RFDI vs. IDHQ
RFDI (First Trust RiverFront Dynamic Developed International ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - RFDI is a Foreign Large Cap Equities fund actively managed by First Trust, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. RFDI is actively managed, while IDHQ is passively managed. Over the past 10 years, RFDI returned 9.15%/yr vs 10.76%/yr for IDHQ. Their correlation of 0.84 means they have usually moved in the same direction. RFDI charges 0.83%/yr vs 0.29%/yr for IDHQ.
Performance
RFDI vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, RFDI achieves a 15.09% return, which is significantly lower than IDHQ's 27.25% return. Over the past 10 years, RFDI has underperformed IDHQ with an annualized return of 9.15%, while IDHQ has yielded a comparatively higher 10.76% annualized return.
RFDI
- 1D
- 0.14%
- 1M
- 4.03%
- 6M
- 7.50%
- YTD
- 15.09%
- 1Y
- 31.09%
- 3Y*
- 20.86%
- 5Y*
- 8.41%
- 10Y*
- 9.15%
- ALL TIME*
- 9.05%
IDHQ
- 1D
- 0.78%
- 1M
- 0.59%
- 6M
- 18.33%
- YTD
- 27.25%
- 1Y
- 42.41%
- 3Y*
- 20.69%
- 5Y*
- 9.61%
- 10Y*
- 10.76%
- ALL TIME*
- 5.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.00M | $6.33M | $5.63M | |
| $615.45K | $498.53K | $409.01K |
RFDI vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RFDI First Trust RiverFront Dynamic Developed International ETF | 15.09% | 35.95% | 5.56% | 18.14% | -23.57% | 17.36% | 9.16% | 20.47% | -18.26% | 24.08% |
IDHQ Invesco S&P International Developed High Quality ETF | 27.25% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
Correlation
The correlation between RFDI 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. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2016 | 0.84 |
The correlation between RFDI and IDHQ has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.
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Return for Risk
RFDI vs. IDHQ — Risk / Return Rank
RFDI
IDHQ
RFDI vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Developed International ETF (RFDI) 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.
| RFDI | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.06 | 3.17 | -0.11 |
| Martin ratioReturn relative to average drawdown | 11.21 | 12.70 | -1.50 |
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Drawdowns
RFDI vs. IDHQ - Drawdown Comparison
The maximum RFDI drawdown since its inception was -39.40%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for RFDI and IDHQ.
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Drawdown Indicators
| RFDI | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.40% | -73.84% | +34.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -13.44% | +3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -13.44% | -14.07% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -35.87% | -33.54% | -2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -39.40% | -33.54% | -5.86% |
Current DrawdownCurrent decline from peak | 0.00% | -0.27% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -21.03% | +11.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 3.35% | -0.57% |
Volatility
RFDI vs. IDHQ - Volatility Comparison
First Trust RiverFront Dynamic Developed International ETF (RFDI) and Invesco S&P International Developed High Quality ETF (IDHQ) have volatilities of 3.98% and 4.02%, 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.
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Volatility by Period
| RFDI | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 4.02% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 18.89% | -6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.88% | 20.72% | -5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 17.86% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 17.98% | -0.95% |
RFDI vs. IDHQ - Expense Ratio Comparison
RFDI has a 0.83% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
RFDI vs. IDHQ - Dividend Comparison
RFDI's dividend yield for the trailing twelve months is around 3.07%, more than IDHQ's 1.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDHQ Invesco S&P International Developed High Quality ETF | 1.99% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
RFDI First Trust RiverFront Dynamic Developed International ETF | 3.07% | 3.45% | 5.21% | 2.43% | 5.00% | 3.22% | 1.34% | 2.72% | 2.59% | 1.63% | 1.85% | 0.00% |
Frequently Asked Questions
RFDI 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.
IDHQ has higher volatility (4.02%) compared to RFDI (3.98%). In terms of maximum drawdown, RFDI dropped -39.40% vs IDHQ's -73.84%.
On 10-year performance, IDHQ leads with 10.76% vs 9.15% for RFDI. 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 10-year period, IDHQ has performed better with a 10.76% return vs 9.15%. 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 0.83% for RFDI.
RFDI has the higher dividend yield at 3.07%, compared with 1.99% for IDHQ.
RFDI is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.83% for RFDI and 0.29% for IDHQ.
RFDI currently has the higher Sharpe Ratio (2.10 vs 2.06), 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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