PortfoliosLab logoPortfoliosLab logo
SMOM vs. IDMO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMOM vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic Sector Momentum ETF (SMOM) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SMOM achieves a 9.28% return, which is significantly lower than IDMO's 10.66% return.


SMOM

1D
0.07%
1M
1.78%
6M
7.98%
YTD
9.28%
1Y
3Y*
5Y*
10Y*
ALL TIME*

IDMO

1D
0.10%
1M
0.83%
6M
6.43%
YTD
10.66%
1Y
24.64%
3Y*
25.15%
5Y*
15.47%
10Y*
12.52%
ALL TIME*
9.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$22.05M$20.41M$22.89M
$282.40K$230.96K$175.69K

SMOM vs. IDMO - Yearly Performance Comparison


Correlation

The correlation between SMOM and IDMO is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 10, 2025

0.67

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

Compare historical risk-adjusted metric ranks over the past 12 months.

SMOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IDMO
IDMO Risk / Return Rank: 5555
Overall Rank
IDMO Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 5454
Sortino Ratio Rank
IDMO Omega Ratio Rank: 5252
Omega Ratio Rank
IDMO Calmar Ratio Rank: 5656
Calmar Ratio Rank
IDMO Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


SMOMIDMODifference
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

1.95

Martin ratioReturn relative to average drawdown

7.47

SMOM vs. IDMO - Sharpe Ratio Comparison


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


SMOMIDMODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.56%

-1.81%

+1.25%

Average Drawdown

Average peak-to-trough decline

-1.49%

-9.68%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

Volatility

SMOM vs. IDMO - Volatility Comparison


Loading charts...

Volatility by Period


SMOMIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.12%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

19.20%

-6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.42%

18.24%

-5.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.42%

17.97%

-5.55%

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 3.61% yield.


PositionTTM20252024202320222021202020192018201720162015
IDMO
Invesco S&P International Developed Momentum ETF
3.61%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 0.67, 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 3.61%, 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.

Portfolio Optimizer

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