SMOM vs. IDMO
SMOM (Symmetry Panoramic Sector Momentum ETF) and IDMO (Invesco S&P International Developed Momentum ETF) are both exchange-traded funds - SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners, while IDMO is a Momentum fund tracking the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. SMOM is actively managed, while IDMO is passively managed. A 0.68 correlation means they provide meaningful diversification when combined. SMOM charges 0.63%/yr vs 0.25%/yr for IDMO.
Performance
SMOM vs. IDMO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SMOM achieves a 8.42% return, which is significantly lower than IDMO's 9.69% return.
SMOM
- 1D
- 0.62%
- 1M
- 0.68%
- 6M
- 6.76%
- YTD
- 8.42%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDMO
- 1D
- 0.55%
- 1M
- 2.78%
- 6M
- 7.35%
- YTD
- 9.69%
- 1Y
- 23.26%
- 3Y*
- 26.32%
- 5Y*
- 15.44%
- 10Y*
- 12.76%
SMOM vs. IDMO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SMOM Symmetry Panoramic Sector Momentum ETF | 8.42% | 2.78% |
IDMO Invesco S&P International Developed Momentum ETF | 9.69% | 6.99% |
Correlation
The correlation between SMOM and IDMO is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.68 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SMOM vs. IDMO — Risk / Return Rank
SMOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDMO
SMOM vs. IDMO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic Sector Momentum ETF (SMOM) and Invesco S&P International Developed Momentum ETF (IDMO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SMOM | IDMO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.82 | — |
| Martin ratioReturn relative to average drawdown | — | 7.20 | — |
Loading charts...
Drawdowns
SMOM vs. IDMO - Drawdown Comparison
The maximum SMOM drawdown since its inception was -7.45%, smaller than the maximum IDMO drawdown of -39.38%. Use the drawdown chart below to compare losses from any high point for SMOM and IDMO.
Loading charts...
Drawdown Indicators
| SMOM | IDMO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.45% | -39.38% | +31.93% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.31% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.34% | — |
Current DrawdownCurrent decline from peak | -1.27% | -2.67% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -1.52% | -9.70% | +8.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.10% | — |
Volatility
SMOM vs. IDMO - Volatility Comparison
Loading charts...
Volatility by Period
| SMOM | IDMO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.40% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.65% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.58% | 18.38% | -5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.58% | 18.11% | -5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.58% | 17.92% | -5.34% |
SMOM vs. IDMO - Expense Ratio Comparison
SMOM has a 0.63% expense ratio, which is higher than IDMO's 0.25% expense ratio.
Dividends
SMOM vs. IDMO - Dividend Comparison
SMOM's dividend yield for the trailing twelve months is around 0.15%, less than IDMO's 3.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDMO Invesco S&P International Developed Momentum ETF | 3.64% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
SMOM Symmetry Panoramic Sector Momentum ETF | 0.15% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SMOM and IDMO have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDMO is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDMO is cheaper with a 0.25% expense ratio, compared with 0.63% for SMOM.
IDMO has the higher dividend yield at 3.64%, compared with 0.15% for SMOM.
SMOM is categorized as Large Cap Blend Equities, while IDMO is Momentum. They also come from different issuers: Symmetry Partners and Invesco. Their fees differ too: 0.63% for SMOM and 0.25% for IDMO.
Find the right allocation for SMOM and IDMO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer