Invesco International Developed Dynamic Multifactor ETF (IMFL) is a ETF from Invesco (US) and Vanguard Total International Stock ETF (VXUS) is a ETF from Vanguard (US). Over the past year IMFL returned +28.62% while VXUS returned +27.82%. Year to date, IMFL is up 15.43% versus a gain of 14.57% for VXUS.

Over three years, IMFL compounded at +16.04% per year against +19.27% for VXUS; over five years the annualized figures are +8.56% and +9.28% respectively. Across the full 5-year window we track, IMFL has the edge at +9.27% annualized vs +4.86%. Past performance does not guarantee future results.

IMFL has been the more volatile fund, with annualized monthly volatility of 15.9% compared with 15.1% for VXUS. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -33.3% for IMFL and -39.9% for VXUS. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.94. They move almost in lockstep, so holding both mostly duplicates the same exposure.

IMFL charges 0.34% per year while VXUS charges 0.05%. On a $10,000 position that is $34 vs $5 annually, a gap of $29 per year that compounds over a long holding period. On income, IMFL currently yields 2.89% against 2.60% for VXUS.