IDHQ vs. JDIUX
Compare and contrast key facts about Invesco S&P International Developed High Quality ETF (IDHQ) and John Hancock Disciplined Value International Fund (JDIUX).
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. JDIUX is managed by John Hancock. It was launched on Dec 29, 2011.
Performance
IDHQ vs. JDIUX - Performance Comparison
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IDHQ vs. JDIUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 3.49% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
JDIUX John Hancock Disciplined Value International Fund | -0.60% | 40.46% | -0.24% | 19.42% | -4.89% | 12.99% | 4.84% | 15.58% | -18.60% | 23.99% |
Returns By Period
In the year-to-date period, IDHQ achieves a 3.49% return, which is significantly higher than JDIUX's -0.60% return. Both investments have delivered pretty close results over the past 10 years, with IDHQ having a 8.97% annualized return and JDIUX not far behind at 8.53%.
IDHQ
- 1D
- 2.15%
- 1M
- -6.48%
- YTD
- 3.49%
- 6M
- 7.34%
- 1Y
- 23.20%
- 3Y*
- 13.72%
- 5Y*
- 6.88%
- 10Y*
- 8.97%
JDIUX
- 1D
- 0.18%
- 1M
- -10.43%
- YTD
- -0.60%
- 6M
- 3.73%
- 1Y
- 25.04%
- 3Y*
- 15.07%
- 5Y*
- 10.48%
- 10Y*
- 8.53%
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IDHQ vs. JDIUX - Expense Ratio Comparison
IDHQ has a 0.29% expense ratio, which is lower than JDIUX's 0.84% expense ratio.
Return for Risk
IDHQ vs. JDIUX — Risk / Return Rank
IDHQ
JDIUX
IDHQ vs. JDIUX - 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 John Hancock Disciplined Value International Fund (JDIUX). 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.
| IDHQ | JDIUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.48 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.95 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 1.87 | -0.10 |
Martin ratioReturn relative to average drawdown | 7.31 | 7.21 | +0.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDHQ | JDIUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.48 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.61 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.49 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.41 | -0.23 |
Correlation
The correlation between IDHQ and JDIUX is 0.79, 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.
Dividends
IDHQ vs. JDIUX - Dividend Comparison
IDHQ's dividend yield for the trailing twelve months is around 2.33%, less than JDIUX's 9.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.33% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
JDIUX John Hancock Disciplined Value International Fund | 9.01% | 8.95% | 11.97% | 7.25% | 2.56% | 3.45% | 1.52% | 2.51% | 4.68% | 1.65% | 1.60% | 1.35% |
Drawdowns
IDHQ vs. JDIUX - Drawdown Comparison
The maximum IDHQ drawdown since its inception was -73.84%, which is greater than JDIUX's maximum drawdown of -43.98%. Use the drawdown chart below to compare losses from any high point for IDHQ and JDIUX.
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Drawdown Indicators
| IDHQ | JDIUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.84% | -43.98% | -29.86% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -12.13% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -33.54% | -26.16% | -7.38% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | -43.98% | +10.44% |
Current DrawdownCurrent decline from peak | -8.69% | -11.81% | +3.12% |
Average DrawdownAverage peak-to-trough decline | -21.37% | -8.18% | -13.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.14% | +0.11% |
Volatility
IDHQ vs. JDIUX - Volatility Comparison
Invesco S&P International Developed High Quality ETF (IDHQ) has a higher volatility of 9.68% compared to John Hancock Disciplined Value International Fund (JDIUX) at 6.64%. This indicates that IDHQ's price experiences larger fluctuations and is considered to be riskier than JDIUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IDHQ | JDIUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.68% | 6.64% | +3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.37% | 10.66% | +2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.84% | 16.30% | +2.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.89% | 17.29% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 17.33% | +0.36% |