VDI vs. IDHQ
VDI (Virtus International Dividend ETF) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Foreign Large Cap Equities funds. VDI is actively managed, while IDHQ is passively managed. Their correlation of 0.86 suggests significant overlap in exposure. VDI charges 0.39%/yr vs 0.29%/yr for IDHQ.
Performance
VDI vs. IDHQ - Performance Comparison
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Returns By Period
In the year-to-date period, VDI achieves a 15.00% return, which is significantly lower than IDHQ's 24.14% return.
VDI
- 1D
- -0.51%
- 1M
- -0.62%
- 6M
- 11.08%
- YTD
- 15.00%
- 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%
VDI vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VDI Virtus International Dividend ETF | 15.00% | 3.29% |
IDHQ Invesco S&P International Developed High Quality ETF | 24.14% | 2.37% |
Correlation
The correlation between VDI and IDHQ is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 3, 2025 | 0.86 |
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Return for Risk
VDI vs. IDHQ — Risk / Return Rank
VDI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDHQ
VDI vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus International Dividend ETF (VDI) 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.
| VDI | 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
VDI vs. IDHQ - Drawdown Comparison
The maximum VDI drawdown since its inception was -10.40%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for VDI and IDHQ.
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Drawdown Indicators
| VDI | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.40% | -73.84% | +63.44% |
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 | -1.47% | -2.44% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -1.69% | -21.07% | +19.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.41% | — |
Volatility
VDI vs. IDHQ - Volatility Comparison
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Volatility by Period
| VDI | 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 | 16.12% | 20.74% | -4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 17.83% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 17.96% | -1.84% |
VDI vs. IDHQ - Expense Ratio Comparison
VDI has a 0.39% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
VDI vs. IDHQ - Dividend Comparison
VDI's dividend yield for the trailing twelve months is around 2.33%, more 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% |
VDI Virtus International Dividend ETF | 2.33% | 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
VDI and IDHQ have a correlation of 0.86, 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 0.39% for VDI.
VDI has the higher dividend yield at 2.33%, compared with 2.04% for IDHQ.
They also come from different issuers: Virtus and Invesco. Their fees differ too: 0.39% for VDI and 0.29% for IDHQ.
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