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 a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988. Both IQDF and FXAIX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IQDF vs. FXAIX - Performance Comparison
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IQDF vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQDF FlexShares International Quality Dividend Index Fund | 4.40% | 35.42% | 6.62% | 20.10% | -14.69% | 10.18% | 3.54% | 20.96% | -17.39% | 23.87% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, IQDF achieves a 4.40% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, IQDF has underperformed FXAIX with an annualized return of 8.80%, while FXAIX has yielded a comparatively higher 13.75% annualized return.
IQDF
- 1D
- 2.86%
- 1M
- -6.36%
- YTD
- 4.40%
- 6M
- 11.87%
- 1Y
- 31.50%
- 3Y*
- 19.06%
- 5Y*
- 9.60%
- 10Y*
- 8.80%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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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.
Return for Risk
IQDF vs. FXAIX — Risk / Return Rank
IQDF
FXAIX
IQDF vs. FXAIX - Risk-Adjusted Trends 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.
| IQDF | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 0.84 | +1.05 |
Sortino ratioReturn per unit of downside risk | 2.53 | 1.30 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.20 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 1.05 | +1.55 |
Martin ratioReturn relative to average drawdown | 11.16 | 5.13 | +6.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQDF | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 0.84 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.68 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.77 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.75 | -0.35 |
Correlation
The correlation between IQDF and FXAIX is 0.75, 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
IQDF vs. FXAIX - Dividend Comparison
IQDF's dividend yield for the trailing twelve months is around 3.07%, more than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDF FlexShares International Quality Dividend Index Fund | 3.07% | 3.27% | 6.72% | 6.06% | 5.59% | 4.13% | 3.31% | 4.46% | 5.78% | 3.89% | 3.75% | 4.27% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
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.
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Drawdown Indicators
| IQDF | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.83% | -33.79% | -6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -12.13% | +0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -30.34% | -24.50% | -5.84% |
Max Drawdown (10Y)Largest decline over 10 years | -39.83% | -33.79% | -6.04% |
Current DrawdownCurrent decline from peak | -7.04% | -8.89% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -9.44% | -3.83% | -5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.50% | +0.25% |
Volatility
IQDF vs. FXAIX - Volatility Comparison
FlexShares International Quality Dividend Index Fund (IQDF) has a higher volatility of 7.65% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that IQDF's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQDF | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 4.24% | +3.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 9.08% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 18.13% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 16.88% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 18.03% | -1.46% |