IMFL vs. VEGA
Compare and contrast key facts about Invesco International Developed Dynamic Multifactor ETF (IMFL) and AdvisorShares STAR Global Buy-Write ETF (VEGA).
IMFL and VEGA 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. VEGA is an actively managed fund by AdvisorShares. It was launched on Sep 17, 2012.
Performance
IMFL vs. VEGA - Performance Comparison
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IMFL vs. VEGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IMFL Invesco International Developed Dynamic Multifactor ETF | 7.24% | 30.89% | -3.57% | 25.51% | -17.32% | 6.94% |
VEGA AdvisorShares STAR Global Buy-Write ETF | -1.70% | 15.83% | 11.20% | 15.12% | -15.02% | 8.89% |
Returns By Period
In the year-to-date period, IMFL achieves a 7.24% return, which is significantly higher than VEGA's -1.70% return.
IMFL
- 1D
- 3.30%
- 1M
- -8.04%
- YTD
- 7.24%
- 6M
- 16.45%
- 1Y
- 33.09%
- 3Y*
- 14.53%
- 5Y*
- 7.85%
- 10Y*
- —
VEGA
- 1D
- 2.04%
- 1M
- -4.55%
- YTD
- -1.70%
- 6M
- 0.52%
- 1Y
- 13.73%
- 3Y*
- 11.68%
- 5Y*
- 6.03%
- 10Y*
- 7.20%
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IMFL vs. VEGA - Expense Ratio Comparison
IMFL has a 0.34% expense ratio, which is lower than VEGA's 2.02% expense ratio.
Return for Risk
IMFL vs. VEGA — Risk / Return Rank
IMFL
VEGA
IMFL vs. VEGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Developed Dynamic Multifactor ETF (IMFL) and AdvisorShares STAR Global Buy-Write ETF (VEGA). 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 | VEGA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 1.15 | +0.85 |
Sortino ratioReturn per unit of downside risk | 2.61 | 1.68 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.24 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.74 | +0.94 |
Martin ratioReturn relative to average drawdown | 10.54 | 8.16 | +2.38 |
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 | VEGA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 1.15 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.49 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.48 | +0.05 |
Correlation
The correlation between IMFL and VEGA 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.
Dividends
IMFL vs. VEGA - Dividend Comparison
IMFL's dividend yield for the trailing twelve months is around 3.15%, more than VEGA's 1.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IMFL Invesco International Developed Dynamic Multifactor ETF | 3.15% | 2.88% | 3.56% | 3.85% | 3.35% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEGA AdvisorShares STAR Global Buy-Write ETF | 1.37% | 1.34% | 1.05% | 1.12% | 1.89% | 0.55% | 0.28% | 0.44% | 0.45% | 0.00% | 0.81% |
Drawdowns
IMFL vs. VEGA - Drawdown Comparison
The maximum IMFL drawdown since its inception was -33.26%, which is greater than VEGA's maximum drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for IMFL and VEGA.
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Drawdown Indicators
| IMFL | VEGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.26% | -28.37% | -4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -8.32% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -33.26% | -22.78% | -10.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.37% | — |
Current DrawdownCurrent decline from peak | -8.70% | -4.95% | -3.75% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -3.83% | -3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.78% | +1.22% |
Volatility
IMFL vs. VEGA - Volatility Comparison
Invesco International Developed Dynamic Multifactor ETF (IMFL) has a higher volatility of 7.94% compared to AdvisorShares STAR Global Buy-Write ETF (VEGA) at 4.30%. This indicates that IMFL's price experiences larger fluctuations and is considered to be riskier than VEGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMFL | VEGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 4.30% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 7.21% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 11.99% | +4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 12.31% | +3.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 12.67% | +3.19% |