IMOM vs. AVDV
Compare and contrast key facts about Alpha Architect International Quantitative Momentum ETF (IMOM) and Avantis International Small Cap Value ETF (AVDV).
IMOM and AVDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMOM is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Intern.Quan. Mome. (USD)(TR). It was launched on Dec 23, 2015. AVDV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMOM or AVDV.
Correlation
The correlation between IMOM and AVDV is 0.68, 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
IMOM vs. AVDV - Performance Comparison
Loading data...
Key characteristics
IMOM:
0.58
AVDV:
0.85
IMOM:
0.92
AVDV:
1.34
IMOM:
1.13
AVDV:
1.19
IMOM:
0.46
AVDV:
1.18
IMOM:
3.09
AVDV:
4.15
IMOM:
4.14%
AVDV:
4.05%
IMOM:
22.01%
AVDV:
18.52%
IMOM:
-45.74%
AVDV:
-43.01%
IMOM:
-7.97%
AVDV:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with IMOM having a 14.12% return and AVDV slightly lower at 13.66%.
IMOM
14.12%
11.93%
11.54%
12.59%
8.45%
N/A
AVDV
13.66%
11.08%
12.47%
15.65%
15.87%
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IMOM vs. AVDV - Expense Ratio Comparison
IMOM has a 0.59% expense ratio, which is higher than AVDV's 0.36% expense ratio.
Risk-Adjusted Performance
IMOM vs. AVDV — Risk-Adjusted Performance Rank
IMOM
AVDV
IMOM vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Momentum ETF (IMOM) and Avantis International Small Cap Value ETF (AVDV). 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.
Loading data...
Dividends
IMOM vs. AVDV - Dividend Comparison
IMOM's dividend yield for the trailing twelve months is around 3.96%, more than AVDV's 3.79% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IMOM Alpha Architect International Quantitative Momentum ETF | 3.96% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% | 0.01% |
AVDV Avantis International Small Cap Value ETF | 3.79% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IMOM vs. AVDV - Drawdown Comparison
The maximum IMOM drawdown since its inception was -45.74%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for IMOM and AVDV. For additional features, visit the drawdowns tool.
Loading data...
Volatility
IMOM vs. AVDV - Volatility Comparison
Loading data...