PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VMO.TO vs. IDMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VMO.TO vs. IDMO

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Global Momentum Factor ETF CAD (VMO.TO) and Invesco S&P International Developed Momentum ETF (IDMO).

VMO.TO and IDMO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VMO.TO is an actively managed fund by Vanguard. It was launched on Jun 14, 2016. IDMO is a passively managed fund by Invesco that tracks the performance of the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index. It was launched on Feb 24, 2012.

Performance

VMO.TO vs. IDMO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard Global Momentum Factor ETF CAD (VMO.TO) and Invesco S&P International Developed Momentum ETF (IDMO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VMO.TO vs. IDMO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VMO.TO
Vanguard Global Momentum Factor ETF CAD		7.02%23.20%29.68%14.93%-9.09%15.67%21.39%19.55%-5.19%16.81%
IDMO
Invesco S&P International Developed Momentum ETF		3.26%35.65%22.48%17.51%-5.76%13.28%19.95%19.89%-9.59%20.99%
Different Trading Currencies

VMO.TO is traded in CAD, while IDMO is traded in USD. To make them comparable, the IDMO values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VMO.TO achieves a 7.02% return, which is significantly higher than IDMO's 3.26% return.

VMO.TO

1D
1.91%
1M
-3.89%
YTD
7.02%
6M
8.01%
1Y
35.97%
3Y*
24.86%
5Y*
14.23%
10Y*
—

IDMO

1D
2.67%
1M
-2.63%
YTD
3.26%
6M
6.73%
1Y
27.93%
3Y*
24.90%
5Y*
16.88%
10Y*
12.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Global Momentum Factor ETF CAD

Invesco S&P International Developed Momentum ETF

Often compared with VMO.TO:
VMO.TO vs. SPMOVMO.TO vs. VFV.TOVMO.TO vs. XEQT.TOVMO.TO vs. VTVMO.TO vs. XMTM.TOVMO.TO vs. TEC.TOVMO.TO vs. CMGG.TO
Often compared with IDMO:
IDMO vs. MTUMIDMO vs. IDHQIDMO vs. EFGIDMO vs. AVDSIDMO vs. IHDGIDMO vs. SPMOIDMO vs. IVLU

VMO.TO vs. IDMO - Expense Ratio Comparison

VMO.TO has a 0.38% expense ratio, which is higher than IDMO's 0.25% expense ratio.

VMO.TO
Vanguard Global Momentum Factor ETF CAD
IDMO
Invesco S&P International Developed Momentum ETF

Return for Risk

VMO.TO vs. IDMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VMO.TO
VMO.TO Risk / Return Rank: 8282
Overall Rank
VMO.TO Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VMO.TO Sortino Ratio Rank: 7979
Sortino Ratio Rank
VMO.TO Omega Ratio Rank: 7676
Omega Ratio Rank
VMO.TO Calmar Ratio Rank: 8787
Calmar Ratio Rank
VMO.TO Martin Ratio Rank: 8787
Martin Ratio Rank
IDMO
IDMO Risk / Return Rank: 8585
Overall Rank
IDMO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IDMO Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDMO Omega Ratio Rank: 8585
Omega Ratio Rank
IDMO Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDMO 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.

VMO.TO vs. IDMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Momentum Factor ETF CAD (VMO.TO) 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.

VMO.TOIDMODifference

Sharpe ratio

Return per unit of total volatility

1.60

1.56

+0.04

Sortino ratio

Return per unit of downside risk

2.12

2.12

0.00

Omega ratio

Gain probability vs. loss probability

1.30

1.33

-0.03

Calmar ratio

Return relative to maximum drawdown

2.87

2.34

+0.53

Martin ratio

Return relative to average drawdown

11.12

9.40

+1.72

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VMO.TO vs. IDMO - Sharpe Ratio Comparison

The current VMO.TO Sharpe Ratio is 1.60, which is comparable to the IDMO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of VMO.TO and IDMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

VMO.TOIDMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.56

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

1.13

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.78

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.60

+0.20

Correlation

The correlation between VMO.TO and IDMO is 0.56, 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.

Dividends

VMO.TO vs. IDMO - Dividend Comparison

VMO.TO's dividend yield for the trailing twelve months is around 0.80%, less than IDMO's 3.73% yield.

TTM20252024202320222021202020192018201720162015
VMO.TO
Vanguard Global Momentum Factor ETF CAD		0.80%0.85%0.90%1.03%1.65%1.09%0.70%1.70%0.80%1.15%0.51%0.00%
IDMO
Invesco S&P International Developed Momentum ETF		3.73%3.71%2.24%2.89%3.66%1.81%1.63%2.78%3.27%3.08%2.18%2.52%

Drawdowns

VMO.TO vs. IDMO - Drawdown Comparison

The maximum VMO.TO drawdown since its inception was -30.53%, roughly equal to the maximum IDMO drawdown of -30.74%. Use the drawdown chart below to compare losses from any high point for VMO.TO and IDMO.

Loading graphics...

Drawdown Indicators

VMO.TOIDMODifference

Max Drawdown

Largest peak-to-trough decline

-30.53%

-39.38%

+8.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.29%

-12.31%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

-27.07%

+3.80%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.34%

—

Current Drawdown

Current decline from peak

-4.38%

-6.22%

+1.84%

Average Drawdown

Average peak-to-trough decline

-5.28%

-9.85%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

3.05%

+0.12%

Volatility

VMO.TO vs. IDMO - Volatility Comparison

Vanguard Global Momentum Factor ETF CAD (VMO.TO) and Invesco S&P International Developed Momentum ETF (IDMO) have volatilities of 9.18% and 8.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

VMO.TOIDMODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.18%

8.88%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.91%

12.12%

+3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

22.60%

18.02%

+4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

14.97%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

16.13%

+1.74%