |
Omega ratioGain probability vs. loss probability | 1.37 | — | — |
Calmar ratioReturn relative to maximum drawdown | 2.82 | — | — |
Martin ratioReturn relative to average drawdown | 9.97 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMFL | GKAT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.82 | -1.19 |
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 | -0.54% | -0.97% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -2.07% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | — | — |
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 | 5.74% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.08% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 11.97% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 11.97% | +4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 11.97% | +4.02% |
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 2.87%, more than GKAT's 0.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
GKAT Scharf Global Opportunity ETF | 0.44% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% |
IMFL Invesco International Developed Dynamic Multifactor ETF | 2.87% | 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 2.87%, compared with 0.44% 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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