IMOM vs. DSTIX
Compare and contrast key facts about Alpha Architect International Quantitative Momentum ETF (IMOM) and BNY Mellon Short Term Income Fund (DSTIX).
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. DSTIX is managed by BNY Mellon. It was launched on Aug 18, 1992.
Performance
IMOM vs. DSTIX - Performance Comparison
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IMOM vs. DSTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMOM Alpha Architect International Quantitative Momentum ETF | 4.48% | 47.20% | 5.22% | 9.15% | -21.92% | -0.75% | 28.39% | 18.26% | -23.07% | 34.83% |
DSTIX BNY Mellon Short Term Income Fund | -0.59% | 6.03% | 4.93% | 6.08% | -5.81% | -0.73% | 4.93% | 4.63% | -0.49% | 1.47% |
Returns By Period
In the year-to-date period, IMOM achieves a 4.48% return, which is significantly higher than DSTIX's -0.59% return. Over the past 10 years, IMOM has outperformed DSTIX with an annualized return of 7.19%, while DSTIX has yielded a comparatively lower 2.01% annualized return.
IMOM
- 1D
- 4.18%
- 1M
- -11.99%
- YTD
- 4.48%
- 6M
- 11.43%
- 1Y
- 44.75%
- 3Y*
- 18.46%
- 5Y*
- 6.53%
- 10Y*
- 7.19%
DSTIX
- 1D
- 0.21%
- 1M
- -1.52%
- YTD
- -0.59%
- 6M
- 0.57%
- 1Y
- 3.58%
- 3Y*
- 4.78%
- 5Y*
- 1.99%
- 10Y*
- 2.01%
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IMOM vs. DSTIX - Expense Ratio Comparison
IMOM has a 0.59% expense ratio, which is lower than DSTIX's 0.60% expense ratio.
Return for Risk
IMOM vs. DSTIX — Risk / Return Rank
IMOM
DSTIX
IMOM vs. DSTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Momentum ETF (IMOM) and BNY Mellon Short Term Income Fund (DSTIX). 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.
| IMOM | DSTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 1.69 | +0.32 |
Sortino ratioReturn per unit of downside risk | 2.57 | 2.79 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.40 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.36 | +0.36 |
Martin ratioReturn relative to average drawdown | 11.73 | 9.74 | +1.98 |
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
| IMOM | DSTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.69 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.78 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.87 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.38 | -1.04 |
Correlation
The correlation between IMOM and DSTIX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IMOM vs. DSTIX - Dividend Comparison
IMOM's dividend yield for the trailing twelve months is around 2.42%, less than DSTIX's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMOM Alpha Architect International Quantitative Momentum ETF | 2.42% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% | 0.00% |
DSTIX BNY Mellon Short Term Income Fund | 4.28% | 4.60% | 4.28% | 3.42% | 1.90% | 1.52% | 2.34% | 2.13% | 3.10% | 1.76% | 1.12% | 1.82% |
Drawdowns
IMOM vs. DSTIX - Drawdown Comparison
The maximum IMOM drawdown since its inception was -45.74%, which is greater than DSTIX's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for IMOM and DSTIX.
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Drawdown Indicators
| IMOM | DSTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.74% | -8.77% | -36.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -1.73% | -13.88% |
Max Drawdown (5Y)Largest decline over 5 years | -39.27% | -8.77% | -30.50% |
Max Drawdown (10Y)Largest decline over 10 years | -45.74% | -8.77% | -36.97% |
Current DrawdownCurrent decline from peak | -12.08% | -1.52% | -10.56% |
Average DrawdownAverage peak-to-trough decline | -14.37% | -0.87% | -13.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 0.42% | +3.19% |
Volatility
IMOM vs. DSTIX - Volatility Comparison
Alpha Architect International Quantitative Momentum ETF (IMOM) has a higher volatility of 10.61% compared to BNY Mellon Short Term Income Fund (DSTIX) at 0.68%. This indicates that IMOM's price experiences larger fluctuations and is considered to be riskier than DSTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMOM | DSTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.61% | 0.68% | +9.93% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 1.42% | +13.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.43% | 2.36% | +20.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 2.55% | +17.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 2.31% | +17.78% |