MKVIX vs. IDMO
Compare and contrast key facts about MFS International Large Cap Value Fund (MKVIX) and Invesco S&P International Developed Momentum ETF (IDMO).
MKVIX is managed by MFS. It was launched on Jun 29, 2020. 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
MKVIX vs. IDMO - Performance Comparison
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MKVIX vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MKVIX MFS International Large Cap Value Fund | 1.66% | 40.03% | 6.63% | 16.13% | -8.82% | 14.82% | 20.04% |
IDMO Invesco S&P International Developed Momentum ETF | 1.97% | 42.17% | 12.79% | 20.16% | -12.03% | 14.31% | 20.39% |
Returns By Period
In the year-to-date period, MKVIX achieves a 1.66% return, which is significantly lower than IDMO's 1.97% return.
MKVIX
- 1D
- 2.75%
- 1M
- -5.09%
- YTD
- 1.66%
- 6M
- 8.13%
- 1Y
- 29.39%
- 3Y*
- 17.90%
- 5Y*
- 11.54%
- 10Y*
- —
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%
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MKVIX vs. IDMO - Expense Ratio Comparison
MKVIX has a 0.71% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Return for Risk
MKVIX vs. IDMO — Risk / Return Rank
MKVIX
IDMO
MKVIX vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS International Large Cap Value Fund (MKVIX) 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.
| MKVIX | IDMO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 1.66 | +0.32 |
Sortino ratioReturn per unit of downside risk | 2.51 | 2.28 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.66 | -0.03 |
Martin ratioReturn relative to average drawdown | 10.36 | 10.75 | -0.39 |
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
| MKVIX | IDMO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 1.66 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.83 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.44 | +0.53 |
Correlation
The correlation between MKVIX and IDMO is 0.82, 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
MKVIX vs. IDMO - Dividend Comparison
MKVIX's dividend yield for the trailing twelve months is around 8.28%, more than IDMO's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MKVIX MFS International Large Cap Value Fund | 8.28% | 8.42% | 7.25% | 4.19% | 2.72% | 3.90% | 0.49% | 0.00% | 0.00% | 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
MKVIX vs. IDMO - Drawdown Comparison
The maximum MKVIX drawdown since its inception was -26.63%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for MKVIX and IDMO.
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Drawdown Indicators
| MKVIX | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.63% | -39.38% | +12.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -12.31% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -27.07% | +0.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -7.04% | -6.22% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -9.85% | +5.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 3.05% | -0.33% |
Volatility
MKVIX vs. IDMO - Volatility Comparison
The current volatility for MFS International Large Cap Value Fund (MKVIX) is 6.19%, while Invesco S&P International Developed Momentum ETF (IDMO) has a volatility of 9.12%. This indicates that MKVIX experiences smaller price fluctuations and is considered to be less risky than IDMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MKVIX | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 9.12% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 12.67% | -3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 19.21% | -4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.34% | 17.67% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 17.90% | -2.45% |