TPIF vs. IDHQ
TPIF (Timothy Plan International ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both exchange-traded funds - TPIF is a Foreign Large Cap Equities fund tracking the Victory International Volatility Weighted BRI Index, while IDHQ is a Quality Factor fund tracking the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Both are passively managed. Over the past 5 years, TPIF returned 7.87%/yr vs 9.61%/yr for IDHQ. Their correlation of 0.90 means they have usually moved in the same direction. TPIF charges 0.62%/yr vs 0.29%/yr for IDHQ.
Performance
TPIF vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, TPIF achieves a 11.59% return, which is significantly lower than IDHQ's 27.25% return.
TPIF
- 1D
- 0.42%
- 1M
- 1.47%
- 6M
- 5.91%
- YTD
- 11.59%
- 1Y
- 23.04%
- 3Y*
- 17.90%
- 5Y*
- 7.87%
- 10Y*
- —
- ALL TIME*
- 9.47%
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 | |
| $1.01M | $1.05M | $1.25M |
TPIF vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TPIF Timothy Plan International ETF | 11.59% | 34.34% | 3.49% | 16.64% | -18.07% | 10.42% | 7.21% | 4.13% |
IDHQ Invesco S&P International Developed High Quality ETF | 27.25% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 3.80% |
Correlation
The correlation between TPIF and IDHQ is 0.88, 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. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2019 | 0.90 |
The correlation between TPIF and IDHQ has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
TPIF vs. IDHQ — Risk / Return Rank
TPIF
IDHQ
TPIF vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan International ETF (TPIF) 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.
| TPIF | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.27 | 3.17 | -0.90 |
| Martin ratioReturn relative to average drawdown | 8.65 | 12.70 | -4.05 |
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Drawdowns
TPIF vs. IDHQ - Drawdown Comparison
The maximum TPIF drawdown since its inception was -34.02%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for TPIF and IDHQ.
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Drawdown Indicators
| TPIF | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.02% | -73.84% | +39.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -13.44% | +3.25% |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | -14.07% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | -33.54% | +1.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.54% | — |
Current DrawdownCurrent decline from peak | -0.47% | -0.27% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -21.03% | +13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.35% | -0.68% |
Volatility
TPIF vs. IDHQ - Volatility Comparison
Timothy Plan International ETF (TPIF) and Invesco S&P International Developed High Quality ETF (IDHQ) have volatilities of 4.06% 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
| TPIF | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 4.02% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 18.89% | -6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 20.72% | -6.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.78% | 17.86% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 17.98% | +0.25% |
TPIF vs. IDHQ - Expense Ratio Comparison
TPIF has a 0.62% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
TPIF vs. IDHQ - Dividend Comparison
TPIF's dividend yield for the trailing twelve months is around 2.68%, 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% |
TPIF Timothy Plan International ETF | 2.68% | 2.65% | 2.98% | 2.40% | 2.58% | 2.38% | 1.72% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TPIF and IDHQ have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPIF has higher volatility (4.06%) compared to IDHQ (4.02%). In terms of maximum drawdown, TPIF dropped -34.02% vs IDHQ's -73.84%.
On 5-year performance, IDHQ leads with 9.61% vs 7.87% for TPIF. 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 5-year period, IDHQ has performed better with a 9.61% return vs 7.87%. 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 0.62% for TPIF.
TPIF has the higher dividend yield at 2.68%, compared with 1.99% for IDHQ.
TPIF is categorized as Foreign Large Cap Equities, while IDHQ is Quality Factor. TPIF tracks Victory International Volatility Weighted BRI Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: Timothy Plan and Invesco. Their fees differ too: 0.62% for TPIF and 0.29% for IDHQ.
IDHQ currently has the higher Sharpe Ratio (2.06 vs 1.61), 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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