OAKI vs. IDHQ
OAKI (Oakmark International Large Cap ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Foreign Large Cap Equities funds. OAKI is actively managed, while IDHQ is passively managed. A 0.79 correlation means they provide meaningful diversification when combined. OAKI charges 0.65%/yr vs 0.29%/yr for IDHQ.
Performance
OAKI vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, OAKI achieves a 1.36% return, which is significantly lower than IDHQ's 24.14% return.
OAKI
- 1D
- -0.30%
- 1M
- 1.42%
- 6M
- -1.17%
- YTD
- 1.36%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDHQ
- 1D
- -0.25%
- 1M
- 1.40%
- 6M
- 17.71%
- YTD
- 24.14%
- 1Y
- 35.93%
- 3Y*
- 18.62%
- 5Y*
- 9.52%
- 10Y*
- 10.56%
OAKI vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OAKI Oakmark International Large Cap ETF | 1.36% | 0.73% |
IDHQ Invesco S&P International Developed High Quality ETF | 24.14% | 0.91% |
Correlation
The correlation between OAKI and IDHQ is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.79 |
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Return for Risk
OAKI vs. IDHQ — Risk / Return Rank
OAKI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDHQ
OAKI vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oakmark International Large Cap ETF (OAKI) 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.
| OAKI | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.69 | — |
| Martin ratioReturn relative to average drawdown | — | 10.55 | — |
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Drawdowns
OAKI vs. IDHQ - Drawdown Comparison
The maximum OAKI drawdown since its inception was -13.94%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for OAKI and IDHQ.
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Drawdown Indicators
| OAKI | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.94% | -73.84% | +59.90% |
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 | -3.81% | -2.44% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -21.07% | +16.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.41% | — |
Volatility
OAKI vs. IDHQ - Volatility Comparison
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Volatility by Period
| OAKI | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.73% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.90% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 20.74% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.97% | 17.83% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 17.96% | +0.01% |
OAKI vs. IDHQ - Expense Ratio Comparison
OAKI has a 0.65% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
OAKI vs. IDHQ - Dividend Comparison
OAKI's dividend yield for the trailing twelve months is around 0.04%, less than IDHQ's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 2.04% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
OAKI Oakmark International Large Cap ETF | 0.04% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OAKI 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.
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 0.65% for OAKI.
IDHQ has the higher dividend yield at 2.04%, compared with 0.04% for OAKI.
They also come from different issuers: Oakmark and Invesco. Their fees differ too: 0.65% for OAKI and 0.29% for IDHQ.
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