QFRD vs. IDHQ
QFRD (Pacer S&P 500 Quality FCF R&D Leaders ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Quality Factor funds - QFRD tracks the S&P 500 Quality FCF R&D Leaders Index while IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Both are passively managed. Their 0.59 correlation means they have sometimes moved together and sometimes differently. QFRD charges 0.49%/yr vs 0.29%/yr for IDHQ.
Performance
QFRD vs. IDHQ - Performance Comparison
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Returns By Period
QFRD
- 1D
- 0.40%
- 1M
- 0.30%
- 6M
- 17.23%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
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 | |
| $22.97K | $34.82K | $12.88K |
QFRD vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
QFRD Pacer S&P 500 Quality FCF R&D Leaders ETF | 13.35% |
IDHQ Invesco S&P International Developed High Quality ETF | 19.89% |
Correlation
The correlation between QFRD and IDHQ is 0.59, 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 Jan 13, 2026 | 0.59 |
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Return for Risk
QFRD vs. IDHQ — Risk / Return Rank
QFRD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDHQ
QFRD vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF R&D Leaders ETF (QFRD) 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.
| QFRD | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.03 | — |
| Martin ratioReturn relative to average drawdown | — | 12.14 | — |
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Drawdowns
QFRD vs. IDHQ - Drawdown Comparison
The maximum QFRD drawdown since its inception was -9.69%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for QFRD and IDHQ.
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Drawdown Indicators
| QFRD | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.69% | -73.84% | +64.15% |
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 | -3.65% | -1.04% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -3.45% | -21.03% | +17.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.35% | — |
Volatility
QFRD vs. IDHQ - Volatility Comparison
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Volatility by Period
| QFRD | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.17% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.92% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 20.74% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.17% | 17.85% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 17.97% | +1.20% |
QFRD vs. IDHQ - Expense Ratio Comparison
QFRD has a 0.49% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
QFRD vs. IDHQ - Dividend Comparison
QFRD's dividend yield for the trailing twelve months is around 0.11%, 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% |
QFRD Pacer S&P 500 Quality FCF R&D Leaders ETF | 0.11% | 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
QFRD and IDHQ have a correlation of 0.59, 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 0.49% for QFRD.
IDHQ has the higher dividend yield at 2.01%, compared with 0.11% for QFRD.
QFRD tracks S&P 500 Quality FCF R&D Leaders Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: Pacer and Invesco. Their fees differ too: 0.49% for QFRD and 0.29% for IDHQ.
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