OSEA vs. IMOM
Compare and contrast key facts about Harbor International Compounders ETF (OSEA) and Alpha Architect International Quantitative Momentum ETF (IMOM).
OSEA and IMOM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OSEA is an actively managed fund by Harbor. It was launched on Sep 6, 2022. IMOM is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Intern.Quan. Mome. (USD)(TR). It was launched on Dec 23, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OSEA or IMOM.
Correlation
The correlation between OSEA and IMOM 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.
Performance
OSEA vs. IMOM - Performance Comparison
Key characteristics
OSEA:
0.18
IMOM:
0.41
OSEA:
0.36
IMOM:
0.66
OSEA:
1.04
IMOM:
1.08
OSEA:
0.21
IMOM:
0.25
OSEA:
0.48
IMOM:
1.52
OSEA:
5.43%
IMOM:
4.52%
OSEA:
14.28%
IMOM:
16.70%
OSEA:
-14.52%
IMOM:
-45.74%
OSEA:
-6.69%
IMOM:
-12.43%
Returns By Period
In the year-to-date period, OSEA achieves a 5.30% return, which is significantly lower than IMOM's 8.59% return.
OSEA
5.30%
0.70%
-4.54%
1.10%
N/A
N/A
IMOM
8.59%
5.40%
5.39%
5.11%
4.19%
N/A
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OSEA vs. IMOM - Expense Ratio Comparison
OSEA has a 0.55% expense ratio, which is lower than IMOM's 0.59% expense ratio.
Risk-Adjusted Performance
OSEA vs. IMOM — Risk-Adjusted Performance Rank
OSEA
IMOM
OSEA vs. IMOM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor International Compounders ETF (OSEA) and Alpha Architect International Quantitative Momentum ETF (IMOM). 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.
Dividends
OSEA vs. IMOM - Dividend Comparison
OSEA's dividend yield for the trailing twelve months is around 0.49%, less than IMOM's 4.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
OSEA Harbor International Compounders ETF | 0.49% | 0.51% | 0.65% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IMOM Alpha Architect International Quantitative Momentum ETF | 4.16% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% | 0.01% |
Drawdowns
OSEA vs. IMOM - Drawdown Comparison
The maximum OSEA drawdown since its inception was -14.52%, smaller than the maximum IMOM drawdown of -45.74%. Use the drawdown chart below to compare losses from any high point for OSEA and IMOM. For additional features, visit the drawdowns tool.
Volatility
OSEA vs. IMOM - Volatility Comparison
The current volatility for Harbor International Compounders ETF (OSEA) is 3.49%, while Alpha Architect International Quantitative Momentum ETF (IMOM) has a volatility of 4.61%. This indicates that OSEA experiences smaller price fluctuations and is considered to be less risky than IMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.