HQGO vs. IDHQ
HQGO (Hartford US Quality Growth ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Quality Factor funds - HQGO tracks the Hartford US Quality Growth Index - Benchmark TR Gross while IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Both are passively managed. Over the past year, HQGO returned 23.04% vs 42.41% for IDHQ. Their 0.67 correlation means they have sometimes moved together and sometimes differently. HQGO charges 0.34%/yr vs 0.29%/yr for IDHQ.
Performance
HQGO vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, HQGO achieves a 11.00% return, which is significantly lower than IDHQ's 27.25% return.
HQGO
- 1D
- 1.39%
- 1M
- 2.07%
- 6M
- 9.26%
- YTD
- 11.00%
- 1Y
- 23.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.56%
IDHQ
- 1D
- 0.78%
- 1M
- 0.59%
- 6M
- 18.33%
- YTD
- 27.25%
- 1Y
- 42.41%
- 3Y*
- 20.69%
- 5Y*
- 9.61%
- 10Y*
- 10.76%
- ALL TIME*
- 5.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.49K | $7.53K | $51.76K | |
| $6.00M | $6.33M | $5.63M |
HQGO vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
HQGO Hartford US Quality Growth ETF | 11.00% | 15.15% | 25.09% | 5.10% |
IDHQ Invesco S&P International Developed High Quality ETF | 27.25% | 27.46% | 1.33% | 5.04% |
Correlation
The correlation between HQGO and IDHQ is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2023 | 0.67 |
The correlation between HQGO and IDHQ has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.
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Return for Risk
HQGO vs. IDHQ — Risk / Return Rank
HQGO
IDHQ
HQGO vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford US Quality Growth ETF (HQGO) and Invesco S&P International Developed High Quality ETF (IDHQ). 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.
| HQGO | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 3.17 | -0.94 |
| Martin ratioReturn relative to average drawdown | 8.45 | 12.70 | -4.25 |
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Drawdowns
HQGO vs. IDHQ - Drawdown Comparison
The maximum HQGO drawdown since its inception was -20.85%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for HQGO and IDHQ.
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Drawdown Indicators
| HQGO | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.85% | -73.84% | +52.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.40% | -13.44% | +3.04% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.54% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.54% | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.27% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -21.03% | +18.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 3.35% | -0.62% |
Volatility
HQGO vs. IDHQ - Volatility Comparison
The current volatility for Hartford US Quality Growth ETF (HQGO) is 3.62%, while Invesco S&P International Developed High Quality ETF (IDHQ) has a volatility of 4.02%. This indicates that HQGO experiences smaller price fluctuations and is considered to be less risky than IDHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HQGO | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 4.02% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.83% | 18.89% | -8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.18% | 20.72% | -6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 17.86% | -0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 17.98% | -1.08% |
HQGO vs. IDHQ - Expense Ratio Comparison
HQGO has a 0.34% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
HQGO vs. IDHQ - Dividend Comparison
HQGO's dividend yield for the trailing twelve months is around 0.45%, less than IDHQ's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HQGO Hartford US Quality Growth ETF | 0.45% | 0.51% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDHQ Invesco S&P International Developed High Quality ETF | 1.99% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
Frequently Asked Questions
HQGO and IDHQ have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDHQ has higher volatility (4.02%) compared to HQGO (3.62%). In terms of maximum drawdown, HQGO dropped -20.85% vs IDHQ's -73.84%.
On 1-year performance, IDHQ leads with 42.41% vs 23.04% for HQGO. On fees, IDHQ is cheaper at 0.29% per year. On volatility, HQGO has been the lower-risk option at 3.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IDHQ has performed better with a 42.41% return vs 23.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDHQ is cheaper with a 0.29% expense ratio, compared with 0.34% for HQGO.
IDHQ has the higher dividend yield at 1.99%, compared with 0.45% for HQGO.
HQGO tracks Hartford US Quality Growth Index - Benchmark TR Gross, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: Hartford and Invesco. Their fees differ too: 0.34% for HQGO and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (2.06 vs 1.63), 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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