IDHQ vs. AVNV
IDHQ (Invesco S&P International Developed High Quality ETF) and AVNV (Avantis All International Markets Value ETF) are both exchange-traded funds - IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while AVNV is a Foreign Large Cap Equities fund actively managed by Avantis. IDHQ is passively managed, while AVNV is actively managed. Over the past 3 years, IDHQ returned 19.52%/yr vs 19.96%/yr for AVNV. Their correlation of 0.84 means they have usually moved in the same direction. IDHQ charges 0.29%/yr vs 0.34%/yr for AVNV.
Performance
IDHQ vs. AVNV - Performance Comparison
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Returns By Period
In the year-to-date period, IDHQ achieves a 26.27% return, which is significantly higher than AVNV's 12.32% return.
IDHQ
- 1D
- -1.04%
- 1M
- -0.18%
- 6M
- 17.73%
- YTD
- 26.27%
- 1Y
- 41.32%
- 3Y*
- 19.52%
- 5Y*
- 9.70%
- 10Y*
- 10.64%
- ALL TIME*
- 5.32%
AVNV
- 1D
- -0.61%
- 1M
- 0.38%
- 6M
- 5.51%
- YTD
- 12.32%
- 1Y
- 29.49%
- 3Y*
- 19.96%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $860.70K | $883.13K | $745.84K | |
| $5.89M | $6.19M | $5.51M |
IDHQ vs. AVNV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 27.46% | 1.33% | 7.97% |
AVNV Avantis All International Markets Value ETF | 12.32% | 39.93% | 5.43% | 9.65% |
Correlation
The correlation between IDHQ and AVNV is 0.86, 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. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2023 | 0.84 |
The correlation between IDHQ and AVNV has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
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Return for Risk
IDHQ vs. AVNV — Risk / Return Rank
IDHQ
AVNV
IDHQ vs. AVNV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed High Quality ETF (IDHQ) and Avantis All International Markets Value ETF (AVNV). 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.
| IDHQ | AVNV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.52 | +0.50 |
| Martin ratioReturn relative to average drawdown | 12.14 | 9.10 | +3.03 |
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Drawdowns
IDHQ vs. AVNV - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than AVNV's maximum drawdown of -13.89%. Use the drawdown chart below to compare losses from any high point for IDHQ and AVNV.
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Drawdown Indicators
| IDHQ | AVNV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -13.89% | -59.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -11.66% | -1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -13.89% | -0.18% |
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 | -1.04% | -2.80% | +1.76% |
Average DrawdownAverage peak-to-trough decline | -21.03% | -2.52% | -18.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.23% | +0.12% |
Volatility
IDHQ vs. AVNV - Volatility Comparison
The current volatility for Invesco S&P International Developed High Quality ETF (IDHQ) is 4.17%, while Avantis All International Markets Value ETF (AVNV) has a volatility of 5.10%. This indicates that IDHQ experiences smaller price fluctuations and is considered to be less risky than AVNV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDHQ | AVNV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 5.10% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 18.92% | 14.17% | +4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.74% | 16.00% | +4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.85% | 15.08% | +2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 15.08% | +2.89% |
IDHQ vs. AVNV - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is lower than AVNV's 0.34% expense ratio.
Dividends
IDHQ vs. AVNV - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.01%, less than AVNV's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVNV Avantis All International Markets Value ETF | 2.64% | 3.14% | 3.51% | 1.64% | 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 | 2.01% | 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
IDHQ and AVNV have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVNV has higher volatility (5.10%) compared to IDHQ (4.17%). In terms of maximum drawdown, IDHQ dropped -73.84% vs AVNV's -13.89%.
On 3-year performance, AVNV leads with 19.96% vs 19.52% for IDHQ. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDHQ has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AVNV has performed better with a 19.96% return vs 19.52%. 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 AVNV.
AVNV has the higher dividend yield at 2.64%, compared with 2.01% for IDHQ.
IDHQ is categorized as Quality Factor, while AVNV is Foreign Large Cap Equities. They also come from different issuers: Invesco and Avantis. Their fees differ too: 0.29% for IDHQ and 0.34% for AVNV.
IDHQ currently has the higher Sharpe Ratio (1.97 vs 1.84), 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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