FFTY vs. QMID

Last updated Aug 2, 2026

FFTY (CapForce IBD 50 ETF) and QMID (WisdomTree U.S. MidCap Quality Growth Fund) are both exchange-traded funds - FFTY is a Mid Cap Growth Equities fund tracking the IBD 50 Index, while QMID is a Quality Factor fund tracking the WisdomTree U.S. MidCap Quality Growth Index. Both are passively managed. Over the past year, FFTY returned 13.28% vs 10.41% for QMID. Their 0.62 correlation means they have sometimes moved together and sometimes differently. FFTY charges 0.80%/yr vs 0.38%/yr for QMID.

Performance

FFTY vs. QMID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CapForce IBD 50 ETF (FFTY) and WisdomTree U.S. MidCap Quality Growth Fund (QMID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FFTY achieves a 6.26% return, which is significantly higher than QMID's 5.39% return.

FFTY

• 1D: -0.91%
• 1M: -9.03%
• 6M: 3.47%
• YTD: 6.26%
• 1Y: 13.28%
• 3Y*: 13.48%
• 5Y*: -2.78%
• 10Y*: 5.57%
• ALL TIME*: 4.04%

QMID

• 1D: -0.40%
• 1M: 0.96%
• 6M: 4.68%
• YTD: 5.39%
• 1Y: 10.41%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FFTY CapForce IBD 50 ETF	$863.41K	$1.19M	$1.59M
QMID WisdomTree U.S. MidCap Quality Growth Fund	$4.39K	$13.06K	$31.63K

FFTY vs. QMID - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FFTY CapForce IBD 50 ETF	6.26%	23.38%	16.07%
QMID WisdomTree U.S. MidCap Quality Growth Fund	5.39%	5.02%	9.01%

Correlation

The correlation between FFTY and QMID is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.52
Correlation (All Time) Calculated using the full available price history since Jan 25, 2024	0.62

The correlation between FFTY and QMID has been stable across timeframes, ranging from 0.52 to 0.62 - a consistent structural relationship.

FFTY vs. QMID - Sectors Allocation Comparison

Sectors	FFTY	QMID
Healthcare	43.7%	17.9%
Financial Services	20.9%	13.2%
Technology	18.5%	17.2%
Industrials	5.7%	19.9%
Basic Materials	3.6%	0.6%
Consumer Cyclical	3.6%	19.3%
Energy	2.6%	3.0%
Utilities	2.1%	-
Consumer Defensive	1.0%	4.4%
Communication Services	0.9%	4.6%
Real Estate	0.5%	-

Return for Risk

FFTY vs. QMID — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FFTY

FFTY Risk / Return Rank: 18
FFTY Sharpe Ratio Rank: 17
FFTY Sortino Ratio Rank: 18
FFTY Omega Ratio Rank: 18
FFTY Calmar Ratio Rank: 18
FFTY Martin Ratio Rank: 18

QMID

QMID Risk / Return Rank: 26
QMID Sharpe Ratio Rank: 25
QMID Sortino Ratio Rank: 26
QMID Omega Ratio Rank: 23
QMID Calmar Ratio Rank: 26
QMID Martin Ratio Rank: 31

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FFTY vs. QMID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CapForce IBD 50 ETF (FFTY) and WisdomTree U.S. MidCap Quality Growth Fund (QMID). 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.

	FFTY	QMID	Difference
Sharpe ratio: Return per unit of total volatility	0.26	0.58	-0.32
Sortino ratio: Return per unit of downside risk	0.59	0.95	-0.37
Omega ratio: Gain probability vs. loss probability	1.07	1.11	-0.03
Calmar ratio: Return relative to maximum drawdown	0.41	0.82	-0.41
Martin ratio: Return relative to average drawdown	1.00	2.77	-1.77

FFTY vs. QMID - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.26, which is lower than the QMID Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FFTY and QMID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FFTY vs. QMID - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than QMID's maximum drawdown of -24.42%. Use the drawdown chart below to compare losses from any high point for FFTY and QMID.

Drawdown Indicators

	FFTY	QMID	Difference
Max Drawdown Largest peak-to-trough decline	-59.46%	-24.42%	-35.04%
Max Drawdown (1Y) Largest decline over 1 year	-23.29%	-10.67%	-12.62%
Max Drawdown (3Y) Largest decline over 3 years	-29.60%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-59.46%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-59.46%	—	—
Current Drawdown Current decline from peak	-25.10%	-1.34%	-23.76%
Average Drawdown Average peak-to-trough decline	-22.32%	-5.22%	-17.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.51%	3.15%	+6.36%

Volatility

FFTY vs. QMID - Volatility Comparison

CapForce IBD 50 ETF (FFTY) has a higher volatility of 8.45% compared to WisdomTree U.S. MidCap Quality Growth Fund (QMID) at 3.78%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than QMID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFTY	QMID	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.45%	3.78%	+4.67%
Volatility (6M) Calculated over the trailing 6-month period	29.16%	10.87%	+18.29%
Volatility (1Y) Calculated over the trailing 1-year period	36.53%	15.17%	+21.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.75%	18.23%	+11.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.79%	18.23%	+9.56%

FFTY vs. QMID - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than QMID's 0.38% expense ratio.

Dividends

FFTY vs. QMID - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.27%, more than QMID's 0.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFTY CapForce IBD 50 ETF	1.27%	1.35%	0.91%	0.65%	2.75%	0.22%	0.00%	0.00%	0.00%	0.17%
QMID WisdomTree U.S. MidCap Quality Growth Fund	0.49%	0.51%	1.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FFTY and QMID in my portfolio?

FFTY and QMID have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFTY or QMID?

FFTY has higher volatility (8.45%) compared to QMID (3.78%). In terms of maximum drawdown, FFTY dropped -59.46% vs QMID's -24.42%.

Which ETF is better, FFTY or QMID?

On 1-year performance, FFTY leads with 13.28% vs 10.41% for QMID. On fees, QMID is cheaper at 0.38% per year. On volatility, QMID has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FFTY or QMID?

Over the 1-year period, FFTY has performed better with a 13.28% return vs 10.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FFTY or QMID?

QMID is cheaper with a 0.38% expense ratio, compared with 0.80% for FFTY.

Which ETF pays a higher dividend yield, FFTY or QMID?

FFTY has the higher dividend yield at 1.27%, compared with 0.49% for QMID.

What is the main difference between FFTY and QMID?

FFTY is categorized as Mid Cap Growth Equities, while QMID is Quality Factor. FFTY tracks IBD 50 Index, while QMID tracks WisdomTree U.S. MidCap Quality Growth Index. They also come from different issuers: CapForce and WisdomTree. Their fees differ too: 0.80% for FFTY and 0.38% for QMID.

Which has better risk-adjusted returns?

QMID currently has the higher Sharpe Ratio (0.58 vs 0.26), 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.