IQDF vs. VIGI
Compare and contrast key facts about FlexShares International Quality Dividend Index Fund (IQDF) and Vanguard International Dividend Appreciation ETF (VIGI).
IQDF and VIGI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016. Both IQDF and VIGI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQDF or VIGI.
Key characteristics
| IQDF | VIGI | |
|---|---|---|
| YTD Return | 4.06% | 0.16% |
| 1Y Return | 14.76% | 6.59% |
| 3Y Return (Ann) | 2.20% | 1.31% |
| 5Y Return (Ann) | 5.46% | 6.54% |
| Sharpe Ratio | 1.20 | 0.63 |
| Daily Std Dev | 12.35% | 11.19% |
| Max Drawdown | -39.83% | -31.01% |
| Current Drawdown | -0.59% | -5.21% |
Correlation
The correlation between IQDF and VIGI is 0.90, 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.
Performance
IQDF vs. VIGI - Performance Comparison
In the year-to-date period, IQDF achieves a 4.06% return, which is significantly higher than VIGI's 0.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IQDF vs. VIGI - Expense Ratio Comparison
IQDF has a 0.47% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Risk-Adjusted Performance
IQDF vs. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Index Fund (IQDF) and Vanguard International Dividend Appreciation ETF (VIGI). 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. VIGI - Dividend Comparison
IQDF's dividend yield for the trailing twelve months is around 5.64%, more than VIGI's 2.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDF FlexShares International Quality Dividend Index Fund | 5.64% | 6.06% | 5.59% | 4.13% | 3.21% | 4.46% | 5.78% | 3.89% | 3.75% | 4.27% | 4.35% | 1.59% |
VIGI Vanguard International Dividend Appreciation ETF | 2.08% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
Drawdowns
IQDF vs. VIGI - Drawdown Comparison
The maximum IQDF drawdown since its inception was -39.83%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for IQDF and VIGI. For additional features, visit the drawdowns tool.
Volatility
IQDF vs. VIGI - Volatility Comparison
FlexShares International Quality Dividend Index Fund (IQDF) has a higher volatility of 3.55% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.37%. This indicates that IQDF's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.