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IMOM vs. DGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMOM vs. DGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect International Quantitative Momentum ETF (IMOM) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IMOM achieves a 17.21% return, which is significantly higher than DGS's 16.30% return. Over the past 10 years, IMOM has underperformed DGS with an annualized return of 7.70%, while DGS has yielded a comparatively higher 10.20% annualized return.


IMOM

1D
1.08%
1M
-0.40%
YTD
17.21%
6M
17.04%
1Y
40.78%
3Y*
24.53%
5Y*
9.06%
10Y*
7.70%

DGS

1D
-0.18%
1M
2.28%
YTD
16.30%
6M
17.62%
1Y
28.60%
3Y*
16.75%
5Y*
8.53%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMOM vs. DGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMOM
Alpha Architect International Quantitative Momentum ETF
17.21%47.20%5.22%9.15%-21.92%-0.75%28.39%18.26%-23.07%34.83%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
16.30%21.18%1.13%19.08%-12.35%15.33%4.06%18.90%-16.52%37.47%

Correlation

The correlation between IMOM and DGS is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.61

The correlation between IMOM and DGS has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.

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Return for Risk

IMOM vs. DGS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMOM
IMOM Risk / Return Rank: 6060
Overall Rank
IMOM Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IMOM Sortino Ratio Rank: 5858
Sortino Ratio Rank
IMOM Omega Ratio Rank: 6262
Omega Ratio Rank
IMOM Calmar Ratio Rank: 5454
Calmar Ratio Rank
IMOM Martin Ratio Rank: 6161
Martin Ratio Rank

DGS
DGS Risk / Return Rank: 5454
Overall Rank
DGS Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 5050
Sortino Ratio Rank
DGS Omega Ratio Rank: 5252
Omega Ratio Rank
DGS Calmar Ratio Rank: 6060
Calmar Ratio Rank
DGS Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMOM vs. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Momentum ETF (IMOM) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IMOMDGSDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.37

1.32

+0.05

Calmar ratioReturn relative to maximum drawdown

2.63

2.86

-0.23

Martin ratioReturn relative to average drawdown

10.55

9.43

+1.12

IMOM vs. DGS - Sharpe Ratio Comparison

The current IMOM Sharpe Ratio is 2.00, which is comparable to the DGS Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of IMOM and DGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IMOM vs. DGS - Drawdown Comparison

The maximum IMOM drawdown since its inception was -45.74%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for IMOM and DGS.


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Drawdown Indicators


IMOMDGSDifference

Max Drawdown

Largest peak-to-trough decline

-45.74%

-61.83%

+16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-15.61%

-10.06%

-5.55%

Max Drawdown (3Y)

Largest decline over 3 years

-17.51%

-19.31%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-39.27%

-24.86%

-14.41%

Max Drawdown (10Y)

Largest decline over 10 years

-45.74%

-44.08%

-1.66%

Current Drawdown

Current decline from peak

-3.14%

-0.38%

-2.76%

Average Drawdown

Average peak-to-trough decline

-14.13%

-12.56%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

3.04%

+0.84%

Volatility

IMOM vs. DGS - Volatility Comparison

Alpha Architect International Quantitative Momentum ETF (IMOM) has a higher volatility of 7.84% compared to WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) at 7.20%. This indicates that IMOM's price experiences larger fluctuations and is considered to be riskier than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMOMDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

7.20%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

17.99%

14.41%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

20.51%

16.63%

+3.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.03%

15.13%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

17.39%

+2.87%

IMOM vs. DGS - Expense Ratio Comparison

IMOM has a 0.38% expense ratio, which is lower than DGS's 0.58% expense ratio.


Dividends

IMOM vs. DGS - Dividend Comparison

IMOM's dividend yield for the trailing twelve months is around 2.16%, less than DGS's 3.16% yield.


PositionTTM20252024202320222021202020192018201720162015
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.16%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%
IMOM
Alpha Architect International Quantitative Momentum ETF
2.16%2.53%4.52%2.95%6.06%1.27%0.59%1.17%0.78%1.11%0.54%0.00%

Frequently Asked Questions


IMOM and DGS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IMOM has higher volatility (7.84%) compared to DGS (7.20%). In terms of maximum drawdown, IMOM dropped -45.74% vs DGS's -61.83%.

On 10-year performance, DGS leads with 10.20% vs 7.70% for IMOM. On fees, IMOM is cheaper at 0.38% per year. On volatility, DGS has been the lower-risk option at 7.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DGS has performed better with a 10.20% return vs 7.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMOM is cheaper with a 0.38% expense ratio, compared with 0.58% for DGS.

DGS has the higher dividend yield at 3.16%, compared with 2.16% for IMOM.

IMOM is categorized as Momentum, while DGS is Emerging Markets Diversified. IMOM tracks Alpha Architect Intern.Quan. Mome. (USD)(TR), while DGS tracks WisdomTree Emerging Markets SmallCap Dividend Index. They also come from different issuers: Alpha Architect and WisdomTree. Their fees differ too: 0.38% for IMOM and 0.58% for DGS.

IMOM currently has the higher Sharpe Ratio (2.00 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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