IMFL vs. SCHF
Compare and contrast key facts about Invesco International Developed Dynamic Multifactor ETF (IMFL) and Schwab International Equity ETF (SCHF).
IMFL and SCHF 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. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009. Both IMFL and SCHF 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 SCHF.
Correlation
The correlation between IMFL and SCHF is 0.93, 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. SCHF - Performance Comparison
Key characteristics
IMFL:
-0.21
SCHF:
0.40
IMFL:
-0.20
SCHF:
0.62
IMFL:
0.98
SCHF:
1.08
IMFL:
-0.28
SCHF:
0.52
IMFL:
-0.68
SCHF:
1.31
IMFL:
4.39%
SCHF:
3.86%
IMFL:
14.07%
SCHF:
12.75%
IMFL:
-33.25%
SCHF:
-34.64%
IMFL:
-10.57%
SCHF:
-9.23%
Returns By Period
In the year-to-date period, IMFL achieves a -0.60% return, which is significantly lower than SCHF's -0.27% return.
IMFL
-0.60%
-4.36%
-7.94%
-3.12%
N/A
N/A
SCHF
-0.27%
-3.20%
-5.55%
4.69%
6.16%
6.54%
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IMFL vs. SCHF - Expense Ratio Comparison
IMFL has a 0.34% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Risk-Adjusted Performance
IMFL vs. SCHF — Risk-Adjusted Performance Rank
IMFL
SCHF
IMFL vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Developed Dynamic Multifactor ETF (IMFL) and Schwab International Equity ETF (SCHF). 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. SCHF - Dividend Comparison
IMFL's dividend yield for the trailing twelve months is around 3.58%, more than SCHF's 3.27% 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% |
SCHF Schwab International Equity ETF | 3.27% | 3.26% | 5.94% | 2.80% | 5.51% | 2.08% | 3.71% | 3.06% | 4.70% | 2.58% | 2.26% | 5.80% |
Drawdowns
IMFL vs. SCHF - Drawdown Comparison
The maximum IMFL drawdown since its inception was -33.25%, roughly equal to the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for IMFL and SCHF. For additional features, visit the drawdowns tool.
Volatility
IMFL vs. SCHF - Volatility Comparison
Invesco International Developed Dynamic Multifactor ETF (IMFL) and Schwab International Equity ETF (SCHF) have volatilities of 3.60% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.