ICPY vs. VEA
ICPY (Tweedy, Browne International Insider + Value ETF) and VEA (Vanguard FTSE Developed Markets ETF) are both Foreign Large Cap Equities funds. ICPY is actively managed, while VEA is passively managed. A 0.78 correlation means they provide meaningful diversification when combined. ICPY charges 0.80%/yr vs 0.03%/yr for VEA.
Performance
ICPY vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, ICPY achieves a 17.30% return, which is significantly higher than VEA's 12.88% return.
ICPY
- 1D
- 0.51%
- 1M
- 2.06%
- 6M
- 13.08%
- YTD
- 17.30%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VEA
- 1D
- -1.12%
- 1M
- -2.66%
- 6M
- 8.56%
- YTD
- 12.88%
- 1Y
- 27.21%
- 3Y*
- 17.68%
- 5Y*
- 9.88%
- 10Y*
- 10.02%
ICPY vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ICPY Tweedy, Browne International Insider + Value ETF | 17.30% | 13.79% |
VEA Vanguard FTSE Developed Markets ETF | 12.88% | 7.51% |
Correlation
The correlation between ICPY and VEA is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.78 |
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Return for Risk
ICPY vs. VEA — Risk / Return Rank
ICPY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VEA
ICPY vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Insider + Value ETF (ICPY) and Vanguard FTSE Developed Markets ETF (VEA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ICPY | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.35 | — |
| Martin ratioReturn relative to average drawdown | — | 8.89 | — |
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Drawdowns
ICPY vs. VEA - Drawdown Comparison
The maximum ICPY drawdown since its inception was -8.86%, smaller than the maximum VEA drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for ICPY and VEA.
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Drawdown Indicators
| ICPY | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.86% | -60.68% | +51.82% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.63% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.45% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.71% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.73% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.26% | +3.26% |
Average DrawdownAverage peak-to-trough decline | -1.53% | -13.22% | +11.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.07% | — |
Volatility
ICPY vs. VEA - Volatility Comparison
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Volatility by Period
| ICPY | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.28% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 15.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.77% | 17.03% | -2.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.77% | 16.80% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 17.17% | -2.40% |
ICPY vs. VEA - Expense Ratio Comparison
ICPY has a 0.80% expense ratio, which is higher than VEA's 0.03% expense ratio.
Dividends
ICPY vs. VEA - Dividend Comparison
ICPY's dividend yield for the trailing twelve months is around 3.89%, more than VEA's 2.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICPY Tweedy, Browne International Insider + Value ETF | 3.89% | 4.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.59% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
ICPY and VEA have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VEA is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEA is cheaper with a 0.03% expense ratio, compared with 0.80% for ICPY.
ICPY has the higher dividend yield at 3.89%, compared with 2.59% for VEA.
They also come from different issuers: Tweedy, Browne and Vanguard. Their fees differ too: 0.80% for ICPY and 0.03% for VEA.
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