IDEQ vs. FID
IDEQ (Lazard International Dynamic Equity ETF) and FID (First Trust S&P International Dividend Aristocrats ETF) are both Foreign Large Cap Equities funds. IDEQ is actively managed, while FID is passively managed. A 0.76 correlation means they provide meaningful diversification when combined. IDEQ charges 0.40%/yr vs 0.60%/yr for FID.
Performance
IDEQ vs. FID - Performance Comparison
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Returns By Period
In the year-to-date period, IDEQ achieves a 15.58% return, which is significantly higher than FID's 5.57% return.
IDEQ
- 1D
- -3.09%
- 1M
- 1.29%
- YTD
- 15.58%
- 6M
- 15.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FID
- 1D
- -0.85%
- 1M
- -2.23%
- YTD
- 5.57%
- 6M
- 5.46%
- 1Y
- 18.04%
- 3Y*
- 17.19%
- 5Y*
- 7.59%
- 10Y*
- —
IDEQ vs. FID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 15.58% | 12.10% |
FID First Trust S&P International Dividend Aristocrats ETF | 5.57% | 6.20% |
Correlation
The correlation between IDEQ and FID is 0.76, 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 Aug 29, 2025 | 0.76 |
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Return for Risk
IDEQ vs. FID — Risk / Return Rank
IDEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FID
IDEQ vs. FID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Dynamic Equity ETF (IDEQ) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.
| IDEQ | FID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.03 | — |
| Martin ratioReturn relative to average drawdown | — | 6.97 | — |
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Drawdowns
IDEQ vs. FID - Drawdown Comparison
The maximum IDEQ drawdown since its inception was -12.95%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for IDEQ and FID.
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Drawdown Indicators
| IDEQ | FID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.95% | -39.79% | +26.84% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.93% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.97% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.13% | — |
Current DrawdownCurrent decline from peak | -3.09% | -3.84% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -8.43% | +6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.59% | — |
Volatility
IDEQ vs. FID - Volatility Comparison
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Volatility by Period
| IDEQ | FID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.41% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.58% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.48% | 10.33% | +9.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 17.05% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 18.92% | +0.56% |
IDEQ vs. FID - Expense Ratio Comparison
IDEQ has a 0.40% expense ratio, which is lower than FID's 0.60% expense ratio.
Dividends
IDEQ vs. FID - Dividend Comparison
IDEQ's dividend yield for the trailing twelve months is around 1.34%, less than FID's 4.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
FID First Trust S&P International Dividend Aristocrats ETF | 4.14% | 4.30% | 4.31% | 4.19% | 4.22% | 3.76% | 3.91% | 3.70% | 1.74% |
IDEQ Lazard International Dynamic Equity ETF | 1.34% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDEQ and FID have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDEQ is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDEQ is cheaper with a 0.40% expense ratio, compared with 0.60% for FID.
FID has the higher dividend yield at 4.14%, compared with 1.34% for IDEQ.
They also come from different issuers: Lazard and First Trust. Their fees differ too: 0.40% for IDEQ and 0.60% for FID.
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