PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VIDI vs. IQLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIDI vs. IQLT

Last updated Aug 4, 2026
Documentation

VIDI (Vident International Equity Fund) and IQLT (iShares MSCI Intl Quality Factor ETF) are both exchange-traded funds - VIDI is a Foreign Large Cap Equities fund tracking the Vident International Equity Index, while IQLT is a Quality Factor fund tracking the MSCI World ex USA Sector Neutral Quality Index (Net). Both are passively managed. Over the past 10 years, VIDI returned 10.23%/yr vs 9.78%/yr for IQLT. Their 0.79 correlation means they have sometimes moved together and sometimes differently. VIDI charges 0.59%/yr vs 0.30%/yr for IQLT.

Performance

VIDI vs. IQLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident International Equity Fund (VIDI) and iShares MSCI Intl Quality Factor ETF (IQLT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VIDI achieves a 16.82% return, which is significantly higher than IQLT's 12.49% return. Both investments have delivered pretty close results over the past 10 years, with VIDI having a 10.23% annualized return and IQLT not far behind at 9.78%.

VIDI

1D
0.40%
1M
-0.21%
6M
7.21%
YTD
16.82%
1Y
36.68%
3Y*
23.05%
5Y*
12.10%
10Y*
10.23%
ALL TIME*
7.00%

IQLT

1D
0.38%
1M
1.53%
6M
6.82%
YTD
12.49%
1Y
24.63%
3Y*
15.50%
5Y*
7.60%
10Y*
9.78%
ALL TIME*
8.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IQLT

iShares MSCI Intl Quality Factor ETF
$78.95M$81.50M$71.16M

VIDI

Vident International Equity Fund
$389.64K$469.97K$624.30K

VIDI vs. IQLT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VIDI
Vident International Equity Fund		16.82%41.83%6.03%18.92%-13.83%11.93%1.18%15.84%-17.65%33.56%
IQLT
iShares MSCI Intl Quality Factor ETF		12.49%25.42%1.54%18.73%-15.22%12.94%12.48%28.18%-10.76%24.04%

Correlation

The correlation between VIDI and IQLT is 0.82, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.82

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (10Y)
Provides a long-term view across more market conditions.

0.83

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2015

0.79

The correlation between VIDI and IQLT has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

VIDI vs. IQLT - Sectors Allocation Comparison

Sectors
VIDI
IQLT

Industrials

19.7%
18.0%

Financial Services

18.6%
26.4%

Technology

17.9%
12.3%

Consumer Cyclical

10.1%
7.7%

Basic Materials

7.0%
6.7%

Energy

6.4%
5.5%

Healthcare

6.4%
8.8%

Consumer Defensive

5.7%
6.4%

Communication Services

5.1%
2.4%

Utilities

2.7%
3.7%

Real Estate

0.6%
1.5%

Industrials

VIDI
19.7%
IQLT
18.0%

Financial Services

VIDI
18.6%
IQLT
26.4%

Technology

VIDI
17.9%
IQLT
12.3%

Consumer Cyclical

VIDI
10.1%
IQLT
7.7%

Basic Materials

VIDI
7.0%
IQLT
6.7%

Energy

VIDI
6.4%
IQLT
5.5%

Healthcare

VIDI
6.4%
IQLT
8.8%

Consumer Defensive

VIDI
5.7%
IQLT
6.4%

Communication Services

VIDI
5.1%
IQLT
2.4%

Utilities

VIDI
2.7%
IQLT
3.7%

Real Estate

VIDI
0.6%
IQLT
1.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vident International Equity Fund

iShares MSCI Intl Quality Factor ETF

Often compared with VIDI:
VIDI vs. VYMIVIDI vs. FIDIVIDI vs. SCHYVIDI vs. FNDFVIDI vs. VWILXVIDI vs. VXUSVIDI vs. SCHD
Often compared with IQLT:
IQLT vs. VIGIIQLT vs. IEFAIQLT vs. SPYIQLT vs. QEFAIQLT vs. ACWXIQLT vs. VOOIQLT vs. DIHRX

