VSIGX vs. IQIN
Compare and contrast key facts about Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and IQ 500 International ETF (IQIN).
VSIGX is managed by Vanguard. It was launched on Aug 4, 2010. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIGX or IQIN.
Key characteristics
| VSIGX | IQIN | |
|---|---|---|
| YTD Return | 1.68% | 4.35% |
| 1Y Return | 6.49% | 14.94% |
| 3Y Return (Ann) | -2.15% | 3.79% |
| 5Y Return (Ann) | -0.28% | 7.29% |
| Sharpe Ratio | 1.12 | 1.19 |
| Sortino Ratio | 1.66 | 1.68 |
| Omega Ratio | 1.20 | 1.21 |
| Calmar Ratio | 0.38 | 2.07 |
| Martin Ratio | 3.60 | 6.28 |
| Ulcer Index | 1.59% | 2.39% |
| Daily Std Dev | 5.08% | 12.67% |
| Max Drawdown | -17.20% | -35.15% |
| Current Drawdown | -9.59% | -5.98% |
Correlation
The correlation between VSIGX and IQIN 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.
Performance
VSIGX vs. IQIN - Performance Comparison
In the year-to-date period, VSIGX achieves a 1.68% return, which is significantly lower than IQIN's 4.35% 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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VSIGX vs. IQIN - Expense Ratio Comparison
VSIGX has a 0.07% expense ratio, which is lower than IQIN's 0.25% expense ratio. Despite the difference, 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
VSIGX vs. IQIN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) and IQ 500 International ETF (IQIN). 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
VSIGX vs. IQIN - Dividend Comparison
VSIGX's dividend yield for the trailing twelve months is around 3.53%, less than IQIN's 4.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 3.53% | 2.70% | 1.70% | 1.11% | 1.51% | 2.21% | 2.06% | 1.67% | 1.56% | 1.66% | 1.56% | 1.34% |
IQIN IQ 500 International ETF | 4.15% | 3.91% | 3.54% | 3.64% | 2.26% | 2.37% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VSIGX vs. IQIN - Drawdown Comparison
The maximum VSIGX drawdown since its inception was -17.20%, smaller than the maximum IQIN drawdown of -35.15%. Use the drawdown chart below to compare losses from any high point for VSIGX and IQIN. For additional features, visit the drawdowns tool.
Volatility
VSIGX vs. IQIN - Volatility Comparison
The current volatility for Vanguard Intermediate-Term Treasury Index Fund Admiral Shares (VSIGX) is 1.26%, while IQ 500 International ETF (IQIN) has a volatility of 3.97%. This indicates that VSIGX experiences smaller price fluctuations and is considered to be less risky than IQIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.