FYLD vs. IQDF
Compare and contrast key facts about Cambria Foreign Shareholder Yield ETF (FYLD) and FlexShares International Quality Dividend Index Fund (IQDF).
FYLD and IQDF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013. IQDF is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Index. It was launched on Apr 12, 2013.
Performance
FYLD vs. IQDF - Performance Comparison
Loading graphics...
FYLD vs. IQDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 15.22% | 34.53% | 3.00% | 13.18% | -5.53% | 18.67% | 4.17% | 17.83% | -14.47% | 29.81% |
IQDF FlexShares International Quality Dividend Index Fund | 4.40% | 35.42% | 6.62% | 20.10% | -14.69% | 10.18% | 3.54% | 20.96% | -17.39% | 23.87% |
Returns By Period
In the year-to-date period, FYLD achieves a 15.22% return, which is significantly higher than IQDF's 4.40% return. Over the past 10 years, FYLD has outperformed IQDF with an annualized return of 11.39%, while IQDF has yielded a comparatively lower 8.80% annualized return.
FYLD
- 1D
- 2.23%
- 1M
- -1.69%
- YTD
- 15.22%
- 6M
- 21.63%
- 1Y
- 45.00%
- 3Y*
- 20.11%
- 5Y*
- 12.23%
- 10Y*
- 11.39%
IQDF
- 1D
- 2.86%
- 1M
- -6.36%
- YTD
- 4.40%
- 6M
- 11.87%
- 1Y
- 31.50%
- 3Y*
- 19.06%
- 5Y*
- 9.60%
- 10Y*
- 8.80%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FYLD vs. IQDF - Expense Ratio Comparison
FYLD has a 0.59% expense ratio, which is higher than IQDF's 0.47% expense ratio.
Return for Risk
FYLD vs. IQDF — Risk / Return Rank
FYLD
IQDF
FYLD vs. IQDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and FlexShares International Quality Dividend Index Fund (IQDF). 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.
| FYLD | IQDF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.76 | 1.89 | +0.87 |
Sortino ratioReturn per unit of downside risk | 3.43 | 2.53 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.38 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.60 | +0.73 |
Martin ratioReturn relative to average drawdown | 19.47 | 11.16 | +8.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FYLD | IQDF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.76 | 1.89 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.63 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.53 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.40 | +0.05 |
Correlation
The correlation between FYLD and IQDF is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FYLD vs. IQDF - Dividend Comparison
FYLD's dividend yield for the trailing twelve months is around 3.75%, more than IQDF's 3.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 3.75% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
IQDF FlexShares International Quality Dividend Index Fund | 3.07% | 3.27% | 6.72% | 6.06% | 5.59% | 4.13% | 3.31% | 4.46% | 5.78% | 3.89% | 3.75% | 4.27% |
Drawdowns
FYLD vs. IQDF - Drawdown Comparison
The maximum FYLD drawdown since its inception was -44.55%, which is greater than IQDF's maximum drawdown of -39.83%. Use the drawdown chart below to compare losses from any high point for FYLD and IQDF.
Loading graphics...
Drawdown Indicators
| FYLD | IQDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.55% | -39.83% | -4.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.37% | -11.77% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -30.34% | +5.22% |
Max Drawdown (10Y)Largest decline over 10 years | -44.55% | -39.83% | -4.72% |
Current DrawdownCurrent decline from peak | -1.69% | -7.04% | +5.35% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -9.44% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.75% | -0.46% |
Volatility
FYLD vs. IQDF - Volatility Comparison
The current volatility for Cambria Foreign Shareholder Yield ETF (FYLD) is 5.30%, while FlexShares International Quality Dividend Index Fund (IQDF) has a volatility of 7.65%. This indicates that FYLD experiences smaller price fluctuations and is considered to be less risky than IQDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FYLD | IQDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.30% | 7.65% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 10.83% | -1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 16.78% | -0.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 15.28% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 16.57% | +1.52% |