IQDY vs. FDHY
Compare and contrast key facts about FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Fidelity High Yield Factor ETF (FDHY).
IQDY and FDHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQDY is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Dynamic Index. It was launched on Apr 12, 2013. FDHY is an actively managed fund by Fidelity. It was launched on Jun 12, 2018.
Performance
IQDY vs. FDHY - Performance Comparison
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IQDY vs. FDHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IQDY FlexShares International Quality Dividend Dynamic Index Fund | 4.83% | 37.44% | 5.97% | 23.45% | -15.78% | 12.00% | 9.54% | 27.27% | -17.50% |
FDHY Fidelity High Yield Factor ETF | 0.23% | 9.24% | 7.53% | 11.14% | -11.30% | 4.33% | 10.71% | 16.87% | -2.14% |
Returns By Period
In the year-to-date period, IQDY achieves a 4.83% return, which is significantly higher than FDHY's 0.23% return.
IQDY
- 1D
- 1.00%
- 1M
- -4.19%
- YTD
- 4.83%
- 6M
- 13.30%
- 1Y
- 35.97%
- 3Y*
- 20.02%
- 5Y*
- 10.24%
- 10Y*
- 10.63%
FDHY
- 1D
- 0.27%
- 1M
- -0.81%
- YTD
- 0.23%
- 6M
- 1.94%
- 1Y
- 8.03%
- 3Y*
- 7.90%
- 5Y*
- 3.86%
- 10Y*
- —
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IQDY vs. FDHY - Expense Ratio Comparison
IQDY has a 0.47% expense ratio, which is higher than FDHY's 0.45% expense ratio.
Return for Risk
IQDY vs. FDHY — Risk / Return Rank
IQDY
FDHY
IQDY vs. FDHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Fidelity High Yield Factor ETF (FDHY). 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.
| IQDY | FDHY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.95 | 1.52 | +0.43 |
Sortino ratioReturn per unit of downside risk | 2.64 | 2.20 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.35 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.91 | 1.80 | +1.12 |
Martin ratioReturn relative to average drawdown | 12.60 | 9.97 | +2.63 |
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
| IQDY | FDHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 1.52 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.54 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.70 | -0.24 |
Correlation
The correlation between IQDY and FDHY is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IQDY vs. FDHY - Dividend Comparison
IQDY's dividend yield for the trailing twelve months is around 3.11%, less than FDHY's 6.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDY FlexShares International Quality Dividend Dynamic Index Fund | 3.11% | 3.26% | 6.95% | 6.45% | 5.52% | 3.89% | 2.62% | 3.85% | 5.97% | 3.57% | 3.77% | 4.08% |
FDHY Fidelity High Yield Factor ETF | 6.58% | 6.56% | 6.58% | 6.26% | 5.34% | 6.09% | 5.78% | 4.94% | 2.55% | 0.00% | 0.00% | 0.00% |
Drawdowns
IQDY vs. FDHY - Drawdown Comparison
The maximum IQDY drawdown since its inception was -39.60%, which is greater than FDHY's maximum drawdown of -20.01%. Use the drawdown chart below to compare losses from any high point for IQDY and FDHY.
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Drawdown Indicators
| IQDY | FDHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.60% | -20.01% | -19.59% |
Max Drawdown (1Y)Largest decline over 1 year | -12.52% | -4.54% | -7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -33.03% | -16.38% | -16.65% |
Max Drawdown (10Y)Largest decline over 10 years | -39.60% | — | — |
Current DrawdownCurrent decline from peak | -6.04% | -0.95% | -5.09% |
Average DrawdownAverage peak-to-trough decline | -9.21% | -2.93% | -6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 0.82% | +2.08% |
Volatility
IQDY vs. FDHY - Volatility Comparison
FlexShares International Quality Dividend Dynamic Index Fund (IQDY) has a higher volatility of 7.74% compared to Fidelity High Yield Factor ETF (FDHY) at 1.90%. This indicates that IQDY's price experiences larger fluctuations and is considered to be riskier than FDHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQDY | FDHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.74% | 1.90% | +5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.96% | 2.73% | +9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.52% | 5.29% | +13.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 7.11% | +10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 8.11% | +10.23% |