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IQDY vs. TAXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQDY vs. TAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQDY achieves a 20.64% return, which is significantly higher than TAXI's 1.10% return.


IQDY

1D
1.12%
1M
4.99%
YTD
20.64%
6M
21.83%
1Y
44.80%
3Y*
23.91%
5Y*
12.76%
10Y*
11.91%

TAXI

1D
0.25%
1M
1.04%
YTD
1.10%
6M
1.28%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQDY vs. TAXI - Yearly Performance Comparison


Correlation

The correlation between IQDY and TAXI is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 19, 2025

0.30

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Return for Risk

IQDY vs. TAXI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQDY
IQDY Risk / Return Rank: 8383
Overall Rank
IQDY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IQDY Sortino Ratio Rank: 8181
Sortino Ratio Rank
IQDY Omega Ratio Rank: 8383
Omega Ratio Rank
IQDY Calmar Ratio Rank: 8282
Calmar Ratio Rank
IQDY Martin Ratio Rank: 8383
Martin Ratio Rank

TAXI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IQDY vs. TAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Northern Trust Intermediate Tax-Exempt Bond ETF (TAXI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IQDYTAXIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

4.17

Martin ratioReturn relative to average drawdown

16.12

IQDY vs. TAXI - Sharpe Ratio Comparison


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Drawdowns

IQDY vs. TAXI - Drawdown Comparison

The maximum IQDY drawdown since its inception was -39.60%, which is greater than TAXI's maximum drawdown of -2.23%. Use the drawdown chart below to compare losses from any high point for IQDY and TAXI.


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Drawdown Indicators


IQDYTAXIDifference

Max Drawdown

Largest peak-to-trough decline

-39.60%

-2.23%

-37.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

Max Drawdown (3Y)

Largest decline over 3 years

-14.76%

Max Drawdown (5Y)

Largest decline over 5 years

-32.30%

Max Drawdown (10Y)

Largest decline over 10 years

-39.60%

Current Drawdown

Current decline from peak

0.00%

-0.64%

+0.64%

Average Drawdown

Average peak-to-trough decline

-9.08%

-0.47%

-8.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

Volatility

IQDY vs. TAXI - Volatility Comparison


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Volatility by Period


IQDYTAXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.82%

1.89%

+14.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.96%

1.89%

+16.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

1.89%

+16.54%

IQDY vs. TAXI - Expense Ratio Comparison

IQDY has a 0.47% expense ratio, which is higher than TAXI's 0.05% expense ratio.


Dividends

IQDY vs. TAXI - Dividend Comparison

IQDY's dividend yield for the trailing twelve months is around 4.11%, more than TAXI's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
IQDY
FlexShares International Quality Dividend Dynamic Index Fund
2.91%3.26%6.95%6.45%5.52%3.89%2.62%3.85%5.97%3.57%3.77%4.08%
TAXI
Northern Trust Intermediate Tax-Exempt Bond ETF
2.00%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IQDY and TAXI have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TAXI is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TAXI is cheaper with a 0.05% expense ratio, compared with 0.47% for IQDY.

IQDY has the higher dividend yield at 2.91%, compared with 2.00% for TAXI.

IQDY is categorized as Foreign Large Cap Equities, while TAXI is Municipal Bonds. IQDY tracks Northern Trust International Quality Dividend Dynamic Index, while TAXI tracks ICE Intermediate Term Focused Municipal Bond Index. Their fees differ too: 0.47% for IQDY and 0.05% for TAXI.

Portfolio Optimizer

Find the right allocation for IQDY and TAXI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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