IMFL vs. GMOM
Compare and contrast key facts about Invesco International Developed Dynamic Multifactor ETF (IMFL) and Cambria Global Momentum ETF (GMOM).
IMFL and GMOM 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. GMOM is an actively managed fund by Cambria. It was launched on Nov 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMFL or GMOM.
Correlation
The correlation between IMFL and GMOM is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IMFL vs. GMOM - Performance Comparison
Key characteristics
IMFL:
-0.21
GMOM:
0.59
IMFL:
-0.20
GMOM:
0.90
IMFL:
0.98
GMOM:
1.11
IMFL:
-0.28
GMOM:
0.52
IMFL:
-0.68
GMOM:
3.08
IMFL:
4.39%
GMOM:
2.86%
IMFL:
14.07%
GMOM:
15.03%
IMFL:
-33.25%
GMOM:
-25.02%
IMFL:
-10.57%
GMOM:
-7.48%
Returns By Period
In the year-to-date period, IMFL achieves a -0.60% return, which is significantly lower than GMOM's 0.46% return.
IMFL
-0.60%
-4.36%
-7.94%
-3.12%
N/A
N/A
GMOM
0.46%
-3.25%
-1.88%
8.18%
4.69%
3.56%
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IMFL vs. GMOM - Expense Ratio Comparison
IMFL has a 0.34% expense ratio, which is lower than GMOM's 0.96% expense ratio.
Risk-Adjusted Performance
IMFL vs. GMOM — Risk-Adjusted Performance Rank
IMFL
GMOM
IMFL vs. GMOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Developed Dynamic Multifactor ETF (IMFL) and Cambria Global Momentum ETF (GMOM). 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. GMOM - Dividend Comparison
IMFL's dividend yield for the trailing twelve months is around 3.58%, more than GMOM's 2.14% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMFL 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% |
GMOM Cambria Global Momentum ETF | 2.14% | 2.15% | 3.63% | 2.51% | 3.42% | 1.24% | 2.60% | 1.90% | 2.05% | 1.77% | 1.88% | 1.09% |
Drawdowns
IMFL vs. GMOM - Drawdown Comparison
The maximum IMFL drawdown since its inception was -33.25%, which is greater than GMOM's maximum drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for IMFL and GMOM. For additional features, visit the drawdowns tool.
Volatility
IMFL vs. GMOM - Volatility Comparison
The current volatility for Invesco International Developed Dynamic Multifactor ETF (IMFL) is 3.60%, while Cambria Global Momentum ETF (GMOM) has a volatility of 4.24%. This indicates that IMFL experiences smaller price fluctuations and is considered to be less risky than GMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.