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

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.

-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-1.13%
0.05%
HFXI
VTIAX

Returns By Period

In the year-to-date period, HFXI achieves a 8.43% return, which is significantly higher than VTIAX's 6.71% return.


HFXI

YTD

8.43%

1M

-1.12%

6M

-1.13%

1Y

13.34%

5Y (annualized)

7.74%

10Y (annualized)

N/A

VTIAX

YTD

6.71%

1M

-2.50%

6M

0.05%

1Y

12.93%

5Y (annualized)

5.50%

10Y (annualized)

4.75%

Key characteristics


HFXIVTIAX
Sharpe Ratio1.171.07
Sortino Ratio1.661.54
Omega Ratio1.211.19
Calmar Ratio1.491.18
Martin Ratio5.705.13
Ulcer Index2.34%2.52%
Daily Std Dev11.39%12.04%
Max Drawdown-32.42%-35.83%
Current Drawdown-4.98%-6.78%

Compare stocks, funds, or ETFs

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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%.


HFXI
IQ 50 Percent Hedged FTSE International ETF
Expense ratio chart for HFXI: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VTIAX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Correlation

-0.50.00.51.00.9

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.

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.


Sharpe ratio
The chart of Sharpe ratio for HFXI, currently valued at 1.17, compared to the broader market0.002.004.006.001.171.07
The chart of Sortino ratio for HFXI, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.0012.001.661.54
The chart of Omega ratio for HFXI, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.19
The chart of Calmar ratio for HFXI, currently valued at 1.49, compared to the broader market0.005.0010.0015.0020.001.491.18
The chart of Martin ratio for HFXI, currently valued at 5.70, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.705.13
HFXI
VTIAX

The current HFXI Sharpe Ratio is 1.17, which is comparable to the VTIAX Sharpe Ratio of 1.07. 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.17
1.07
HFXI
VTIAX

Dividends

HFXI vs. VTIAX - Dividend Comparison

HFXI's dividend yield for the trailing twelve months is around 2.38%, less than VTIAX's 2.97% yield.


TTM20232022202120202019201820172016201520142013
HFXI
IQ 50 Percent Hedged FTSE International ETF
2.38%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
2.97%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.98%
-6.78%
HFXI
VTIAX

Volatility

HFXI vs. VTIAX - Volatility Comparison

The current volatility for IQ 50 Percent Hedged FTSE International ETF (HFXI) is 3.08%, while Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) has a volatility of 3.48%. 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.08%
3.48%
HFXI
VTIAX