Correlation
The correlation between IMTM and VEA is 0.69, 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.
IMTM vs. VEA
Compare and contrast key facts about iShares MSCI Intl Momentum Factor ETF (IMTM) and Vanguard FTSE Developed Markets ETF (VEA).
IMTM and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMTM is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Momentum. It was launched on Jan 13, 2015. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both IMTM and VEA 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: IMTM or VEA.
Performance
IMTM vs. VEA - Performance Comparison
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Key characteristics
IMTM:
0.91
VEA:
0.83
IMTM:
1.25
VEA:
1.18
IMTM:
1.17
VEA:
1.16
IMTM:
1.34
VEA:
0.98
IMTM:
3.92
VEA:
2.96
IMTM:
4.25%
VEA:
4.44%
IMTM:
19.81%
VEA:
17.19%
IMTM:
-30.68%
VEA:
-60.69%
IMTM:
-0.51%
VEA:
-0.39%
Returns By Period
In the year-to-date period, IMTM achieves a 19.49% return, which is significantly higher than VEA's 16.76% return. Over the past 10 years, IMTM has outperformed VEA with an annualized return of 7.50%, while VEA has yielded a comparatively lower 6.14% annualized return.
IMTM
19.49%
5.55%
15.60%
17.81%
13.29%
11.26%
7.50%
VEA
16.76%
5.13%
12.67%
14.08%
10.44%
11.40%
6.14%
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IMTM vs. VEA - Expense Ratio Comparison
IMTM has a 0.30% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
IMTM vs. VEA — Risk-Adjusted Performance Rank
IMTM
VEA
IMTM vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Momentum Factor ETF (IMTM) and Vanguard FTSE Developed Markets ETF (VEA). 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.
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Dividends
IMTM vs. VEA - Dividend Comparison
IMTM's dividend yield for the trailing twelve months is around 2.45%, less than VEA's 2.81% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMTM iShares MSCI Intl Momentum Factor ETF | 2.45% | 2.93% | 2.29% | 2.68% | 5.41% | 0.97% | 2.13% | 2.36% | 1.91% | 2.75% | 1.56% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.81% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
Drawdowns
IMTM vs. VEA - Drawdown Comparison
The maximum IMTM drawdown since its inception was -30.68%, smaller than the maximum VEA drawdown of -60.69%. Use the drawdown chart below to compare losses from any high point for IMTM and VEA.
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Volatility
IMTM vs. VEA - Volatility Comparison
iShares MSCI Intl Momentum Factor ETF (IMTM) has a higher volatility of 3.44% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.04%. This indicates that IMTM's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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