MIVL vs. IDHQ
MIVL (MFS Active International Value ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - MIVL is a Foreign Large Cap Equities fund actively managed by MFS, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. MIVL is actively managed, while IDHQ is passively managed. Their 0.70 correlation means they have sometimes moved together and sometimes differently. MIVL charges 0.57%/yr vs 0.29%/yr for IDHQ.
Performance
MIVL vs. IDHQ - Performance Comparison
Loading charts...
Returns By Period
MIVL
- 1D
- 0.32%
- 1M
- 4.70%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IDHQ
- 1D
- 1.31%
- 1M
- 1.91%
- 6M
- 20.17%
- YTD
- 28.92%
- 1Y
- 42.54%
- 3Y*
- 21.22%
- 5Y*
- 9.72%
- 10Y*
- 10.90%
- ALL TIME*
- 5.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.18M | $6.44M | $5.74M | |
| $47.48K | $126.30K | $523.93K |
MIVL vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MIVL MFS Active International Value ETF | 5.22% |
IDHQ Invesco S&P International Developed High Quality ETF | 8.82% |
Correlation
The correlation between MIVL and IDHQ is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 4, 2026 | 0.70 |
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
MIVL vs. IDHQ — Risk / Return Rank
MIVL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDHQ
MIVL vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Active International Value ETF (MIVL) 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.
| MIVL | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.18 | — |
| Martin ratioReturn relative to average drawdown | — | 12.74 | — |
Loading charts...
Drawdowns
MIVL vs. IDHQ - Drawdown Comparison
The maximum MIVL drawdown since its inception was -2.49%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for MIVL and IDHQ.
Loading charts...
Drawdown Indicators
| MIVL | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.49% | -73.84% | +71.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.44% | — |
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 | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.84% | -21.02% | +20.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.35% | — |
Volatility
MIVL vs. IDHQ - Volatility Comparison
Loading charts...
Volatility by Period
| MIVL | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.19% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.51% | 20.71% | -7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.51% | 17.87% | -4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.51% | 17.98% | -4.47% |
MIVL vs. IDHQ - Expense Ratio Comparison
MIVL has a 0.57% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
MIVL vs. IDHQ - Dividend Comparison
MIVL has not paid dividends to shareholders, while IDHQ's dividend yield for the trailing twelve months is around 1.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 1.96% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
MIVL MFS Active International Value ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MIVL and IDHQ have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDHQ is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDHQ is cheaper with a 0.29% expense ratio, compared with 0.57% for MIVL.
IDHQ has the higher dividend yield at 1.96%, compared with 0.00% for MIVL.
MIVL is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. They also come from different issuers: MFS and Invesco. Their fees differ too: 0.57% for MIVL and 0.29% for IDHQ.
Find the right allocation for MIVL 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