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DVOL vs INKM

Comparison between FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF (DVOL, ETF) and STATE STREET(R)INCOME ALLOCATION ETF (INKM, ETF).

5-Year PerformanceDVOL has outperformed INKM, delivering a return of +7.2% compared to +4.3%

DVOL vs INKM - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
DVOL
$71M
Winner
INKM
$72M
Expense Ratio
DVOL
0.60%
Winner
INKM
0.50%
Max Drawdown
DVOL
38.26%
Winner
INKM
28.58%
Sharpe Ratio
DVOL
0.55
Winner
INKM
1.27
5Y Beta
DVOL
0.58
Winner
INKM
0.30
P/E Ratio
DVOL
23.42
INKM
N/A
Forward P/E
DVOL
20.05
INKM
N/A
PEG Ratio
DVOL
0.50
INKM
N/A
5Y Dividends CAGR
Winner
DVOL
19.35%
INKM
10.24%
5Y EPS CAGR
DVOL
12.99%
INKM
N/A
Debt to Equity
DVOL
46.12%
INKM
N/A
P/S Ratio
DVOL
2.41
INKM
N/A
P/B Ratio
DVOL
3.51
INKM
N/A

DVOL vs INKM - Historical Returns

Returns include dividend reinvestment.

1M
Winner
DVOL
+3.28%
INKM
+0.68%
3M
Winner
DVOL
+3.20%
INKM
+2.07%
6M
Winner
DVOL
+4.79%
INKM
+4.73%
1Y
DVOL
+10.11%
Winner
INKM
+11.70%
5Y(CAGR)
Winner
DVOL
+7.23%
INKM
+4.29%
10Y(CAGR)
DVOL
N/A
INKM
+5.34%
Max(CAGR)
Winner
DVOL
+9.42%
INKM
+5.25%

DVOL vs INKM - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

YearDVOLINKM
2026+6.69%+6.33%
2025+4.42%+11.61%
2024+25.34%+5.87%
2023+5.82%+9.83%
2022-14.19%-12.40%
2021+31.72%+9.33%
2020+12.13%+2.96%
2019+27.22%+17.22%
2018-9.89%-5.14%
2017N/A+13.72%
2016N/A+7.38%
2015N/A-4.86%
2014N/A+9.49%
2013N/A+2.00%
2012N/A+6.10%

DVOL vs INKM Drawdown Comparison

The maximum drawdown for DVOL was -38.26%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.

The maximum drawdown for INKM was -28.58%, occurring on Mar 23, 2020. Recovery took 208 trading sessions.

The current DVOL drawdown is -0.54%. The current INKM drawdown is -0.24%.

RankDVOLINKM
#1-38.26%
Feb 18, 2020 - Dec 16, 2020
-28.58%
Feb 20, 2020 - Dec 15, 2020
#2-24.65%
Dec 31, 2021 - Jul 12, 2024
-19.17%
Nov 9, 2021 - Jul 31, 2024
#3-13.88%
Sep 14, 2018 - Mar 5, 2019
-12.32%
Apr 15, 2015 - Jul 8, 2016
#4-11.65%
Nov 29, 2024 - Jan 15, 2026
-9.98%
May 8, 2013 - Mar 31, 2014
#5-9.82%
Feb 9, 2026 - Jul 7, 2026
-9.33%
Jan 26, 2018 - Apr 4, 2019
#6-8.06%
Sep 3, 2021 - Oct 29, 2021
-5.76%
Apr 2, 2025 - May 7, 2025
#7-7.86%
Jan 8, 2021 - Apr 5, 2021
-5.60%
Sep 7, 2016 - Feb 24, 2017
#8-5.41%
Sep 26, 2019 - Jan 16, 2020
-5.08%
Sep 3, 2014 - Jan 20, 2015
#9-4.44%
Jul 31, 2024 - Aug 15, 2024
-4.55%
Feb 25, 2026 - May 28, 2026
#10-4.34%
May 7, 2021 - Jun 29, 2021
-4.26%
May 1, 2012 - Jul 2, 2012
#11-3.89%
May 20, 2019 - Jun 6, 2019
-4.09%
Nov 29, 2024 - Mar 17, 2025
#12-3.56%
Nov 16, 2021 - Dec 7, 2021
-3.28%
Oct 17, 2012 - Dec 11, 2012
#13-3.32%
Sep 4, 2019 - Sep 26, 2019
-3.22%
Feb 25, 2015 - Apr 15, 2015
#14-3.14%
Aug 30, 2024 - Sep 16, 2024
-2.66%
Jul 23, 2014 - Aug 25, 2014
#15-2.58%
Jul 10, 2019 - Aug 8, 2019
-2.45%
Oct 27, 2025 - Nov 28, 2025

Correlation

Correlation between DVOL and INKM is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (2012 - 2026)

DVOL vs INKM dividend yield comparison.

YearDVOLINKM
20260.34%2.03%
20250.86%5.82%
20240.67%4.83%
20231.28%4.56%
20221.37%5.03%
20210.47%3.74%
20200.60%3.88%
20191.79%4.38%
20180.39%4.08%
20170.00%3.10%
20160.00%3.39%
20150.00%3.45%
20140.00%3.47%
20130.00%4.08%
20120.00%3.50%

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