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HFXI vs. VTIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HFXI and VTIAX is 0.77, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

HFXI vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ 50 Percent Hedged FTSE International ETF (HFXI) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%NovemberDecember2025FebruaryMarchApril
89.10%
67.33%
HFXI
VTIAX

Key characteristics

Sharpe Ratio

HFXI:

0.49

VTIAX:

0.69

Sortino Ratio

HFXI:

0.78

VTIAX:

1.04

Omega Ratio

HFXI:

1.11

VTIAX:

1.14

Calmar Ratio

HFXI:

0.58

VTIAX:

0.82

Martin Ratio

HFXI:

2.18

VTIAX:

2.53

Ulcer Index

HFXI:

3.58%

VTIAX:

4.23%

Daily Std Dev

HFXI:

16.14%

VTIAX:

15.65%

Max Drawdown

HFXI:

-32.42%

VTIAX:

-35.82%

Current Drawdown

HFXI:

-2.36%

VTIAX:

-1.45%

Returns By Period

In the year-to-date period, HFXI achieves a 6.45% return, which is significantly lower than VTIAX's 7.60% return.


HFXI

YTD

6.45%

1M

-0.96%

6M

4.20%

1Y

8.61%

5Y*

12.95%

10Y*

N/A

VTIAX

YTD

7.60%

1M

0.35%

6M

3.48%

1Y

11.04%

5Y*

10.91%

10Y*

4.72%

*Annualized

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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%.


Expense ratio chart for HFXI: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HFXI: 0.20%
Expense ratio chart for VTIAX: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTIAX: 0.11%

Risk-Adjusted Performance

HFXI vs. VTIAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HFXI
The Risk-Adjusted Performance Rank of HFXI is 5959
Overall Rank
The Sharpe Ratio Rank of HFXI is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of HFXI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of HFXI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of HFXI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of HFXI is 6262
Martin Ratio Rank

VTIAX
The Risk-Adjusted Performance Rank of VTIAX is 6868
Overall Rank
The Sharpe Ratio Rank of VTIAX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VTIAX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VTIAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VTIAX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VTIAX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for HFXI, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.00
HFXI: 0.49
VTIAX: 0.69
The chart of Sortino ratio for HFXI, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.00
HFXI: 0.78
VTIAX: 1.04
The chart of Omega ratio for HFXI, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
HFXI: 1.11
VTIAX: 1.14
The chart of Calmar ratio for HFXI, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.0012.00
HFXI: 0.58
VTIAX: 0.82
The chart of Martin ratio for HFXI, currently valued at 2.18, compared to the broader market0.0020.0040.0060.00
HFXI: 2.18
VTIAX: 2.53

The current HFXI Sharpe Ratio is 0.49, which is comparable to the VTIAX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of HFXI and VTIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.49
0.69
HFXI
VTIAX

Dividends

HFXI vs. VTIAX - Dividend Comparison

HFXI's dividend yield for the trailing twelve months is around 2.40%, less than VTIAX's 3.05% yield.


TTM20242023202220212020201920182017201620152014
HFXI
IQ 50 Percent Hedged FTSE International ETF
2.40%2.68%2.49%4.65%3.10%2.00%3.19%4.33%2.55%3.47%0.78%0.00%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.05%3.33%3.21%3.05%3.05%2.10%3.04%3.17%2.74%2.93%2.84%3.40%

Drawdowns

HFXI vs. VTIAX - Drawdown Comparison

The maximum HFXI drawdown since its inception was -32.42%, smaller than the maximum VTIAX drawdown of -35.82%. Use the drawdown chart below to compare losses from any high point for HFXI and VTIAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.36%
-1.45%
HFXI
VTIAX

Volatility

HFXI vs. VTIAX - Volatility Comparison

IQ 50 Percent Hedged FTSE International ETF (HFXI) has a higher volatility of 11.04% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 9.84%. This indicates that HFXI's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.04%
9.84%
HFXI
VTIAX