IQDG vs. BIGFX
IQDG (WisdomTree International Quality Dividend Growth Fund) and BIGFX (Baron International Growth Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, IQDG returned 7.61%/yr vs 8.51%/yr for BIGFX. Their correlation of 0.84 suggests significant overlap in exposure. IQDG charges 0.42%/yr vs 1.20%/yr for BIGFX.
Performance
IQDG vs. BIGFX - Performance Comparison
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Returns By Period
In the year-to-date period, IQDG achieves a 4.41% return, which is significantly lower than BIGFX's 12.38% return. Over the past 10 years, IQDG has underperformed BIGFX with an annualized return of 7.61%, while BIGFX has yielded a comparatively higher 8.51% annualized return.
IQDG
- 1D
- 1.20%
- 1M
- 3.11%
- YTD
- 4.41%
- 6M
- 6.58%
- 1Y
- 13.26%
- 3Y*
- 10.88%
- 5Y*
- 4.03%
- 10Y*
- 7.61%
BIGFX
- 1D
- 0.28%
- 1M
- 5.08%
- YTD
- 12.38%
- 6M
- 13.06%
- 1Y
- 20.14%
- 3Y*
- 13.29%
- 5Y*
- 1.99%
- 10Y*
- 8.51%
IQDG vs. BIGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQDG WisdomTree International Quality Dividend Growth Fund | 4.41% | 24.19% | -3.38% | 20.76% | -19.97% | 12.28% | 16.58% | 30.03% | -16.81% | 30.64% |
BIGFX Baron International Growth Fund | 12.38% | 20.80% | 4.11% | 7.33% | -27.47% | 9.63% | 30.52% | 29.06% | -17.88% | 36.95% |
Correlation
The correlation between IQDG and BIGFX 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 (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2016 | 0.84 |
The correlation between IQDG and BIGFX has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
IQDG vs. BIGFX — Risk / Return Rank
IQDG
BIGFX
IQDG vs. BIGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) and Baron International Growth Fund (BIGFX). 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.
| IQDG | BIGFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.53 | -0.46 |
| Martin ratioReturn relative to average drawdown | 3.52 | 5.04 | -1.52 |
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
| IQDG | BIGFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 1.20 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.12 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.50 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.56 | -0.10 |
Drawdowns
IQDG vs. BIGFX - Drawdown Comparison
The maximum IQDG drawdown since its inception was -34.97%, smaller than the maximum BIGFX drawdown of -41.12%. Use the drawdown chart below to compare losses from any high point for IQDG and BIGFX.
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Drawdown Indicators
| IQDG | BIGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -41.12% | +6.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -12.71% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -18.12% | -16.71% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -34.97% | -41.12% | +6.15% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -41.12% | +6.15% |
Current DrawdownCurrent decline from peak | -2.55% | 0.00% | -2.55% |
Average DrawdownAverage peak-to-trough decline | -7.52% | -10.04% | +2.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 3.86% | -0.08% |
Volatility
IQDG vs. BIGFX - Volatility Comparison
The current volatility for WisdomTree International Quality Dividend Growth Fund (IQDG) is 5.09%, while Baron International Growth Fund (BIGFX) has a volatility of 5.52%. This indicates that IQDG experiences smaller price fluctuations and is considered to be less risky than BIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQDG | BIGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 5.52% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 13.41% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 16.34% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.80% | 17.07% | +0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.53% | 17.23% | +0.30% |
IQDG vs. BIGFX - Expense Ratio Comparison
IQDG has a 0.42% expense ratio, which is lower than BIGFX's 1.20% expense ratio.
Dividends
IQDG vs. BIGFX - Dividend Comparison
IQDG's dividend yield for the trailing twelve months is around 2.12%, more than BIGFX's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIGFX Baron International Growth Fund | 0.75% | 0.85% | 0.80% | 0.35% | 1.25% | 5.24% | 0.02% | 0.08% | 3.56% | 3.54% | 0.93% | 0.62% |
IQDG WisdomTree International Quality Dividend Growth Fund | 2.12% | 2.28% | 2.60% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% | 0.00% |
Frequently Asked Questions
IQDG and BIGFX 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.
BIGFX has higher volatility (5.52%) compared to IQDG (5.09%). In terms of maximum drawdown, IQDG dropped -34.97% vs BIGFX's -41.12%.
BIGFX currently has the higher Sharpe Ratio (1.20 vs 0.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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