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TER vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TER vs. IDV

Last updated Jun 13, 2026

TER (Teradyne, Inc.) is a stock, while IDV (iShares International Select Dividend ETF) is Global Equities fund tracking the Dow Jones EPAC Select Dividend. Over the past 10 years, TER returned 36.09%/yr vs 10.92%/yr for IDV. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

TER vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teradyne, Inc. (TER) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TER achieves a 108.47% return, which is significantly higher than IDV's 13.60% return. Over the past 10 years, TER has outperformed IDV with an annualized return of 36.09%, while IDV has yielded a comparatively lower 10.92% annualized return.

TER

1D
5.72%
1M
19.38%
YTD
108.47%
6M
108.68%
1Y
386.56%
3Y*
54.13%
5Y*
26.29%
10Y*
36.09%

IDV

1D
0.31%
1M
0.43%
YTD
13.60%
6M
15.83%
1Y
36.40%
3Y*
25.11%
5Y*
12.17%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TER vs. IDV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TER
Teradyne, Inc.		108.47%54.39%16.51%24.78%-46.35%36.81%76.73%118.93%-24.37%66.16%
IDV
iShares International Select Dividend ETF		13.60%52.16%4.00%10.32%-6.40%12.00%-5.94%23.56%-10.37%19.74%

Correlation

The correlation between TER and IDV is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2007

0.52

The correlation between TER and IDV shifts across timeframes, from 0.36 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.

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Teradyne, Inc.

iShares International Select Dividend ETF

Often compared with TER:
TER vs. AEHRTER vs. SNPSTER vs. AMATTER vs. VGTTER vs. BWXTTER vs. PLABTER vs. CDNS
Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. DVY

Return for Risk

TER vs. IDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TER
TER Risk / Return Rank: 9898
Overall Rank
TER Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TER Sortino Ratio Rank: 9797
Sortino Ratio Rank
TER Omega Ratio Rank: 9797
Omega Ratio Rank
TER Calmar Ratio Rank: 9999
Calmar Ratio Rank
TER Martin Ratio Rank: 9999
Martin Ratio Rank
IDV
IDV Risk / Return Rank: 8888
Overall Rank
IDV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 8888
Sortino Ratio Rank
IDV Omega Ratio Rank: 8989
Omega Ratio Rank
IDV Calmar Ratio Rank: 8585
Calmar Ratio Rank
IDV Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TER vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teradyne, Inc. (TER) and iShares International Select Dividend ETF (IDV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

TERIDVDifference
Sharpe ratioReturn per unit of total volatility
5.56
2.69

+2.87

Sortino ratioReturn per unit of downside risk
4.50
3.52

+0.97

Omega ratioGain probability vs. loss probability

1.64

1.49

+0.16

Calmar ratioReturn relative to maximum drawdown

13.97

4.13

+9.84

Martin ratioReturn relative to average drawdown

49.81

15.32

+34.49

TER vs. IDV - Sharpe Ratio Comparison

The current TER Sharpe Ratio is 5.56, which is higher than the IDV Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of TER and IDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

TER vs. IDV - Drawdown Comparison

The maximum TER drawdown since its inception was -97.30%, which is greater than IDV's maximum drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for TER and IDV.

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Drawdown Indicators

TERIDVDifference

Max Drawdown

Largest peak-to-trough decline

-97.30%

-70.14%

-27.16%

Max Drawdown (1Y)

Largest decline over 1 year

-26.73%

-8.52%

-18.21%

Max Drawdown (3Y)

Largest decline over 3 years

-58.18%

-11.86%

-46.32%

Max Drawdown (5Y)

Largest decline over 5 years

-59.12%

-29.19%

-29.93%

Max Drawdown (10Y)

Largest decline over 10 years

-59.12%

-42.50%

-16.62%

Current Drawdown

Current decline from peak

-3.52%

-1.70%

-1.82%

Average Drawdown

Average peak-to-trough decline

-58.67%

-15.38%

-43.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

2.30%

+5.19%

Volatility

TER vs. IDV - Volatility Comparison

Teradyne, Inc. (TER) has a higher volatility of 25.00% compared to iShares International Select Dividend ETF (IDV) at 4.24%. This indicates that TER's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TERIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.00%

4.24%

+20.76%

Volatility (6M)

Calculated over the trailing 6-month period

53.10%

10.88%

+42.22%

Volatility (1Y)

Calculated over the trailing 1-year period

67.20%

13.10%

+54.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.20%

15.58%

+34.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.31%

17.92%

+27.39%

Dividends

TER vs. IDV - Dividend Comparison

TER's dividend yield for the trailing twelve months is around 0.12%, less than IDV's 4.40% yield.

PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF		4.40%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
TER
Teradyne, Inc.		0.12%0.25%0.38%0.41%0.50%0.24%0.33%0.53%1.15%0.67%0.94%1.16%

Frequently Asked Questions

TER and IDV have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TER has higher volatility (25.00%) compared to IDV (4.24%). In terms of maximum drawdown, TER dropped -97.30% vs IDV's -70.14%.

TER currently has the higher Sharpe Ratio (5.56 vs 2.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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