Correlation
The correlation between SMIDX and LVHI is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
SMIDX vs. LVHI
Compare and contrast key facts about SMI Dynamic Allocation Fund (SMIDX) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
SMIDX is managed by SMI Funds. It was launched on Feb 27, 2013. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SMIDX or LVHI.
Performance
SMIDX vs. LVHI - Performance Comparison
Loading data...
Key characteristics
SMIDX:
0.69
LVHI:
1.13
SMIDX:
0.88
LVHI:
1.48
SMIDX:
1.14
LVHI:
1.23
SMIDX:
0.46
LVHI:
1.24
SMIDX:
2.04
LVHI:
6.37
SMIDX:
3.97%
LVHI:
2.34%
SMIDX:
13.12%
LVHI:
13.65%
SMIDX:
-27.40%
LVHI:
-32.31%
SMIDX:
-8.44%
LVHI:
-0.27%
Returns By Period
In the year-to-date period, SMIDX achieves a 5.42% return, which is significantly lower than LVHI's 9.05% return.
SMIDX
5.42%
2.56%
-2.08%
8.73%
3.86%
1.69%
1.51%
LVHI
9.05%
3.66%
8.53%
14.34%
13.74%
15.27%
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SMIDX vs. LVHI - Expense Ratio Comparison
SMIDX has a 1.19% expense ratio, which is higher than LVHI's 0.40% expense ratio.
Risk-Adjusted Performance
SMIDX vs. LVHI — Risk-Adjusted Performance Rank
SMIDX
LVHI
SMIDX vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SMI Dynamic Allocation Fund (SMIDX) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.
Loading data...
Dividends
SMIDX vs. LVHI - Dividend Comparison
SMIDX's dividend yield for the trailing twelve months is around 6.10%, more than LVHI's 4.83% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMIDX SMI Dynamic Allocation Fund | 6.10% | 6.43% | 0.19% | 0.00% | 7.91% | 5.32% | 1.21% | 1.53% | 0.92% | 0.25% | 1.27% | 2.63% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.83% | 4.95% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 1.97% | 1.16% | 0.00% | 0.00% |
Drawdowns
SMIDX vs. LVHI - Drawdown Comparison
The maximum SMIDX drawdown since its inception was -27.40%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for SMIDX and LVHI.
Loading data...
Volatility
SMIDX vs. LVHI - Volatility Comparison
The current volatility for SMI Dynamic Allocation Fund (SMIDX) is 2.03%, while Legg Mason International Low Volatility High Dividend ETF (LVHI) has a volatility of 2.42%. This indicates that SMIDX experiences smaller price fluctuations and is considered to be less risky than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...