INTF vs. HDMV
Compare and contrast key facts about iShares MSCI Intl Multifactor ETF (INTF) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV).
INTF and HDMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INTF is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Diversified Multi-Factor. It was launched on Apr 28, 2015. HDMV is an actively managed fund by First Trust. It was launched on Aug 24, 2016.
Performance
INTF vs. HDMV - Performance Comparison
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INTF vs. HDMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 4.98% | 35.50% | 5.99% | 18.25% | -12.31% | 11.70% | 2.83% | 18.46% | -15.87% | 28.46% |
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.79% | 29.31% | 2.99% | 9.62% | -11.47% | 7.39% | -9.42% | 15.00% | -7.60% | 27.49% |
Returns By Period
The year-to-date returns for both stocks are quite close, with INTF having a 4.98% return and HDMV slightly lower at 4.79%.
INTF
- 1D
- 1.72%
- 1M
- -3.13%
- YTD
- 4.98%
- 6M
- 11.00%
- 1Y
- 32.17%
- 3Y*
- 18.30%
- 5Y*
- 10.27%
- 10Y*
- 8.95%
HDMV
- 1D
- 0.58%
- 1M
- -3.90%
- YTD
- 4.79%
- 6M
- 8.22%
- 1Y
- 20.29%
- 3Y*
- 13.20%
- 5Y*
- 7.23%
- 10Y*
- —
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INTF vs. HDMV - Expense Ratio Comparison
INTF has a 0.30% expense ratio, which is lower than HDMV's 0.80% expense ratio.
Return for Risk
INTF vs. HDMV — Risk / Return Rank
INTF
HDMV
INTF vs. HDMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV). 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 | HDMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.55 | +0.26 |
Sortino ratioReturn per unit of downside risk | 2.50 | 2.02 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.43 | +0.51 |
Martin ratioReturn relative to average drawdown | 11.99 | 8.61 | +3.38 |
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 | HDMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.55 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.61 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.42 | +0.01 |
Correlation
The correlation between INTF and HDMV is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
INTF vs. HDMV - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 2.73%, less than HDMV's 4.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 2.73% | 2.87% | 3.53% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.26% | 1.66% | 0.85% |
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.68% | 5.09% | 3.24% | 3.14% | 3.53% | 3.11% | 1.45% | 3.63% | 2.88% | 3.23% | 0.18% | 0.00% |
Drawdowns
INTF vs. HDMV - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, which is greater than HDMV's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for INTF and HDMV.
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Drawdown Indicators
| INTF | HDMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -32.01% | -8.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -8.73% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -24.11% | -5.15% |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | — | — |
Current DrawdownCurrent decline from peak | -5.10% | -5.54% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -6.83% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.46% | +0.25% |
Volatility
INTF vs. HDMV - Volatility Comparison
iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 7.24% compared to First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) at 5.40%. This indicates that INTF's price experiences larger fluctuations and is considered to be riskier than HDMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INTF | HDMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 5.40% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 8.26% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.81% | 13.16% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 11.94% | +4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 13.23% | +4.06% |