PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IQIN vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IQIN and VEA is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

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.

50.00%55.00%60.00%65.00%JulyAugustSeptemberOctoberNovemberDecember
54.05%
49.05%
IQIN
VEA

Key characteristics

Returns By Period


IQIN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VEA

YTD

2.61%

1M

-2.02%

6M

-1.37%

1Y

3.45%

5Y*

4.76%

10Y*

5.25%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


IQIN
IQ 500 International ETF
Expense ratio chart for IQIN: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for IQIN, currently valued at 0.38, compared to the broader market0.002.004.000.380.42
The chart of Sortino ratio for IQIN, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.0010.000.590.66
The chart of Omega ratio for IQIN, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.08
The chart of Calmar ratio for IQIN, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.560.58
The chart of Martin ratio for IQIN, currently valued at 1.28, compared to the broader market0.0020.0040.0060.0080.00100.001.281.65
IQIN
VEA


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.38
0.42
IQIN
VEA

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 3.37%.


TTM20232022202120202019201820172016201520142013
IQIN
IQ 500 International ETF
4.24%3.91%3.54%3.64%2.26%2.37%0.08%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
3.37%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%

Drawdowns

IQIN vs. VEA - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.95%
-9.43%
IQIN
VEA

Volatility

IQIN vs. VEA - Volatility Comparison

The current volatility for IQ 500 International ETF (IQIN) is 0.00%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.48%. This indicates that IQIN experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember0
3.48%
IQIN
VEA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab