IDHQ vs. JDIUX

Last updated Aug 4, 2026

IDHQ (Invesco S&P International Developed High Quality ETF) and JDIUX (John Hancock Disciplined Value International Fund) are both funds - IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index, while JDIUX is a Foreign Large Cap Equities fund managed by John Hancock. Over the past 10 years, IDHQ returned 10.76%/yr vs 9.76%/yr for JDIUX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. IDHQ charges 0.29%/yr vs 0.84%/yr for JDIUX.

Performance

IDHQ vs. JDIUX - 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 John Hancock Disciplined Value International Fund (JDIUX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDHQ achieves a 27.25% return, which is significantly higher than JDIUX's 13.68% return. Over the past 10 years, IDHQ has outperformed JDIUX with an annualized return of 10.76%, while JDIUX has yielded a comparatively lower 9.76% annualized return.

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%

JDIUX

• 1D: -0.79%
• 1M: 1.77%
• 6M: 5.45%
• YTD: 13.68%
• 1Y: 30.05%
• 3Y*: 18.11%
• 5Y*: 12.90%
• 10Y*: 9.76%
• ALL TIME*: 7.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IDHQ Invesco S&P International Developed High Quality ETF	$6.00M	$6.33M	$5.63M
JDIUX John Hancock Disciplined Value International Fund	$0.00	$0.00	$0.00

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	27.25%	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	13.68%	40.46%	-0.24%	19.42%	-4.89%	12.99%	4.84%	15.58%	-18.60%	23.99%

Correlation

The correlation between IDHQ and JDIUX is 0.85, 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.	0.85
Correlation (3Y) Balances recent behavior with more history.	0.84
Correlation (5Y) Shows whether the relationship held over a longer period.	0.86
Correlation (10Y) Provides a long-term view across more market conditions.	0.80
Correlation (All Time) Calculated using the full available price history since Sep 29, 2014	0.79

The correlation between IDHQ and JDIUX has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

Return for Risk

IDHQ vs. JDIUX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IDHQ

IDHQ Risk / Return Rank: 85
IDHQ Sharpe Ratio Rank: 85
IDHQ Sortino Ratio Rank: 85
IDHQ Omega Ratio Rank: 84
IDHQ Calmar Ratio Rank: 83
IDHQ Martin Ratio Rank: 86

JDIUX

JDIUX Risk / Return Rank: 75
JDIUX Sharpe Ratio Rank: 81
JDIUX Sortino Ratio Rank: 78
JDIUX Omega Ratio Rank: 78
JDIUX Calmar Ratio Rank: 70
JDIUX Martin Ratio Rank: 69

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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	JDIUX	Difference
Sharpe ratio: Return per unit of total volatility	2.06	1.98	+0.08
Sortino ratio: Return per unit of downside risk	2.87	2.73	+0.14
Omega ratio: Gain probability vs. loss probability	1.37	1.37	+0.01
Calmar ratio: Return relative to maximum drawdown	3.17	2.42	+0.75
Martin ratio: Return relative to average drawdown	12.70	9.19	+3.51

IDHQ vs. JDIUX - Sharpe Ratio Comparison

The current IDHQ Sharpe Ratio is 2.06, which is comparable to the JDIUX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IDHQ and JDIUX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	IDHQ	JDIUX	Difference
Max Drawdown Largest 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 (3Y) Largest decline over 3 years	-14.07%	-14.09%	+0.02%
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 Drawdown Current decline from peak	-0.27%	-0.79%	+0.52%
Average Drawdown Average peak-to-trough decline	-21.03%	-8.01%	-13.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.35%	3.19%	+0.16%

Volatility

IDHQ vs. JDIUX - Volatility Comparison

Invesco S&P International Developed High Quality ETF (IDHQ) and John Hancock Disciplined Value International Fund (JDIUX) have volatilities of 4.02% and 4.18%, 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.

Volatility by Period

	IDHQ	JDIUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.02%	4.18%	-0.16%
Volatility (6M) Calculated over the trailing 6-month period	18.89%	12.69%	+6.20%
Volatility (1Y) Calculated over the trailing 1-year period	20.72%	14.87%	+5.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.86%	17.44%	+0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	17.15%	+0.83%

IDHQ vs. JDIUX - Expense Ratio Comparison

IDHQ has a 0.29% expense ratio, which is lower than JDIUX's 0.84% expense ratio.

Dividends

IDHQ vs. JDIUX - Dividend Comparison

IDHQ's dividend yield for the trailing twelve months is around 1.99%, less than JDIUX's 7.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
JDIUX John Hancock Disciplined Value International Fund	7.88%	8.95%	11.97%	7.25%	2.56%	3.45%	1.52%	2.51%	4.68%	1.65%	1.60%	1.35%

Frequently Asked Questions

Can I hold both IDHQ and JDIUX in my portfolio?

IDHQ and JDIUX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDHQ or JDIUX?

JDIUX has higher volatility (4.18%) compared to IDHQ (4.02%). In terms of maximum drawdown, IDHQ dropped -73.84% vs JDIUX's -43.98%.

Which has better risk-adjusted returns?

IDHQ currently has the higher Sharpe Ratio (2.06 vs 1.98), 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.