VTSIX vs. IQIN
Compare and contrast key facts about Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) and IQ 500 International ETF (IQIN).
VTSIX is managed by Blackrock. It was launched on Apr 21, 1999. 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: VTSIX or IQIN.
Key characteristics
| VTSIX | IQIN | |
|---|---|---|
| YTD Return | 17.88% | 4.31% |
| 1Y Return | 39.80% | 14.21% |
| 3Y Return (Ann) | 3.49% | 3.91% |
| 5Y Return (Ann) | 11.16% | 7.36% |
| Sharpe Ratio | 2.00 | 1.18 |
| Sortino Ratio | 2.92 | 1.67 |
| Omega Ratio | 1.35 | 1.20 |
| Calmar Ratio | 1.93 | 2.05 |
| Martin Ratio | 11.86 | 6.15 |
| Ulcer Index | 3.48% | 2.42% |
| Daily Std Dev | 20.69% | 12.68% |
| Max Drawdown | -57.82% | -35.15% |
| Current Drawdown | 0.00% | -6.02% |
Correlation
The correlation between VTSIX and IQIN is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VTSIX vs. IQIN - Performance Comparison
In the year-to-date period, VTSIX achieves a 17.88% return, which is significantly higher than IQIN's 4.31% 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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VTSIX vs. IQIN - Expense Ratio Comparison
VTSIX has a 0.06% 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
VTSIX vs. IQIN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) 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
VTSIX vs. IQIN - Dividend Comparison
VTSIX's dividend yield for the trailing twelve months is around 1.45%, less than IQIN's 4.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSIX Vanguard Tax-Managed Small-Cap Fund Institutional Shares | 1.45% | 1.52% | 1.54% | 1.19% | 1.11% | 1.17% | 1.29% | 1.13% | 1.03% | 1.30% | 1.03% | 0.95% |
IQIN IQ 500 International ETF | 4.16% | 3.91% | 3.54% | 3.64% | 2.26% | 2.37% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VTSIX vs. IQIN - Drawdown Comparison
The maximum VTSIX drawdown since its inception was -57.82%, which is greater than IQIN's maximum drawdown of -35.15%. Use the drawdown chart below to compare losses from any high point for VTSIX and IQIN. For additional features, visit the drawdowns tool.
Volatility
VTSIX vs. IQIN - Volatility Comparison
Vanguard Tax-Managed Small-Cap Fund Institutional Shares (VTSIX) has a higher volatility of 7.33% compared to IQ 500 International ETF (IQIN) at 3.96%. This indicates that VTSIX's price experiences larger fluctuations and is considered to be riskier than IQIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.