Return for Risk

VIDI vs. IQLT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
VIDI
VIDI Risk / Return Rank: 8787
Overall Rank
VIDI Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 8787
Sortino Ratio Rank
VIDI Omega Ratio Rank: 8989
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8888
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8181
Martin Ratio Rank
IQLT
IQLT Risk / Return Rank: 6969
Overall Rank
IQLT Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IQLT Sortino Ratio Rank: 7171
Sortino Ratio Rank
IQLT Omega Ratio Rank: 6666
Omega Ratio Rank
IQLT Calmar Ratio Rank: 6666
Calmar Ratio Rank
IQLT Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VIDI vs. IQLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident International Equity Fund (VIDI) and iShares MSCI Intl Quality Factor ETF (IQLT). 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.

VIDIIQLTDifference
Sharpe ratioReturn per unit of total volatility
2.29
1.64

+0.64

Sortino ratioReturn per unit of downside risk
3.04
2.35

+0.69

Omega ratioGain probability vs. loss probability

1.42

1.29

+0.13

Calmar ratioReturn relative to maximum drawdown

3.66

2.38

+1.28

Martin ratioReturn relative to average drawdown

11.19

9.52

+1.66

VIDI vs. IQLT - Sharpe Ratio Comparison

The current VIDI Sharpe Ratio is 2.29, which is higher than the IQLT Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of VIDI and IQLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

VIDI vs. IQLT - Drawdown Comparison

The maximum VIDI drawdown since its inception was -48.39%, which is greater than IQLT's maximum drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for VIDI and IQLT.

Loading charts...

Drawdown Indicators

VIDIIQLTDifference

Max Drawdown

Largest peak-to-trough decline

-48.39%

-32.21%

-16.18%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-10.38%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-14.54%

-13.18%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-27.80%

-30.24%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

-32.21%

-16.18%

Current Drawdown

Current decline from peak

-5.66%

-0.43%

-5.23%

Average Drawdown

Average peak-to-trough decline

-10.32%

-6.14%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.59%

+0.70%

Volatility

VIDI vs. IQLT - Volatility Comparison

Vident International Equity Fund (VIDI) has a higher volatility of 5.07% compared to iShares MSCI Intl Quality Factor ETF (IQLT) at 3.68%. This indicates that VIDI's price experiences larger fluctuations and is considered to be riskier than IQLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

VIDIIQLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

3.68%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

12.87%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

15.08%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

16.58%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

16.78%

+1.18%

VIDI vs. IQLT - Expense Ratio Comparison

VIDI has a 0.59% expense ratio, which is higher than IQLT's 0.30% expense ratio.

Dividends

VIDI vs. IQLT - Dividend Comparison

VIDI's dividend yield for the trailing twelve months is around 3.99%, more than IQLT's 2.37% yield.

PositionTTM20252024202320222021202020192018201720162015
IQLT
iShares MSCI Intl Quality Factor ETF		2.37%2.33%2.87%2.27%3.14%2.24%1.61%2.28%2.72%2.36%2.91%2.78%
VIDI
Vident International Equity Fund		3.99%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Frequently Asked Questions

VIDI and IQLT have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIDI has higher volatility (5.07%) compared to IQLT (3.68%). In terms of maximum drawdown, VIDI dropped -48.39% vs IQLT's -32.21%.

On 10-year performance, VIDI leads with 10.23% vs 9.78% for IQLT. On fees, IQLT is cheaper at 0.30% per year. On volatility, IQLT has been the lower-risk option at 3.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VIDI has performed better with a 10.23% return vs 9.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IQLT is cheaper with a 0.30% expense ratio, compared with 0.59% for VIDI.

VIDI has the higher dividend yield at 3.99%, compared with 2.37% for IQLT.

VIDI is categorized as Foreign Large Cap Equities, while IQLT is Quality Factor. VIDI tracks Vident International Equity Index, while IQLT tracks MSCI World ex USA Sector Neutral Quality Index (Net). They also come from different issuers: Vident and iShares. Their fees differ too: 0.59% for VIDI and 0.30% for IQLT.

VIDI currently has the higher Sharpe Ratio (2.29 vs 1.64), 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.

Portfolio Optimizer

Find the right allocation for VIDI and IQLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer