HFXI vs. VTIAX
Compare and contrast key facts about IQ 50 Percent Hedged FTSE International ETF (HFXI) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX).
HFXI is a passively managed fund by New York Life that tracks the performance of the FTSE Developed ex North America 50% Hedged to USD Index. It was launched on Jul 22, 2015. VTIAX is managed by Vanguard. It was launched on Nov 29, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HFXI or VTIAX.
Key characteristics
| HFXI | VTIAX | |
|---|---|---|
| YTD Return | 7.86% | 7.10% |
| 1Y Return | 16.08% | 17.44% |
| 3Y Return (Ann) | 4.48% | 0.56% |
| 5Y Return (Ann) | 7.68% | 5.61% |
| Sharpe Ratio | 1.43 | 1.43 |
| Sortino Ratio | 2.01 | 2.03 |
| Omega Ratio | 1.26 | 1.25 |
| Calmar Ratio | 1.83 | 1.23 |
| Martin Ratio | 7.76 | 8.03 |
| Ulcer Index | 2.12% | 2.19% |
| Daily Std Dev | 11.51% | 12.27% |
| Max Drawdown | -32.42% | -35.83% |
| Current Drawdown | -5.48% | -6.44% |
Correlation
The correlation between HFXI and VTIAX is 0.88, 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.
Performance
HFXI vs. VTIAX - Performance Comparison
In the year-to-date period, HFXI achieves a 7.86% return, which is significantly higher than VTIAX's 7.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HFXI vs. VTIAX - Expense Ratio Comparison
HFXI has a 0.20% expense ratio, which is higher than VTIAX's 0.11% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
HFXI vs. VTIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IQ 50 Percent Hedged FTSE International ETF (HFXI) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.
Dividends
HFXI vs. VTIAX - Dividend Comparison
HFXI's dividend yield for the trailing twelve months is around 2.39%, less than VTIAX's 2.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HFXI IQ 50 Percent Hedged FTSE International ETF | 2.39% | 2.49% | 4.65% | 3.10% | 2.00% | 3.19% | 4.33% | 2.55% | 3.47% | 0.78% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.96% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
Drawdowns
HFXI vs. VTIAX - Drawdown Comparison
The maximum HFXI drawdown since its inception was -32.42%, smaller than the maximum VTIAX drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for HFXI and VTIAX. For additional features, visit the drawdowns tool.
Volatility
HFXI vs. VTIAX - Volatility Comparison
The current volatility for IQ 50 Percent Hedged FTSE International ETF (HFXI) is 3.42%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 3.92%. This indicates that HFXI experiences smaller price fluctuations and is considered to be less risky than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.