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IQIN vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IQIN and VEA is 0.66, 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.


Performance

IQIN vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ 500 International ETF (IQIN) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


IQIN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

VEA

YTD

15.97%

1M

8.77%

6M

14.17%

1Y

11.44%

3Y*

11.36%

5Y*

12.19%

10Y*

5.86%

*Annualized

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IQ 500 International ETF

IQIN vs. VEA - Expense Ratio Comparison

IQIN has a 0.25% expense ratio, which is higher than VEA's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

IQIN vs. VEA — Risk-Adjusted Performance Rank

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

IQIN
The Risk-Adjusted Performance Rank of IQIN is 3232
Overall Rank
The Sharpe Ratio Rank of IQIN is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of IQIN is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IQIN is 2727
Omega Ratio Rank
The Calmar Ratio Rank of IQIN is 4444
Calmar Ratio Rank
The Martin Ratio Rank of IQIN is 3333
Martin Ratio Rank

VEA
The Risk-Adjusted Performance Rank of VEA is 6868
Overall Rank
The Sharpe Ratio Rank of VEA is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VEA is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VEA is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VEA is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VEA is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IQIN vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ 500 International ETF (IQIN) and Vanguard FTSE Developed Markets ETF (VEA). 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.



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Dividends

IQIN vs. VEA - Dividend Comparison

IQIN has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.83%.


TTM20242023202220212020201920182017201620152014
IQIN
IQ 500 International ETF
2.75%2.75%3.91%3.54%3.64%2.26%2.37%0.08%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
2.83%3.36%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%

Drawdowns

IQIN vs. VEA - Drawdown Comparison


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Volatility

IQIN vs. VEA - Volatility Comparison


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