IQIN vs. VXUS
Compare and contrast key facts about IQ 500 International ETF (IQIN) and Vanguard Total International Stock ETF (VXUS).
IQIN and VXUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both IQIN and VXUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQIN or VXUS.
Key characteristics
| IQIN | VXUS | |
|---|---|---|
| YTD Return | 1.96% | 6.31% |
| 1Y Return | 8.37% | 13.51% |
| 3Y Return (Ann) | 3.12% | 0.35% |
| 5Y Return (Ann) | 6.78% | 5.34% |
| Sharpe Ratio | 0.87 | 1.26 |
| Sortino Ratio | 1.26 | 1.82 |
| Omega Ratio | 1.15 | 1.22 |
| Calmar Ratio | 1.36 | 1.36 |
| Martin Ratio | 4.39 | 7.18 |
| Ulcer Index | 2.52% | 2.28% |
| Daily Std Dev | 12.80% | 12.96% |
| Max Drawdown | -35.15% | -35.97% |
| Current Drawdown | -8.14% | -7.24% |
Correlation
The correlation between IQIN and VXUS is 0.87, 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. VXUS - Performance Comparison
In the year-to-date period, IQIN achieves a 1.96% return, which is significantly lower than VXUS's 6.31% 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. VXUS - Expense Ratio Comparison
IQIN has a 0.25% expense ratio, which is higher than VXUS'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. VXUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for IQ 500 International ETF (IQIN) and Vanguard Total International Stock ETF (VXUS). 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. VXUS - Dividend Comparison
IQIN's dividend yield for the trailing twelve months is around 4.25%, more than VXUS's 3.01% 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% |
VXUS Vanguard Total International Stock ETF | 3.01% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
Drawdowns
IQIN vs. VXUS - Drawdown Comparison
The maximum IQIN drawdown since its inception was -35.15%, roughly equal to the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IQIN and VXUS. For additional features, visit the drawdowns tool.
Volatility
IQIN vs. VXUS - Volatility Comparison
IQ 500 International ETF (IQIN) and Vanguard Total International Stock ETF (VXUS) have volatilities of 4.15% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.