IFLO vs. IDHQ
IFLO (VictoryShares International Free Cash Flow ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - IFLO is a Foreign Large Cap Equities fund tracking the Victory International Free Cash Flow Index, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Both are passively managed. Over the past year, IFLO returned 36.91% vs 41.32% for IDHQ. Their 0.80 correlation means they have sometimes moved together and sometimes differently. IFLO charges 0.56%/yr vs 0.29%/yr for IDHQ.
Performance
IFLO vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, IFLO achieves a 22.59% return, which is significantly lower than IDHQ's 26.27% return.
IFLO
- 1D
- -1.73%
- 1M
- 3.06%
- 6M
- 17.38%
- YTD
- 22.59%
- 1Y
- 36.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 34.80%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.89M | $6.19M | $5.51M | |
| $595.85K | $548.57K | $406.06K |
IFLO vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IFLO VictoryShares International Free Cash Flow ETF | 22.59% | 13.12% |
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 9.94% |
Correlation
The correlation between IFLO and IDHQ is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025 | 0.80 |
The correlation between IFLO and IDHQ has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.
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Return for Risk
IFLO vs. IDHQ — Risk / Return Rank
IFLO
IDHQ
IFLO vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Free Cash Flow ETF (IFLO) and Invesco S&P International Developed High Quality ETF (IDHQ). 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.
| IFLO | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.36 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 5.73 | 3.03 | +2.71 |
| Martin ratioReturn relative to average drawdown | 19.78 | 12.14 | +7.64 |
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Drawdowns
IFLO vs. IDHQ - Drawdown Comparison
The maximum IFLO drawdown since its inception was -6.44%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for IFLO and IDHQ.
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Drawdown Indicators
| IFLO | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.44% | -73.84% | +67.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.44% | -13.44% | +7.00% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.07% | — |
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 | -1.73% | -1.04% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -21.03% | +19.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 3.35% | -1.49% |
Volatility
IFLO vs. IDHQ - Volatility Comparison
VictoryShares International Free Cash Flow ETF (IFLO) and Invesco S&P International Developed High Quality ETF (IDHQ) have volatilities of 4.10% and 4.17%, 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.
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Volatility by Period
| IFLO | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 4.17% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.32% | 18.92% | -6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.41% | 20.74% | -6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 17.85% | -3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 17.97% | -3.38% |
IFLO vs. IDHQ - Expense Ratio Comparison
IFLO has a 0.56% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
IFLO vs. IDHQ - Dividend Comparison
IFLO's dividend yield for the trailing twelve months is around 1.52%, less than IDHQ's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IFLO VictoryShares International Free Cash Flow ETF | 1.52% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IFLO and IDHQ have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDHQ has higher volatility (4.17%) compared to IFLO (4.10%). In terms of maximum drawdown, IFLO dropped -6.44% vs IDHQ's -73.84%.
On 1-year performance, IDHQ leads with 41.32% vs 36.91% for IFLO. On fees, IDHQ is cheaper at 0.29% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IDHQ has performed better with a 41.32% return vs 36.91%. 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 0.56% for IFLO.
IDHQ has the higher dividend yield at 2.01%, compared with 1.52% for IFLO.
IFLO is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. IFLO tracks Victory International Free Cash Flow Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: VictoryShares and Invesco. Their fees differ too: 0.56% for IFLO and 0.29% for IDHQ.
IFLO currently has the higher Sharpe Ratio (2.57 vs 1.97), 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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