That's weird, I run IntelliJ perfectly fine on a retina MBP with two 1440p displys (so I get to see both HiDPI and rgegular DPI working on the same machine at the same time), and my 4K Dell XPS laptop.
I've had the same problem on the regular MBP Retina display. I have heard before that it may be related to scaling; I scale my display to have the smallest text/largest available real-estate possible. But I gave up on JetBrains before testing that theory.
I run mine on a 2015 13" MBP against an external 1680x1050 display. Changing the scaling on the display helps a little, but it is still laggy like I'm on an intercontinental SSH session.