IQDY vs. FXAIX
Compare and contrast key facts about FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Fidelity 500 Index Fund (FXAIX).
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. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQDY or FXAIX.
Performance
IQDY vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, IQDY achieves a 5.48% return, which is significantly lower than FXAIX's 25.57% return. Over the past 10 years, IQDY has underperformed FXAIX with an annualized return of 5.47%, while FXAIX has yielded a comparatively higher 13.04% annualized return.
IQDY
5.48%
-4.79%
-2.00%
14.11%
7.42%
5.47%
FXAIX
25.57%
1.18%
12.23%
32.20%
15.59%
13.04%
Key characteristics
| IQDY | FXAIX | |
|---|---|---|
| Sharpe Ratio | 0.90 | 2.61 |
| Sortino Ratio | 1.33 | 3.49 |
| Omega Ratio | 1.16 | 1.49 |
| Calmar Ratio | 1.42 | 3.78 |
| Martin Ratio | 4.41 | 17.01 |
| Ulcer Index | 3.04% | 1.88% |
| Daily Std Dev | 14.92% | 12.24% |
| Max Drawdown | -39.59% | -33.79% |
| Current Drawdown | -8.76% | -1.35% |
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IQDY vs. FXAIX - Expense Ratio Comparison
IQDY has a 0.47% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between IQDY and FXAIX is 0.69, 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.
Risk-Adjusted Performance
IQDY vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) 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
IQDY vs. FXAIX - Dividend Comparison
IQDY's dividend yield for the trailing twelve months is around 5.32%, more than FXAIX's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDY FlexShares International Quality Dividend Dynamic Index Fund | 5.32% | 6.45% | 5.52% | 3.89% | 2.62% | 3.85% | 5.97% | 3.57% | 3.77% | 4.08% | 4.34% | 2.34% |
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
IQDY vs. FXAIX - Drawdown Comparison
The maximum IQDY drawdown since its inception was -39.59%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for IQDY and FXAIX. For additional features, visit the drawdowns tool.
Volatility
IQDY vs. FXAIX - Volatility Comparison
FlexShares International Quality Dividend Dynamic Index Fund (IQDY) has a higher volatility of 4.95% compared to Fidelity 500 Index Fund (FXAIX) at 4.06%. This indicates that IQDY'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.