PortfoliosLab logoPortfoliosLab logo
IDYN vs. VIDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDYN vs. VIDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Equity Factor Rotation Active ETF (IDYN) and Vident International Equity Fund (VIDI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IDYN achieves a 6.26% return, which is significantly lower than VIDI's 17.62% return.


IDYN

1D
-2.79%
1M
-2.27%
YTD
6.26%
6M
8.83%
1Y
3Y*
5Y*
10Y*

VIDI

1D
-3.67%
1M
0.86%
YTD
17.62%
6M
20.49%
1Y
42.62%
3Y*
25.42%
5Y*
11.23%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDYN vs. VIDI - Yearly Performance Comparison


Correlation

The correlation between IDYN and VIDI is 0.84, 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 8, 2025

0.84

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IDYN vs. VIDI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDYN

VIDI
VIDI Risk / Return Rank: 8686
Overall Rank
VIDI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 8686
Sortino Ratio Rank
VIDI Omega Ratio Rank: 8888
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8383
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8484
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.

IDYN vs. VIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Equity Factor Rotation Active ETF (IDYN) and Vident International Equity Fund (VIDI). 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.

IDYN vs. VIDI - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


IDYNVIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.41

+0.87

Drawdowns

IDYN vs. VIDI - Drawdown Comparison

The maximum IDYN drawdown since its inception was -12.68%, smaller than the maximum VIDI drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for IDYN and VIDI.


Loading charts...

Drawdown Indicators


IDYNVIDIDifference

Max Drawdown

Largest peak-to-trough decline

-12.68%

-48.39%

+35.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

Max Drawdown (3Y)

Largest decline over 3 years

-14.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.66%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

Current Drawdown

Current decline from peak

-6.16%

-5.02%

-1.14%

Average Drawdown

Average peak-to-trough decline

-2.46%

-10.38%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

Volatility

IDYN vs. VIDI - Volatility Comparison


Loading charts...

Volatility by Period


IDYNVIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

Volatility (6M)

Calculated over the trailing 6-month period

12.57%

Volatility (1Y)

Calculated over the trailing 1-year period

17.14%

14.92%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

16.02%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.14%

18.05%

-0.91%

IDYN vs. VIDI - Expense Ratio Comparison

IDYN has a 0.40% expense ratio, which is lower than VIDI's 0.59% expense ratio.


Dividends

IDYN vs. VIDI - Dividend Comparison

IDYN's dividend yield for the trailing twelve months is around 0.39%, less than VIDI's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
IDYN
iShares International Equity Factor Rotation Active ETF
0.39%0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIDI
Vident International Equity Fund
3.77%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Frequently Asked Questions


IDYN and VIDI have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDYN is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDYN is cheaper with a 0.40% expense ratio, compared with 0.59% for VIDI.

VIDI has the higher dividend yield at 3.77%, compared with 0.39% for IDYN.

They also come from different issuers: iShares and Vident. Their fees differ too: 0.40% for IDYN and 0.59% for VIDI.

Portfolio Optimizer

Find the right allocation for IDYN and VIDI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer