MVFG vs. IDV
MVFG (Monarch Volume Factor Global Unconstrained ETF) and IDV (iShares International Select Dividend ETF) are both Global Equities funds - MVFG tracks the Monarch Volume Factor Global Unconstrained Index while IDV tracks the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past year, MVFG returned 28.24% vs 36.98% for IDV. A 0.61 correlation means they provide meaningful diversification when combined. MVFG charges 1.42%/yr vs 0.49%/yr for IDV.
Performance
MVFG vs. IDV - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with MVFG having a 12.12% return and IDV slightly higher at 12.32%.
MVFG
- 1D
- -0.77%
- 1M
- 3.29%
- YTD
- 12.12%
- 6M
- 13.45%
- 1Y
- 28.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDV
- 1D
- -1.09%
- 1M
- 0.90%
- YTD
- 12.32%
- 6M
- 15.21%
- 1Y
- 36.98%
- 3Y*
- 25.10%
- 5Y*
- 11.95%
- 10Y*
- 10.28%
MVFG vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MVFG Monarch Volume Factor Global Unconstrained ETF | 12.12% | 20.98% | 5.33% |
IDV iShares International Select Dividend ETF | 12.32% | 52.16% | 3.77% |
Correlation
The correlation between MVFG and IDV is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2024 | 0.61 |
The correlation between MVFG and IDV has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
MVFG vs. IDV — Risk / Return Rank
MVFG
IDV
MVFG vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Monarch Volume Factor Global Unconstrained ETF (MVFG) and iShares International Select Dividend ETF (IDV). 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.
| MVFG | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.52 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 4.36 | -2.51 |
| Martin ratioReturn relative to average drawdown | 7.37 | 16.67 | -9.31 |
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
| MVFG | IDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 2.90 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.77 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.22 | +0.91 |
Drawdowns
MVFG vs. IDV - Drawdown Comparison
The maximum MVFG drawdown since its inception was -15.34%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for MVFG and IDV.
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Drawdown Indicators
| MVFG | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.34% | -70.14% | +54.80% |
Max Drawdown (1Y)Largest decline over 1 year | -15.34% | -8.52% | -6.82% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.86% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.50% | — |
Current DrawdownCurrent decline from peak | -0.77% | -2.80% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -15.40% | +12.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.22% | +1.62% |
Volatility
MVFG vs. IDV - Volatility Comparison
The current volatility for Monarch Volume Factor Global Unconstrained ETF (MVFG) is 3.74%, while iShares International Select Dividend ETF (IDV) has a volatility of 4.32%. This indicates that MVFG experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVFG | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 4.32% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 10.60% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 12.85% | +5.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 15.54% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 17.94% | -2.55% |
MVFG vs. IDV - Expense Ratio Comparison
MVFG has a 1.42% expense ratio, which is higher than IDV's 0.49% expense ratio.
Dividends
MVFG vs. IDV - Dividend Comparison
MVFG's dividend yield for the trailing twelve months is around 1.92%, less than IDV's 4.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDV iShares International Select Dividend ETF | 4.45% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
MVFG Monarch Volume Factor Global Unconstrained ETF | 1.92% | 1.90% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MVFG and IDV have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDV has higher volatility (4.32%) compared to MVFG (3.74%). In terms of maximum drawdown, MVFG dropped -15.34% vs IDV's -70.14%.
On 1-year performance, IDV leads with 36.98% vs 28.24% for MVFG. On fees, IDV is cheaper at 0.49% per year. On volatility, MVFG has been the lower-risk option at 3.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IDV has performed better with a 36.98% return vs 28.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDV is cheaper with a 0.49% expense ratio, compared with 1.42% for MVFG.
IDV has the higher dividend yield at 4.45%, compared with 1.92% for MVFG.
MVFG tracks Monarch Volume Factor Global Unconstrained Index, while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: Monarch and iShares. Their fees differ too: 1.42% for MVFG and 0.49% for IDV.
IDV currently has the higher Sharpe Ratio (2.90 vs 1.51), 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.
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