INTL vs. IDHQ
INTL (Main International ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - INTL is a Foreign Large Cap Equities fund actively managed by Main, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. INTL is actively managed, while IDHQ is passively managed. Over the past 3 years, INTL returned 14.56%/yr vs 19.52%/yr for IDHQ. Their correlation of 0.85 means they have usually moved in the same direction. INTL charges 1.04%/yr vs 0.29%/yr for IDHQ.
Performance
INTL vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, INTL achieves a 9.45% return, which is significantly lower than IDHQ's 26.27% return.
INTL
- 1D
- -0.36%
- 1M
- -0.36%
- 6M
- 4.01%
- YTD
- 9.45%
- 1Y
- 23.01%
- 3Y*
- 14.56%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.24%
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 | |
| $1.43M | $1.29M | $972.08K |
INTL vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
INTL Main International ETF | 9.45% | 29.55% | 2.00% | 18.20% | -1.69% |
IDHQ Invesco S&P International Developed High Quality ETF | 26.27% | 27.46% | 1.33% | 18.80% | -2.99% |
Correlation
The correlation between INTL and IDHQ 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 (All Time) Calculated using the full available price history since Dec 2, 2022 | 0.85 |
The correlation between INTL and IDHQ has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.
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Return for Risk
INTL vs. IDHQ — Risk / Return Rank
INTL
IDHQ
INTL vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Main International ETF (INTL) 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.
| INTL | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 3.03 | -1.09 |
| Martin ratioReturn relative to average drawdown | 7.25 | 12.14 | -4.89 |
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Drawdowns
INTL vs. IDHQ - Drawdown Comparison
The maximum INTL drawdown since its inception was -14.48%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for INTL and IDHQ.
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Drawdown Indicators
| INTL | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.48% | -73.84% | +59.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.51% | -13.44% | +1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -14.48% | -14.07% | -0.41% |
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 | -2.84% | -1.04% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -21.03% | +18.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.35% | -0.27% |
Volatility
INTL vs. IDHQ - Volatility Comparison
Main International ETF (INTL) has a higher volatility of 5.44% compared to Invesco S&P International Developed High Quality ETF (IDHQ) at 4.17%. This indicates that INTL's price experiences larger fluctuations and is considered to be riskier than IDHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INTL | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 4.17% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 18.92% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.99% | 20.74% | -3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.79% | 17.85% | -2.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.79% | 17.97% | -2.18% |
INTL vs. IDHQ - Expense Ratio Comparison
INTL has a 1.04% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
INTL vs. IDHQ - Dividend Comparison
INTL's dividend yield for the trailing twelve months is around 3.42%, more 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% |
INTL Main International ETF | 3.42% | 2.57% | 2.71% | 2.86% | 1.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
INTL and IDHQ 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.
INTL has higher volatility (5.44%) compared to IDHQ (4.17%). In terms of maximum drawdown, INTL dropped -14.48% vs IDHQ's -73.84%.
On 3-year performance, IDHQ leads with 19.52% vs 14.56% for INTL. On fees, IDHQ is cheaper at 0.29% per year. On volatility, IDHQ has been the lower-risk option at 4.17%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IDHQ has performed better with a 19.52% return vs 14.56%. 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 1.04% for INTL.
INTL has the higher dividend yield at 3.42%, compared with 2.01% for IDHQ.
INTL is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. They also come from different issuers: Main and Invesco. Their fees differ too: 1.04% for INTL and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (1.97 vs 1.32), 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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