SIO vs. IDVO

Last updated Apr 1, 2026

Compare and contrast key facts about Touchstone Strategic Income Opportunities ETF (SIO) and Amplify International Enhanced Dividend Income ETF (IDVO).

SIO and IDVO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SIO is an actively managed fund by Touchstone. It was launched on Jul 21, 2022. IDVO is an actively managed fund by Amplify. It was launched on Sep 8, 2022.

Performance

SIO vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Strategic Income Opportunities ETF (SIO) and Amplify International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

SIO vs. IDVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SIO Touchstone Strategic Income Opportunities ETF	-0.09%	9.29%	6.15%	8.48%	1.07%
IDVO Amplify International Enhanced Dividend Income ETF	7.15%	36.46%	10.16%	17.53%	5.47%

Returns By Period

In the year-to-date period, SIO achieves a -0.09% return, which is significantly lower than IDVO's 7.15% return.

SIO

• 1D: 0.20%
• 1M: -2.00%
• YTD: -0.09%
• 6M: 1.50%
• 1Y: 6.42%
• 3Y*: 6.90%
• 5Y*: —
• 10Y*: —

IDVO

• 1D: 3.80%
• 1M: -5.12%
• YTD: 7.15%
• 6M: 11.86%
• 1Y: 36.67%
• 3Y*: 21.40%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SIO vs. IDVO - Expense Ratio Comparison

Both SIO and IDVO have an expense ratio of 0.65%.

SIO

Touchstone Strategic Income Opportunities ETF

IDVO

Amplify International Enhanced Dividend Income ETF

Return for Risk

SIO vs. IDVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SIO

SIO Risk / Return Rank: 76
SIO Sharpe Ratio Rank: 74
SIO Sortino Ratio Rank: 76
SIO Omega Ratio Rank: 68
SIO Calmar Ratio Rank: 85
SIO Martin Ratio Rank: 80

IDVO

IDVO Risk / Return Rank: 91
IDVO Sharpe Ratio Rank: 92
IDVO Sortino Ratio Rank: 92
IDVO Omega Ratio Rank: 93
IDVO Calmar Ratio Rank: 89
IDVO Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SIO vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Strategic Income Opportunities ETF (SIO) and Amplify International Enhanced Dividend Income ETF (IDVO). 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.

	SIO	IDVO	Difference
Sharpe ratio Return per unit of total volatility	1.36	2.00	-0.63
Sortino ratio Return per unit of downside risk	1.94	2.61	-0.67
Omega ratio Gain probability vs. loss probability	1.25	1.40	-0.15
Calmar ratio Return relative to maximum drawdown	2.57	2.77	-0.20
Martin ratio Return relative to average drawdown	8.83	12.06	-3.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIO vs. IDVO - Sharpe Ratio Comparison

The current SIO Sharpe Ratio is 1.36, which is lower than the IDVO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of SIO and IDVO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SIO	IDVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	2.00	-0.63
Sharpe Ratio (All Time) Calculated using the full available price history	1.32	1.32	0.00

Correlation

The correlation between SIO and IDVO is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SIO vs. IDVO - Dividend Comparison

SIO's dividend yield for the trailing twelve months is around 6.94%, more than IDVO's 5.54% yield.

	TTM	2025	2024	2023	2022
SIO Touchstone Strategic Income Opportunities ETF	6.94%	6.80%	5.30%	5.37%	3.12%
IDVO Amplify International Enhanced Dividend Income ETF	5.54%	5.42%	6.14%	5.72%	1.96%

Drawdowns

SIO vs. IDVO - Drawdown Comparison

The maximum SIO drawdown since its inception was -6.94%, smaller than the maximum IDVO drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for SIO and IDVO.

Drawdown Indicators

	SIO	IDVO	Difference
Max Drawdown Largest peak-to-trough decline	-6.94%	-15.46%	+8.52%
Max Drawdown (1Y) Largest decline over 1 year	-2.62%	-12.81%	+10.19%
Current Drawdown Current decline from peak	-2.00%	-6.50%	+4.50%
Average Drawdown Average peak-to-trough decline	-1.25%	-2.31%	+1.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.76%	2.94%	-2.18%

Volatility

SIO vs. IDVO - Volatility Comparison

The current volatility for Touchstone Strategic Income Opportunities ETF (SIO) is 1.46%, while Amplify International Enhanced Dividend Income ETF (IDVO) has a volatility of 8.13%. This indicates that SIO experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIO	IDVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.46%	8.13%	-6.67%
Volatility (6M) Calculated over the trailing 6-month period	2.99%	12.71%	-9.72%
Volatility (1Y) Calculated over the trailing 1-year period	4.73%	18.46%	-13.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.05%	16.33%	-11.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.05%	16.33%	-11.28%