VMOT vs. IMFL
Compare and contrast key facts about Alpha Architect Value Momentum Trend ETF (VMOT) and Invesco International Developed Dynamic Multifactor ETF (IMFL).
VMOT and IMFL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VMOT is a passively managed fund by EMPIRICAL FINANCE LLC that tracks the performance of the Alpha Architect Value Momentum Trend Index. It was launched on May 3, 2017. IMFL is a passively managed fund by Invesco that tracks the performance of the FTSE Developed ex US Invesco Dynamic Multifactor Index. It was launched on Feb 24, 2021. Both VMOT and IMFL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VMOT vs. IMFL - Performance Comparison
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VMOT vs. IMFL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 6.19% | 18.54% | 12.07% | -0.74% | -7.00% | -2.51% |
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, VMOT achieves a 6.19% return, which is significantly lower than IMFL's 7.24% return.
VMOT
- 1D
- 3.68%
- 1M
- -7.57%
- YTD
- 6.19%
- 6M
- 11.24%
- 1Y
- 30.33%
- 3Y*
- 13.80%
- 5Y*
- 5.09%
- 10Y*
- —
IMFL
- 1D
- 3.30%
- 1M
- -8.04%
- YTD
- 7.24%
- 6M
- 16.45%
- 1Y
- 33.09%
- 3Y*
- 14.53%
- 5Y*
- 7.85%
- 10Y*
- —
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VMOT vs. IMFL - Expense Ratio Comparison
VMOT has a 1.75% expense ratio, which is higher than IMFL's 0.34% expense ratio.
Return for Risk
VMOT vs. IMFL — Risk / Return Rank
VMOT
IMFL
VMOT vs. IMFL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) 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.
| VMOT | IMFL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 2.00 | -0.39 |
Sortino ratioReturn per unit of downside risk | 2.21 | 2.61 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.69 | -0.31 |
Martin ratioReturn relative to average drawdown | 10.49 | 10.54 | -0.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VMOT | IMFL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 2.00 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.50 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.53 | -0.25 |
Correlation
The correlation between VMOT and IMFL is 0.67, 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
VMOT vs. IMFL - Dividend Comparison
VMOT's dividend yield for the trailing twelve months is around 1.93%, less than IMFL's 3.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMOT Alpha Architect Value Momentum Trend ETF | 1.93% | 2.05% | 2.54% | 4.13% | 2.24% | 0.82% | 0.00% | 1.76% | 0.93% | 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% |
Drawdowns
VMOT vs. IMFL - Drawdown Comparison
The maximum VMOT drawdown since its inception was -34.71%, roughly equal to the maximum IMFL drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for VMOT and IMFL.
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Drawdown Indicators
| VMOT | IMFL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -33.26% | -1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -13.08% | -11.77% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -33.26% | +9.53% |
Current DrawdownCurrent decline from peak | -7.57% | -8.70% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -7.37% | -6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 3.00% | -0.04% |
Volatility
VMOT vs. IMFL - Volatility Comparison
Alpha Architect Value Momentum Trend ETF (VMOT) and Invesco International Developed Dynamic Multifactor ETF (IMFL) have volatilities of 8.08% and 7.94%, 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.
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Volatility by Period
| VMOT | IMFL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.08% | 7.94% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 11.84% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 16.63% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 15.89% | -0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 15.86% | -1.04% |