PortfoliosLab logoPortfoliosLab logo
IFLO vs. IDHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFLO vs. IDHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares International Free Cash Flow ETF (IFLO) and Invesco S&P International Developed High Quality ETF (IDHQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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

Liquidity Comparison


PositionAvg. 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


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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IFLO vs. IDHQ — Risk / Return Rank

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

IFLO
IFLO Risk / Return Rank: 9494
Overall Rank
IFLO Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IFLO Sortino Ratio Rank: 9393
Sortino Ratio Rank
IFLO Omega Ratio Rank: 9292
Omega Ratio Rank
IFLO Calmar Ratio Rank: 9696
Calmar Ratio Rank
IFLO Martin Ratio Rank: 9595
Martin Ratio Rank

IDHQ
IDHQ Risk / Return Rank: 8484
Overall Rank
IDHQ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IDHQ Sortino Ratio Rank: 8484
Sortino Ratio Rank
IDHQ Omega Ratio Rank: 8484
Omega Ratio Rank
IDHQ Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDHQ Martin Ratio Rank: 8686
Martin Ratio Rank
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.

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.


IFLOIDHQDifference
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

IFLO vs. IDHQ - Sharpe Ratio Comparison

The current IFLO Sharpe Ratio is 2.57, which is higher than the IDHQ Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of IFLO and IDHQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


IFLOIDHQDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.73%

-1.04%

-0.69%

Average Drawdown

Average peak-to-trough decline

-1.29%

-21.03%

+19.74%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


IFLOIDHQDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IFLO and IDHQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer