SFGV vs. IMFL
Compare and contrast key facts about Sequoia Global Value ETF (SFGV) and Invesco International Developed Dynamic Multifactor ETF (IMFL).
SFGV and IMFL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SFGV is an actively managed fund by Sequoia. It was launched on Jan 17, 2024. IMFL is a passively managed fund by Invesco that tracks the performance of the FTSE Developed ex US Invesco Dynamic Multifactor Index. It was launched on Feb 24, 2021.
Performance
SFGV vs. IMFL - Performance Comparison
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SFGV vs. IMFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SFGV Sequoia Global Value ETF | 4.20% | 18.84% | 10.71% |
IMFL Invesco International Developed Dynamic Multifactor ETF | 7.24% | 30.89% | -0.15% |
Returns By Period
In the year-to-date period, SFGV achieves a 4.20% return, which is significantly lower than IMFL's 7.24% return.
SFGV
- 1D
- 1.96%
- 1M
- -6.22%
- YTD
- 4.20%
- 6M
- 7.00%
- 1Y
- 21.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IMFL
- 1D
- 3.30%
- 1M
- -8.04%
- YTD
- 7.24%
- 6M
- 16.45%
- 1Y
- 33.09%
- 3Y*
- 14.53%
- 5Y*
- 7.85%
- 10Y*
- —
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SFGV vs. IMFL - Expense Ratio Comparison
SFGV has a 0.33% expense ratio, which is lower than IMFL's 0.34% expense ratio.
Return for Risk
SFGV vs. IMFL — Risk / Return Rank
SFGV
IMFL
SFGV vs. IMFL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sequoia Global Value ETF (SFGV) and Invesco International Developed Dynamic Multifactor ETF (IMFL). 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.
| SFGV | IMFL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 2.00 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.96 | 2.61 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.38 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.69 | -0.93 |
Martin ratioReturn relative to average drawdown | 8.13 | 10.54 | -2.41 |
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
| SFGV | IMFL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 2.00 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.16 | 0.53 | +0.64 |
Correlation
The correlation between SFGV and IMFL is 0.73, 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
SFGV vs. IMFL - Dividend Comparison
SFGV's dividend yield for the trailing twelve months is around 2.41%, less than IMFL's 3.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SFGV Sequoia Global Value ETF | 2.41% | 2.52% | 2.23% | 0.00% | 0.00% | 0.00% |
IMFL Invesco International Developed Dynamic Multifactor ETF | 3.15% | 2.88% | 3.56% | 3.85% | 3.35% | 3.94% |
Drawdowns
SFGV vs. IMFL - Drawdown Comparison
The maximum SFGV drawdown since its inception was -14.51%, smaller than the maximum IMFL drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for SFGV and IMFL.
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Drawdown Indicators
| SFGV | IMFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.51% | -33.26% | +18.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -11.77% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.26% | — |
Current DrawdownCurrent decline from peak | -6.22% | -8.70% | +2.48% |
Average DrawdownAverage peak-to-trough decline | -1.88% | -7.37% | +5.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 3.00% | -0.38% |
Volatility
SFGV vs. IMFL - Volatility Comparison
The current volatility for Sequoia Global Value ETF (SFGV) is 4.97%, while Invesco International Developed Dynamic Multifactor ETF (IMFL) has a volatility of 7.94%. This indicates that SFGV experiences smaller price fluctuations and is considered to be less risky than IMFL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SFGV | IMFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 7.94% | -2.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.69% | 11.84% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 16.63% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 15.89% | -2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.37% | 15.86% | -2.49% |