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INKM vs DVOL

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

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

INKM vs DVOL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

INKM vs DVOL - Historical Returns

Returns include dividend reinvestment.

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

INKM vs DVOL - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

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

INKM vs DVOL Drawdown Comparison

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

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

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

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

Correlation

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

0.95
-101

Dividend Comparison (2012 - 2026)

INKM vs DVOL dividend yield comparison.

YearINKMDVOL
20262.03%0.34%
20255.82%0.86%
20244.83%0.67%
20234.56%1.28%
20225.03%1.37%
20213.74%0.47%
20203.88%0.60%
20194.38%1.79%
20184.08%0.39%
20173.10%0.00%
20163.39%0.00%
20153.45%0.00%
20143.47%0.00%
20134.08%0.00%
20123.50%0.00%

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