IQIN vs. VSIGX
Compare and contrast key facts about IQ 500 International ETF (IQIN) and Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX).
IQIN is a passively managed fund by New York Life that tracks the performance of the IQ 500 International Index. It was launched on Dec 13, 2018. VSIGX is managed by Vanguard. It was launched on Aug 4, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQIN or VSIGX.
Key characteristics
| IQIN | VSIGX | |
|---|---|---|
| YTD Return | 1.96% | 1.16% |
| 1Y Return | 8.37% | 4.70% |
| 3Y Return (Ann) | 3.12% | -2.08% |
| 5Y Return (Ann) | 6.78% | -0.49% |
| Sharpe Ratio | 0.87 | 1.16 |
| Sortino Ratio | 1.26 | 1.72 |
| Omega Ratio | 1.15 | 1.21 |
| Calmar Ratio | 1.36 | 0.40 |
| Martin Ratio | 4.39 | 3.57 |
| Ulcer Index | 2.52% | 1.64% |
| Daily Std Dev | 12.80% | 5.05% |
| Max Drawdown | -35.15% | -17.20% |
| Current Drawdown | -8.14% | -10.05% |
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.
Performance
IQIN vs. VSIGX - Performance Comparison
In the year-to-date period, IQIN achieves a 1.96% return, which is significantly higher than VSIGX's 1.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
IQIN vs. VSIGX - Dividend Comparison
IQIN's dividend yield for the trailing twelve months is around 4.25%, more than VSIGX's 3.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQIN IQ 500 International ETF | 4.25% | 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 | 3.54% | 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
The maximum IQIN drawdown since its inception was -35.15%, which is greater than VSIGX's maximum drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for IQIN and VSIGX. For additional features, visit the drawdowns tool.
Volatility
IQIN vs. VSIGX - Volatility Comparison
IQ 500 International ETF (IQIN) has a higher volatility of 4.15% compared to Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) at 1.23%. This indicates that IQIN's price experiences larger fluctuations and is considered to be riskier than VSIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.