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VLT vs. IDVO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLT and IDVO is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VLT vs. IDVO - Performance Comparison

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

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Key characteristics

Daily Std Dev

VLT:

5.61%

IDVO:

4.03%

Max Drawdown

VLT:

-0.29%

IDVO:

0.00%

Current Drawdown

VLT:

0.00%

IDVO:

0.00%

Returns By Period


VLT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IDVO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

VLT vs. IDVO — Risk-Adjusted Performance Rank

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

VLT
The Risk-Adjusted Performance Rank of VLT is 7575
Overall Rank
The Sharpe Ratio Rank of VLT is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VLT is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VLT is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VLT is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VLT is 7979
Martin Ratio Rank

IDVO
The Risk-Adjusted Performance Rank of IDVO is 6767
Overall Rank
The Sharpe Ratio Rank of IDVO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of IDVO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of IDVO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IDVO is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IDVO is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VLT vs. IDVO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco High Income Trust II (VLT) 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.



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Dividends

VLT vs. IDVO - Dividend Comparison

VLT's dividend yield for the trailing twelve months is around 11.02%, more than IDVO's 5.79% yield.


TTM20242023202220212020201920182017201620152014
VLT
Invesco High Income Trust II
11.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDVO
Amplify International Enhanced Dividend Income ETF
5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VLT vs. IDVO - Drawdown Comparison

The maximum VLT drawdown since its inception was -0.29%, which is greater than IDVO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VLT and IDVO. For additional features, visit the drawdowns tool.


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Volatility

VLT vs. IDVO - Volatility Comparison


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