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VEGA vs. IMFL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEGA vs. IMFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares STAR Global Buy-Write ETF (VEGA) and Invesco International Developed Dynamic Multifactor ETF (IMFL). The values are adjusted to include any dividend payments, if applicable.

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VEGA vs. IMFL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VEGA
AdvisorShares STAR Global Buy-Write ETF
-1.70%15.83%11.20%15.12%-15.02%8.89%
IMFL
Invesco International Developed Dynamic Multifactor ETF
7.24%30.89%-3.57%25.51%-17.32%6.94%

Returns By Period

In the year-to-date period, VEGA achieves a -1.70% return, which is significantly lower than IMFL's 7.24% return.


VEGA

1D
2.04%
1M
-4.55%
YTD
-1.70%
6M
0.52%
1Y
13.73%
3Y*
11.68%
5Y*
6.03%
10Y*
7.20%

IMFL

1D
3.30%
1M
-8.04%
YTD
7.24%
6M
16.45%
1Y
33.09%
3Y*
14.53%
5Y*
7.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEGA vs. IMFL - Expense Ratio Comparison

VEGA has a 2.02% expense ratio, which is higher than IMFL's 0.34% expense ratio.


Return for Risk

VEGA vs. IMFL — Risk / Return Rank

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

VEGA
VEGA Risk / Return Rank: 6969
Overall Rank
VEGA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 6666
Sortino Ratio Rank
VEGA Omega Ratio Rank: 6767
Omega Ratio Rank
VEGA Calmar Ratio Rank: 6969
Calmar Ratio Rank
VEGA Martin Ratio Rank: 7676
Martin Ratio Rank

IMFL
IMFL Risk / Return Rank: 8989
Overall Rank
IMFL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IMFL Sortino Ratio Rank: 9191
Sortino Ratio Rank
IMFL Omega Ratio Rank: 9090
Omega Ratio Rank
IMFL Calmar Ratio Rank: 8787
Calmar Ratio Rank
IMFL Martin Ratio Rank: 8787
Martin Ratio Rank
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.

VEGA vs. IMFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) 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.


VEGAIMFLDifference

Sharpe ratio

Return per unit of total volatility

1.15

2.00

-0.85

Sortino ratio

Return per unit of downside risk

1.68

2.61

-0.93

Omega ratio

Gain probability vs. loss probability

1.24

1.38

-0.13

Calmar ratio

Return relative to maximum drawdown

1.74

2.69

-0.94

Martin ratio

Return relative to average drawdown

8.16

10.54

-2.38

VEGA vs. IMFL - Sharpe Ratio Comparison

The current VEGA Sharpe Ratio is 1.15, which is lower than the IMFL Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of VEGA and IMFL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEGAIMFLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

2.00

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.50

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.53

-0.05

Correlation

The correlation between VEGA 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

VEGA vs. IMFL - Dividend Comparison

VEGA's dividend yield for the trailing twelve months is around 1.37%, less than IMFL's 3.15% yield.


TTM2025202420232022202120202019201820172016
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.37%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%
IMFL
Invesco International Developed Dynamic Multifactor ETF
3.15%2.88%3.56%3.85%3.35%3.94%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEGA vs. IMFL - Drawdown Comparison

The maximum VEGA drawdown since its inception was -28.37%, smaller than the maximum IMFL drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for VEGA and IMFL.


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Drawdown Indicators


VEGAIMFLDifference

Max Drawdown

Largest peak-to-trough decline

-28.37%

-33.26%

+4.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-11.77%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-33.26%

+10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

Current Drawdown

Current decline from peak

-4.95%

-8.70%

+3.75%

Average Drawdown

Average peak-to-trough decline

-3.83%

-7.37%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

3.00%

-1.22%

Volatility

VEGA vs. IMFL - Volatility Comparison

The current volatility for AdvisorShares STAR Global Buy-Write ETF (VEGA) is 4.30%, while Invesco International Developed Dynamic Multifactor ETF (IMFL) has a volatility of 7.94%. This indicates that VEGA 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


VEGAIMFLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

7.94%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

11.84%

-4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

16.63%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.31%

15.89%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

15.86%

-3.19%