INTF vs. VFMF
Compare and contrast key facts about iShares MSCI Intl Multifactor ETF (INTF) and Vanguard U.S. Multifactor ETF (VFMF).
INTF and VFMF 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. VFMF is managed by Vanguard. It was launched on Feb 13, 2018.
Performance
INTF vs. VFMF - Performance Comparison
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INTF vs. VFMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 4.98% | 35.50% | 5.99% | 18.25% | -12.31% | 11.70% | 2.83% | 18.46% | -17.58% |
VFMF Vanguard U.S. Multifactor ETF | 4.17% | 17.38% | 15.60% | 18.52% | -5.70% | 30.05% | 4.99% | 22.34% | -11.29% |
Returns By Period
In the year-to-date period, INTF achieves a 4.98% return, which is significantly higher than VFMF's 4.17% return.
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%
VFMF
- 1D
- 0.82%
- 1M
- -3.38%
- YTD
- 4.17%
- 6M
- 9.32%
- 1Y
- 25.37%
- 3Y*
- 18.45%
- 5Y*
- 11.84%
- 10Y*
- —
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INTF vs. VFMF - Expense Ratio Comparison
INTF has a 0.30% expense ratio, which is higher than VFMF's 0.18% expense ratio.
Return for Risk
INTF vs. VFMF — Risk / Return Rank
INTF
VFMF
INTF vs. VFMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) and Vanguard U.S. Multifactor ETF (VFMF). 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 | VFMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.36 | +0.46 |
Sortino ratioReturn per unit of downside risk | 2.50 | 1.94 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.29 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.94 | 1.94 | +1.00 |
Martin ratioReturn relative to average drawdown | 11.99 | 8.92 | +3.07 |
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 | VFMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.36 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.65 | -0.01 |
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 | 0.52 | -0.09 |
Correlation
The correlation between INTF and VFMF is 0.75, 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. VFMF - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 2.73%, more than VFMF's 1.52% 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% |
VFMF Vanguard U.S. Multifactor ETF | 1.52% | 1.54% | 1.60% | 1.78% | 2.21% | 1.39% | 1.56% | 1.61% | 1.22% | 0.00% | 0.00% | 0.00% |
Drawdowns
INTF vs. VFMF - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, roughly equal to the maximum VFMF drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for INTF and VFMF.
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Drawdown Indicators
| INTF | VFMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -41.34% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.05% | -13.32% | +2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | -20.57% | -8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | — | — |
Current DrawdownCurrent decline from peak | -5.10% | -4.21% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -5.85% | -1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.90% | -0.19% |
Volatility
INTF vs. VFMF - Volatility Comparison
iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 7.24% compared to Vanguard U.S. Multifactor ETF (VFMF) at 4.65%. This indicates that INTF's price experiences larger fluctuations and is considered to be riskier than VFMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INTF | VFMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.24% | 4.65% | +2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 10.08% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.81% | 18.80% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 18.25% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 21.31% | -4.02% |