IDHQ vs. FNDF
Compare and contrast key facts about Invesco S&P International Developed High Quality ETF (IDHQ) and Schwab Fundamental International Large Company Index ETF (FNDF).
IDHQ and FNDF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDHQ is a passively managed fund by Invesco that tracks the performance of the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. It was launched on Jun 13, 2007. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013. Both IDHQ and FNDF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDHQ or FNDF.
Key characteristics
| IDHQ | FNDF | |
|---|---|---|
| YTD Return | 7.35% | 7.94% |
| 1Y Return | 18.49% | 19.03% |
| 3Y Return (Ann) | 0.46% | 5.50% |
| 5Y Return (Ann) | 6.61% | 7.77% |
| 10Y Return (Ann) | 7.16% | 5.96% |
| Sharpe Ratio | 1.37 | 1.44 |
| Sortino Ratio | 2.00 | 1.99 |
| Omega Ratio | 1.24 | 1.25 |
| Calmar Ratio | 1.20 | 2.43 |
| Martin Ratio | 7.47 | 7.98 |
| Ulcer Index | 2.49% | 2.28% |
| Daily Std Dev | 13.54% | 12.67% |
| Max Drawdown | -73.84% | -40.14% |
| Current Drawdown | -6.16% | -4.32% |
Correlation
The correlation between IDHQ and FNDF is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IDHQ vs. FNDF - Performance Comparison
In the year-to-date period, IDHQ achieves a 7.35% return, which is significantly lower than FNDF's 7.94% return. Over the past 10 years, IDHQ has outperformed FNDF with an annualized return of 7.16%, while FNDF has yielded a comparatively lower 5.96% annualized 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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IDHQ vs. FNDF - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Risk-Adjusted Performance
IDHQ vs. FNDF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed High Quality ETF (IDHQ) and Schwab Fundamental International Large Company Index ETF (FNDF). 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
IDHQ vs. FNDF - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.08%, less than FNDF's 3.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.08% | 2.52% | 3.32% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% | 1.75% | 1.70% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.02% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% | 0.48% |
Drawdowns
IDHQ vs. FNDF - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for IDHQ and FNDF. For additional features, visit the drawdowns tool.
Volatility
IDHQ vs. FNDF - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 4.74% compared to Schwab Fundamental International Large Company Index ETF (FNDF) at 3.57%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.