INTF vs. GMOI
INTF (iShares MSCI Intl Multifactor ETF) and GMOI (GMO International Value ETF) are both Foreign Large Cap Equities funds - INTF tracks the MSCI World ex USA Diversified Multi-Factor while GMOI tracks the MSCI World ex USA Value. Both are passively managed. Over the past year, INTF returned 23.37% vs 34.93% for GMOI. Their correlation of 0.92 suggests significant overlap in exposure. INTF charges 0.30%/yr vs 0.60%/yr for GMOI.
Performance
INTF vs. GMOI - Performance Comparison
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Returns By Period
In the year-to-date period, INTF achieves a 7.95% return, which is significantly lower than GMOI's 11.76% return.
INTF
- 1D
- -2.23%
- 1M
- -2.40%
- YTD
- 7.95%
- 6M
- 10.74%
- 1Y
- 23.37%
- 3Y*
- 18.87%
- 5Y*
- 9.18%
- 10Y*
- 8.80%
GMOI
- 1D
- -1.93%
- 1M
- -1.37%
- YTD
- 11.76%
- 6M
- 15.15%
- 1Y
- 34.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INTF vs. GMOI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 7.95% | 35.50% | -3.20% |
GMOI GMO International Value ETF | 11.76% | 45.64% | -4.57% |
Correlation
The correlation between INTF and GMOI is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2024 | 0.92 |
The correlation between INTF and GMOI has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
INTF vs. GMOI — Risk / Return Rank
INTF
GMOI
INTF vs. GMOI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) and GMO International Value ETF (GMOI). 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.
| INTF | GMOI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.46 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 4.20 | -1.89 |
| Martin ratioReturn relative to average drawdown | 9.09 | 16.57 | -7.48 |
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
| INTF | GMOI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.64 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 2.05 | -1.61 |
Drawdowns
INTF vs. GMOI - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, which is greater than GMOI's maximum drawdown of -14.67%. Use the drawdown chart below to compare losses from any high point for INTF and GMOI.
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Drawdown Indicators
| INTF | GMOI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -14.67% | -25.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -8.36% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -13.64% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | — | — |
Current DrawdownCurrent decline from peak | -2.42% | -2.11% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -7.69% | -1.70% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.11% | +0.47% |
Volatility
INTF vs. GMOI - Volatility Comparison
iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 4.47% compared to GMO International Value ETF (GMOI) at 3.90%. This indicates that INTF's price experiences larger fluctuations and is considered to be riskier than GMOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INTF | GMOI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 3.90% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 10.49% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.73% | 13.31% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 15.64% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 15.64% | +1.72% |
INTF vs. GMOI - Expense Ratio Comparison
INTF has a 0.30% expense ratio, which is lower than GMOI's 0.60% expense ratio.
Dividends
INTF vs. GMOI - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 2.65%, more than GMOI's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMOI GMO International Value ETF | 2.45% | 2.74% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INTF iShares MSCI Intl Multifactor ETF | 2.65% | 2.87% | 3.53% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.26% | 1.66% | 0.85% |
Frequently Asked Questions
With a correlation of 0.93, INTF and GMOI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
INTF has higher volatility (4.47%) compared to GMOI (3.90%). In terms of maximum drawdown, INTF dropped -40.39% vs GMOI's -14.67%.
On 1-year performance, GMOI leads with 34.93% vs 23.37% for INTF. On fees, INTF is cheaper at 0.30% per year. On volatility, GMOI has been the lower-risk option at 3.90%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GMOI has performed better with a 34.93% return vs 23.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
INTF is cheaper with a 0.30% expense ratio, compared with 0.60% for GMOI.
INTF has the higher dividend yield at 2.65%, compared with 2.45% for GMOI.
INTF tracks MSCI World ex USA Diversified Multi-Factor, while GMOI tracks MSCI World ex USA Value. They also come from different issuers: iShares and GMO. Their fees differ too: 0.30% for INTF and 0.60% for GMOI.
GMOI currently has the higher Sharpe Ratio (2.64 vs 1.59), 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.
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