MIOFX vs. IDMO
Compare and contrast key facts about Marsico International Opportunities Fund (MIOFX) and Invesco S&P International Developed Momentum ETF (IDMO).
MIOFX is managed by Marsico Investment Fund. It was launched on Jun 29, 2000. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012.
Performance
MIOFX vs. IDMO - Performance Comparison
Loading graphics...
MIOFX vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MIOFX Marsico International Opportunities Fund | -6.80% | 28.54% | 36.31% | 17.96% | -23.71% | 4.93% | 20.59% | 31.39% | -18.18% | 44.09% |
IDMO Invesco S&P International Developed Momentum ETF | 1.97% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 22.01% | 26.09% | -16.66% | 29.21% |
Returns By Period
In the year-to-date period, MIOFX achieves a -6.80% return, which is significantly lower than IDMO's 1.97% return. Over the past 10 years, MIOFX has underperformed IDMO with an annualized return of 10.50%, while IDMO has yielded a comparatively higher 11.86% annualized return.
MIOFX
- 1D
- 3.86%
- 1M
- -9.15%
- YTD
- -6.80%
- 6M
- -11.24%
- 1Y
- 16.16%
- 3Y*
- 20.39%
- 5Y*
- 8.40%
- 10Y*
- 10.50%
IDMO
- 1D
- 2.81%
- 1M
- -4.19%
- YTD
- 1.97%
- 6M
- 7.03%
- 1Y
- 31.67%
- 3Y*
- 23.75%
- 5Y*
- 14.52%
- 10Y*
- 11.86%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MIOFX vs. IDMO - Expense Ratio Comparison
MIOFX has a 1.50% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Return for Risk
MIOFX vs. IDMO — Risk / Return Rank
MIOFX
IDMO
MIOFX vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marsico International Opportunities Fund (MIOFX) and Invesco S&P International Developed Momentum ETF (IDMO). 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.
| MIOFX | IDMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.66 | -0.80 |
Sortino ratioReturn per unit of downside risk | 1.32 | 2.28 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.35 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 2.66 | -1.60 |
Martin ratioReturn relative to average drawdown | 3.59 | 10.75 | -7.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MIOFX | IDMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.66 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.83 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.66 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.44 | -0.12 |
Correlation
The correlation between MIOFX and IDMO is 0.61, 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.
Dividends
MIOFX vs. IDMO - Dividend Comparison
MIOFX's dividend yield for the trailing twelve months is around 5.09%, more than IDMO's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MIOFX Marsico International Opportunities Fund | 5.09% | 4.75% | 4.95% | 0.38% | 0.17% | 13.41% | 2.44% | 4.20% | 9.36% | 0.00% | 0.00% | 0.00% |
IDMO Invesco S&P International Developed Momentum ETF | 3.73% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
Drawdowns
MIOFX vs. IDMO - Drawdown Comparison
The maximum MIOFX drawdown since its inception was -63.83%, which is greater than IDMO's maximum drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for MIOFX and IDMO.
Loading graphics...
Drawdown Indicators
| MIOFX | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.83% | -39.38% | -24.45% |
Max Drawdown (1Y)Largest decline over 1 year | -15.37% | -12.31% | -3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -38.75% | -27.07% | -11.68% |
Max Drawdown (10Y)Largest decline over 10 years | -38.75% | -31.34% | -7.41% |
Current DrawdownCurrent decline from peak | -12.10% | -6.22% | -5.88% |
Average DrawdownAverage peak-to-trough decline | -17.22% | -9.85% | -7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 3.05% | +1.51% |
Volatility
MIOFX vs. IDMO - Volatility Comparison
Marsico International Opportunities Fund (MIOFX) and Invesco S&P International Developed Momentum ETF (IDMO) have volatilities of 9.10% and 9.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MIOFX | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 9.12% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 12.67% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.65% | 19.21% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.38% | 17.67% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.38% | 17.90% | +0.48% |