IQIN vs. VTSIX
Compare and contrast key facts about IQ 500 International ETF (IQIN) and Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX).
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. VTSIX is managed by Blackrock. It was launched on Apr 21, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQIN or VTSIX.
Key characteristics
| IQIN | VTSIX | |
|---|---|---|
| YTD Return | 2.61% | -1.76% |
| 1Y Return | 10.38% | 13.17% |
| 3Y Return (Ann) | 4.68% | 0.12% |
| 5Y Return (Ann) | 7.64% | 7.73% |
| Sharpe Ratio | 0.87 | 0.67 |
| Daily Std Dev | 12.17% | 19.63% |
| Max Drawdown | -35.88% | -57.82% |
| Current Drawdown | -2.17% | -8.30% |
Correlation
The correlation between IQIN and VTSIX is 0.75, 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.
Performance
IQIN vs. VTSIX - Performance Comparison
In the year-to-date period, IQIN achieves a 2.61% return, which is significantly higher than VTSIX's -1.76% 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. VTSIX - Expense Ratio Comparison
IQIN has a 0.25% expense ratio, which is higher than VTSIX's 0.06% 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. VTSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IQ 500 International ETF (IQIN) and Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX). 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. VTSIX - Dividend Comparison
IQIN's dividend yield for the trailing twelve months is around 3.81%, more than VTSIX's 1.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQIN IQ 500 International ETF | 3.81% | 3.91% | 3.54% | 3.64% | 2.28% | 2.36% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSIX Vanguard Tax-Managed Small-Cap Fund Institutional Shares | 1.58% | 1.52% | 1.54% | 1.19% | 1.11% | 1.17% | 1.29% | 1.13% | 1.03% | 1.30% | 1.03% | 0.95% |
Drawdowns
IQIN vs. VTSIX - Drawdown Comparison
The maximum IQIN drawdown since its inception was -35.88%, smaller than the maximum VTSIX drawdown of -57.82%. Use the drawdown chart below to compare losses from any high point for IQIN and VTSIX. For additional features, visit the drawdowns tool.
Volatility
IQIN vs. VTSIX - Volatility Comparison
The current volatility for IQ 500 International ETF (IQIN) is 3.17%, while Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) has a volatility of 5.65%. This indicates that IQIN experiences smaller price fluctuations and is considered to be less risky than VTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.