IQDF vs. FXAIX
Compare and contrast key facts about FlexShares International Quality Dividend Index Fund (IQDF) and Fidelity 500 Index Fund (FXAIX).
IQDF is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Index. It was launched on Apr 12, 2013. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQDF or FXAIX.
Performance
IQDF vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, IQDF achieves a 7.55% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, IQDF has underperformed FXAIX with an annualized return of 3.75%, while FXAIX has yielded a comparatively higher 13.04% annualized return.
IQDF
7.55%
-4.80%
-1.40%
14.75%
5.70%
3.75%
FXAIX
25.57%
1.18%
12.23%
32.20%
15.59%
13.04%
Key characteristics
| IQDF | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.10 | 2.61 |
| Sortino Ratio | 1.58 | 3.49 |
| Omega Ratio | 1.19 | 1.49 |
| Calmar Ratio | 1.74 | 3.78 |
| Martin Ratio | 5.78 | 17.01 |
| Ulcer Index | 2.46% | 1.88% |
| Daily Std Dev | 12.97% | 12.24% |
| Max Drawdown | -39.83% | -33.79% |
| Current Drawdown | -8.03% | -1.35% |
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IQDF vs. FXAIX - Expense Ratio Comparison
IQDF has a 0.47% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between IQDF and FXAIX is 0.76, 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.
Risk-Adjusted Performance
IQDF vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Index Fund (IQDF) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
IQDF vs. FXAIX - Dividend Comparison
IQDF's dividend yield for the trailing twelve months is around 4.86%, more than FXAIX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDF FlexShares International Quality Dividend Index Fund | 4.86% | 6.06% | 5.59% | 4.13% | 3.16% | 4.46% | 5.77% | 3.89% | 3.75% | 4.27% | 4.36% | 1.59% |
FXAIX Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
IQDF vs. FXAIX - Drawdown Comparison
The maximum IQDF drawdown since its inception was -39.83%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for IQDF and FXAIX. For additional features, visit the drawdowns tool.
Volatility
IQDF vs. FXAIX - Volatility Comparison
FlexShares International Quality Dividend Index Fund (IQDF) and Fidelity 500 Index Fund (FXAIX) have volatilities of 4.12% and 4.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.