INTL vs. SECT

Last updated Aug 2, 2026

INTL (Main International ETF) and SECT (Main Sector Rotation ETF) are both exchange-traded funds - INTL is a Foreign Large Cap Equities fund actively managed by Main, while SECT is a Large Cap Blend Equities fund actively managed by Main. Both are actively managed. Over the past 3 years, INTL returned 14.56%/yr vs 17.03%/yr for SECT. Their 0.75 correlation means they have sometimes moved together and sometimes differently. INTL charges 1.04%/yr vs 0.78%/yr for SECT.

Performance

INTL vs. SECT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main International ETF (INTL) and Main Sector Rotation ETF (SECT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with INTL having a 9.45% return and SECT slightly lower at 9.27%.

INTL

• 1D: -0.36%
• 1M: -0.36%
• 6M: 4.01%
• YTD: 9.45%
• 1Y: 23.01%
• 3Y*: 14.56%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.24%

SECT

• 1D: 0.34%
• 1M: -1.16%
• 6M: 8.84%
• YTD: 9.27%
• 1Y: 21.89%
• 3Y*: 17.03%
• 5Y*: 11.91%
• 10Y*: —
• ALL TIME*: 13.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
INTL Main International ETF	$1.43M	$1.29M	$972.08K
SECT Main Sector Rotation ETF	$7.12M	$6.95M	$6.77M

INTL vs. SECT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
INTL Main International ETF	9.45%	29.55%	2.00%	18.20%	-1.69%
SECT Main Sector Rotation ETF	9.27%	17.80%	18.61%	21.10%	-5.36%

Correlation

The correlation between INTL and SECT is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.81
Correlation (3Y) Balances recent behavior with more history.	0.75
Correlation (All Time) Calculated using the full available price history since Dec 2, 2022	0.75

The correlation between INTL and SECT has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

INTL vs. SECT - Sectors Allocation Comparison

Sectors	INTL	SECT
Financial Services	23.9%	18.0%
Technology	19.3%	44.8%
Industrials	14.2%	12.0%
Basic Materials	9.1%	3.4%
Consumer Cyclical	7.2%	10.2%
Healthcare	6.2%	0.2%
Consumer Defensive	5.5%	0.4%
Energy	5.0%	3.6%
Communication Services	4.6%	1.2%
Utilities	3.1%	6.2%
Real Estate	2.0%	0.0%

Return for Risk

INTL vs. SECT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

INTL

INTL Risk / Return Rank: 56
INTL Sharpe Ratio Rank: 55
INTL Sortino Ratio Rank: 54
INTL Omega Ratio Rank: 55
INTL Calmar Ratio Rank: 55
INTL Martin Ratio Rank: 60

SECT

SECT Risk / Return Rank: 57
SECT Sharpe Ratio Rank: 58
SECT Sortino Ratio Rank: 56
SECT Omega Ratio Rank: 56
SECT Calmar Ratio Rank: 53
SECT Martin Ratio Rank: 62

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

INTL vs. SECT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Main International ETF (INTL) and Main Sector Rotation ETF (SECT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	INTL	SECT	Difference
Sharpe ratio: Return per unit of total volatility	1.32	1.39	-0.07
Sortino ratio: Return per unit of downside risk	1.88	1.95	-0.06
Omega ratio: Gain probability vs. loss probability	1.24	1.25	0.00
Calmar ratio: Return relative to maximum drawdown	1.94	1.90	+0.04
Martin ratio: Return relative to average drawdown	7.25	7.40	-0.14

INTL vs. SECT - Sharpe Ratio Comparison

The current INTL Sharpe Ratio is 1.32, which is comparable to the SECT Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of INTL and SECT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

INTL vs. SECT - Drawdown Comparison

The maximum INTL drawdown since its inception was -14.48%, smaller than the maximum SECT drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for INTL and SECT.

Drawdown Indicators

	INTL	SECT	Difference
Max Drawdown Largest peak-to-trough decline	-14.48%	-38.09%	+23.61%
Max Drawdown (1Y) Largest decline over 1 year	-11.51%	-10.71%	-0.80%
Max Drawdown (3Y) Largest decline over 3 years	-14.48%	-21.71%	+7.23%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.71%	—
Current Drawdown Current decline from peak	-2.84%	-2.82%	-0.02%
Average Drawdown Average peak-to-trough decline	-2.87%	-4.61%	+1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	2.75%	+0.33%

Volatility

INTL vs. SECT - Volatility Comparison

Main International ETF (INTL) has a higher volatility of 5.44% compared to Main Sector Rotation ETF (SECT) at 4.62%. This indicates that INTL's price experiences larger fluctuations and is considered to be riskier than SECT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTL	SECT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.44%	4.62%	+0.82%
Volatility (6M) Calculated over the trailing 6-month period	15.08%	11.77%	+3.31%
Volatility (1Y) Calculated over the trailing 1-year period	16.99%	14.69%	+2.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.79%	18.01%	-2.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.79%	20.12%	-4.33%

INTL vs. SECT - Expense Ratio Comparison

INTL has a 1.04% expense ratio, which is higher than SECT's 0.78% expense ratio.

Dividends

INTL vs. SECT - Dividend Comparison

INTL's dividend yield for the trailing twelve months is around 3.42%, more than SECT's 0.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
INTL Main International ETF	3.42%	2.57%	2.71%	2.86%	1.41%	0.00%	0.00%	0.00%	0.00%	0.00%
SECT Main Sector Rotation ETF	0.74%	0.32%	0.45%	0.84%	0.86%	0.60%	1.37%	0.77%	1.67%	0.50%

Frequently Asked Questions

Can I hold both INTL and SECT in my portfolio?

INTL and SECT have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INTL or SECT?

INTL has higher volatility (5.44%) compared to SECT (4.62%). In terms of maximum drawdown, INTL dropped -14.48% vs SECT's -38.09%.

Which ETF is better, INTL or SECT?

On 3-year performance, SECT leads with 17.03% vs 14.56% for INTL. On fees, SECT is cheaper at 0.78% per year. On volatility, SECT has been the lower-risk option at 4.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, INTL or SECT?

Over the 3-year period, SECT has performed better with a 17.03% return vs 14.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INTL or SECT?

SECT is cheaper with a 0.78% expense ratio, compared with 1.04% for INTL.

Which ETF pays a higher dividend yield, INTL or SECT?

INTL has the higher dividend yield at 3.42%, compared with 0.74% for SECT.

What is the main difference between INTL and SECT?

INTL is categorized as Foreign Large Cap Equities, while SECT is Large Cap Blend Equities. Their fees differ too: 1.04% for INTL and 0.78% for SECT.

Which has better risk-adjusted returns?

SECT currently has the higher Sharpe Ratio (1.39 vs 1.32), 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.