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IDEQ vs. VYMI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IDEQ vs. VYMI

Last updated Apr 2, 2026

Compare and contrast key facts about Lazard International Dynamic Equity ETF (IDEQ) and Vanguard International High Dividend Yield ETF (VYMI).

IDEQ and VYMI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDEQ is an actively managed fund by Lazard. It was launched on May 12, 2025. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016.

Performance

IDEQ vs. VYMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard International Dynamic Equity ETF (IDEQ) and Vanguard International High Dividend Yield ETF (VYMI). The values are adjusted to include any dividend payments, if applicable.

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IDEQ vs. VYMI - Yearly Performance Comparison

2026 (YTD)2025
IDEQ
Lazard International Dynamic Equity ETF		6.49%11.77%
VYMI
Vanguard International High Dividend Yield ETF		6.37%9.06%

Returns By Period

The year-to-date returns for both stocks are quite close, with IDEQ having a 6.49% return and VYMI slightly lower at 6.37%.

IDEQ

1D
1.80%
1M
-5.66%
YTD
6.49%
6M
12.52%
1Y
—
3Y*
—
5Y*
—
10Y*
—

VYMI

1D
0.82%
1M
-3.79%
YTD
6.37%
6M
13.78%
1Y
33.76%
3Y*
20.74%
5Y*
12.62%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Lazard International Dynamic Equity ETF

Vanguard International High Dividend Yield ETF

Often compared with IDEQ:
IDEQ vs. AVDVIDEQ vs. MKVIXIDEQ vs. COROIDEQ vs. SPYIDEQ vs. FENIIDEQ vs. KEMXIDEQ vs. VXUS
Often compared with VYMI:
VYMI vs. VYMVYMI vs. SCHYVYMI vs. SCHDVYMI vs. VIGIVYMI vs. VOOVYMI vs. IDEVVYMI vs. VT

IDEQ vs. VYMI - Expense Ratio Comparison

IDEQ has a 0.40% expense ratio, which is higher than VYMI's 0.07% expense ratio.

IDEQ
Lazard International Dynamic Equity ETF
VYMI
Vanguard International High Dividend Yield ETF

Return for Risk

IDEQ vs. VYMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDEQ
VYMI
VYMI Risk / Return Rank: 9292
Overall Rank
VYMI Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VYMI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VYMI Omega Ratio Rank: 9494
Omega Ratio Rank
VYMI Calmar Ratio Rank: 9090
Calmar Ratio Rank
VYMI Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IDEQ vs. VYMI - Sharpe Ratio Comparison

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Sharpe Ratios by Period

IDEQVYMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

2.13

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.86

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.61

—

Sharpe Ratio (All Time)

Calculated using the full available price history

2.02

0.63

+1.39

Correlation

The correlation between IDEQ and VYMI 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.

Dividends

IDEQ vs. VYMI - Dividend Comparison

IDEQ's dividend yield for the trailing twelve months is around 0.57%, less than VYMI's 3.60% yield.

TTM2025202420232022202120202019201820172016
IDEQ
Lazard International Dynamic Equity ETF		0.57%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		3.60%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%

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

IDEQVYMIDifference

Max Drawdown

Largest peak-to-trough decline

-12.95%

-40.00%

+27.05%

Max Drawdown (1Y)

Largest decline over 1 year

—

-11.08%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-24.05%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.00%

—

Current Drawdown

Current decline from peak

-8.18%

-5.77%

-2.41%

Average Drawdown

Average peak-to-trough decline

-1.88%

-6.39%

+4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.70%

—

Volatility

IDEQ vs. VYMI - Volatility Comparison

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Volatility by Period

IDEQVYMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

6.40%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

9.90%

—

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

15.90%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

14.75%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

16.89%

+0.43%