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IDHQ vs. FNDF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDHQ and FNDF is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IDHQ vs. FNDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P International Developed High Quality ETF (IDHQ) and Schwab Fundamental International Large Company Index ETF (FNDF). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-0.52%
3.02%
IDHQ
FNDF

Key characteristics

Sharpe Ratio

IDHQ:

0.25

FNDF:

0.48

Sortino Ratio

IDHQ:

0.48

FNDF:

0.79

Omega Ratio

IDHQ:

1.06

FNDF:

1.11

Calmar Ratio

IDHQ:

0.31

FNDF:

0.60

Martin Ratio

IDHQ:

0.81

FNDF:

1.76

Ulcer Index

IDHQ:

5.44%

FNDF:

4.71%

Daily Std Dev

IDHQ:

17.41%

FNDF:

17.12%

Max Drawdown

IDHQ:

-73.84%

FNDF:

-40.14%

Current Drawdown

IDHQ:

-5.68%

FNDF:

-4.70%

Returns By Period

In the year-to-date period, IDHQ achieves a 6.47% return, which is significantly lower than FNDF's 7.47% return. Over the past 10 years, IDHQ has outperformed FNDF with an annualized return of 6.22%, while FNDF has yielded a comparatively lower 5.55% annualized return.


IDHQ

YTD

6.47%

1M

-2.74%

6M

-1.84%

1Y

5.52%

5Y*

8.85%

10Y*

6.22%

FNDF

YTD

7.47%

1M

-3.49%

6M

1.51%

1Y

7.95%

5Y*

14.81%

10Y*

5.55%

*Annualized

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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.


Expense ratio chart for IDHQ: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDHQ: 0.29%
Expense ratio chart for FNDF: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNDF: 0.25%

Risk-Adjusted Performance

IDHQ vs. FNDF — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDHQ
The Risk-Adjusted Performance Rank of IDHQ is 5151
Overall Rank
The Sharpe Ratio Rank of IDHQ is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of IDHQ is 5151
Sortino Ratio Rank
The Omega Ratio Rank of IDHQ is 4949
Omega Ratio Rank
The Calmar Ratio Rank of IDHQ is 5959
Calmar Ratio Rank
The Martin Ratio Rank of IDHQ is 4848
Martin Ratio Rank

FNDF
The Risk-Adjusted Performance Rank of FNDF is 6767
Overall Rank
The Sharpe Ratio Rank of FNDF is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDF is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FNDF is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FNDF is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FNDF is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for IDHQ, currently valued at 0.25, compared to the broader market-1.000.001.002.003.004.00
IDHQ: 0.25
FNDF: 0.48
The chart of Sortino ratio for IDHQ, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.00
IDHQ: 0.48
FNDF: 0.79
The chart of Omega ratio for IDHQ, currently valued at 1.06, compared to the broader market0.501.001.502.00
IDHQ: 1.06
FNDF: 1.11
The chart of Calmar ratio for IDHQ, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.00
IDHQ: 0.31
FNDF: 0.60
The chart of Martin ratio for IDHQ, currently valued at 0.81, compared to the broader market0.0020.0040.0060.00
IDHQ: 0.81
FNDF: 1.76

The current IDHQ Sharpe Ratio is 0.25, which is lower than the FNDF Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of IDHQ and FNDF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.25
0.48
IDHQ
FNDF

Dividends

IDHQ vs. FNDF - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 2.41%, less than FNDF's 3.73% yield.


TTM20242023202220212020201920182017201620152014
IDHQ
Invesco S&P International Developed High Quality ETF
2.41%2.41%2.52%3.33%2.10%1.60%2.11%2.67%1.68%2.36%1.71%1.75%
FNDF
Schwab Fundamental International Large Company Index ETF
3.73%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%1.83%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.68%
-4.70%
IDHQ
FNDF

Volatility

IDHQ vs. FNDF - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) and Schwab Fundamental International Large Company Index ETF (FNDF) have volatilities of 10.95% and 11.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.95%
11.19%
IDHQ
FNDF