IDEQ vs. VYMI
IDEQ (Lazard International Dynamic Equity ETF) and VYMI (Vanguard International High Dividend Yield ETF) are both exchange-traded funds - IDEQ is a Foreign Large Cap Equities fund actively managed by Lazard, while VYMI is a Dividend fund tracking the FTSE All-World ex US High Dividend Yield Index. IDEQ is actively managed, while VYMI is passively managed. Their correlation of 0.87 suggests significant overlap in exposure. IDEQ charges 0.40%/yr vs 0.07%/yr for VYMI.
Performance
IDEQ vs. VYMI - 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 VYMI's 11.38% return.
IDEQ
- 1D
- -3.09%
- 1M
- 1.29%
- YTD
- 15.58%
- 6M
- 15.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYMI
- 1D
- -1.23%
- 1M
- -0.28%
- YTD
- 11.38%
- 6M
- 11.17%
- 1Y
- 30.40%
- 3Y*
- 21.85%
- 5Y*
- 12.40%
- 10Y*
- 11.21%
IDEQ vs. VYMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 15.58% | 12.10% |
VYMI Vanguard International High Dividend Yield ETF | 11.38% | 8.72% |
Correlation
The correlation between IDEQ and VYMI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025 | 0.87 |
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Return for Risk
IDEQ vs. VYMI — Risk / Return Rank
IDEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VYMI
IDEQ vs. VYMI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Dynamic Equity ETF (IDEQ) and Vanguard International High Dividend Yield ETF (VYMI). 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 | VYMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.01 | — |
| Martin ratioReturn relative to average drawdown | — | 11.81 | — |
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Drawdowns
IDEQ vs. VYMI - Drawdown Comparison
The maximum IDEQ drawdown since its inception was -12.95%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for IDEQ and VYMI.
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Drawdown Indicators
| IDEQ | VYMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.95% | -40.00% | +27.05% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.14% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.84% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.05% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.00% | — |
Current DrawdownCurrent decline from peak | -3.09% | -1.97% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -6.28% | +4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.58% | — |
Volatility
IDEQ vs. VYMI - Volatility Comparison
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Volatility by Period
| IDEQ | VYMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.20% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.48% | 13.27% | +6.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 14.87% | +4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 16.61% | +2.87% |
IDEQ vs. VYMI - Expense Ratio Comparison
IDEQ has a 0.40% expense ratio, which is higher than VYMI's 0.07% expense ratio.
Dividends
IDEQ vs. VYMI - Dividend Comparison
IDEQ's dividend yield for the trailing twelve months is around 1.34%, less than VYMI's 3.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 1.34% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.67% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% |
Frequently Asked Questions
IDEQ and VYMI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VYMI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VYMI is cheaper with a 0.07% expense ratio, compared with 0.40% for IDEQ.
VYMI has the higher dividend yield at 3.67%, compared with 1.34% for IDEQ.
IDEQ is categorized as Foreign Large Cap Equities, while VYMI is Dividend. They also come from different issuers: Lazard and Vanguard. Their fees differ too: 0.40% for IDEQ and 0.07% for VYMI.
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