PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%AugustSeptemberOctoberNovemberDecember2025
54.05%
5.45%
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

0.00%

1M

0.17%

6M

0.69%

1Y

2.20%

5Y*

-0.54%

10Y*

0.77%

*Annualized

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. 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 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

VSIGX
The Risk-Adjusted Performance Rank of VSIGX is 1515
Overall Rank
The Sharpe Ratio Rank of VSIGX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VSIGX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of VSIGX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VSIGX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of VSIGX is 1313
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. 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 market0.002.004.000.380.45
The chart of Sortino ratio for IQIN, currently valued at 0.60, compared to the broader market0.005.0010.000.600.66
The chart of Omega ratio for IQIN, currently valued at 1.08, compared to the broader market1.002.003.001.081.08
The chart of Calmar ratio for IQIN, currently valued at 0.55, compared to the broader market0.005.0010.0015.0020.000.550.15
The chart of Martin ratio for IQIN, currently valued at 1.09, compared to the broader market0.0020.0040.0060.0080.00100.001.090.99
IQIN
VSIGX


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.38
0.45
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 3.64%.


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%
VSIGX
Vanguard Intermediate-Term Treasury Index Fund Admiral Shares
3.64%3.64%2.70%1.70%1.11%1.51%2.21%2.06%1.67%1.69%1.80%1.56%

Drawdowns

IQIN vs. VSIGX - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.95%
-9.89%
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 1.35%. 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%AugustSeptemberOctoberNovemberDecember20250
1.35%
IQIN
VSIGX
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 © 2025 PortfoliosLab