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

Correlation

The correlation between IQIN and VSIGX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

IQIN vs. VSIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ 500 International ETF (IQIN) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
54.05%
6.64%
IQIN
VSIGX

Key characteristics

Returns By Period


IQIN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VSIGX

YTD

1.22%

1M

-0.05%

6M

1.34%

1Y

1.47%

5Y*

-0.17%

10Y*

1.11%

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IQIN vs. VSIGX - Expense Ratio Comparison

IQIN has a 0.25% expense ratio, which is higher than VSIGX's 0.07% 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 VSIGX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

IQIN vs. VSIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ 500 International ETF (IQIN) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX). 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 market0.002.004.000.380.30
The chart of Sortino ratio for IQIN, currently valued at 0.59, compared to the broader market-2.000.002.004.006.008.0010.000.590.45
The chart of Omega ratio for IQIN, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.05
The chart of Calmar ratio for IQIN, currently valued at 0.56, compared to the broader market0.005.0010.0015.000.560.11
The chart of Martin ratio for IQIN, currently valued at 1.28, compared to the broader market0.0020.0040.0060.0080.00100.001.280.74
IQIN
VSIGX


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.38
0.30
IQIN
VSIGX

Dividends

IQIN vs. VSIGX - Dividend Comparison

IQIN has not paid dividends to shareholders, while VSIGX's dividend yield for the trailing twelve months is around 3.31%.


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%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.31%2.70%1.70%1.11%1.51%2.21%2.06%1.67%1.56%1.66%1.56%1.34%

Drawdowns

IQIN vs. VSIGX - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.95%
-8.86%
IQIN
VSIGX

Volatility

IQIN vs. VSIGX - Volatility Comparison

The current volatility for IQ 500 International ETF (IQIN) is 0.00%, while Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) has a volatility of 1.22%. This indicates that IQIN experiences smaller price fluctuations and is considered to be less risky than VSIGX 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
1.22%
IQIN
VSIGX
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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.

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