PortfoliosLab logoPortfoliosLab logo
MBSD vs. QLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBSD vs. QLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Disciplined Duration MBS Index Fund (MBSD) and FlexShares US Quality Low Volatility Index Fund (QLV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MBSD achieves a 0.42% return, which is significantly lower than QLV's 5.48% return.


MBSD

1D
-0.22%
1M
0.16%
YTD
0.42%
6M
0.52%
1Y
5.26%
3Y*
4.31%
5Y*
0.62%
10Y*
1.37%

QLV

1D
-0.51%
1M
2.14%
YTD
5.48%
6M
5.38%
1Y
14.06%
3Y*
15.15%
5Y*
10.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBSD vs. QLV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MBSD
FlexShares Disciplined Duration MBS Index Fund
0.42%7.12%2.30%4.46%-9.49%-1.40%5.43%1.97%
QLV
FlexShares US Quality Low Volatility Index Fund
5.48%12.28%18.08%13.71%-9.97%26.08%9.63%6.24%

Correlation

The correlation between MBSD and QLV is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2019

0.15

The correlation between MBSD and QLV shifts across timeframes, from 0.15 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MBSD vs. QLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MBSD
MBSD Risk / Return Rank: 4545
Overall Rank
MBSD Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
MBSD Sortino Ratio Rank: 4444
Sortino Ratio Rank
MBSD Omega Ratio Rank: 4242
Omega Ratio Rank
MBSD Calmar Ratio Rank: 4949
Calmar Ratio Rank
MBSD Martin Ratio Rank: 4747
Martin Ratio Rank

QLV
QLV Risk / Return Rank: 5353
Overall Rank
QLV Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QLV Sortino Ratio Rank: 5656
Sortino Ratio Rank
QLV Omega Ratio Rank: 5151
Omega Ratio Rank
QLV Calmar Ratio Rank: 4646
Calmar Ratio Rank
QLV Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MBSD vs. QLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Disciplined Duration MBS Index Fund (MBSD) and FlexShares US Quality Low Volatility Index Fund (QLV). 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.


MBSDQLVDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.27

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

2.43

2.28

+0.15

Martin ratioReturn relative to average drawdown

7.71

9.69

-1.98

MBSD vs. QLV - Sharpe Ratio Comparison

The current MBSD Sharpe Ratio is 1.50, which is comparable to the QLV Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of MBSD and QLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


MBSDQLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.85

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.85

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.69

-0.31

Drawdowns

MBSD vs. QLV - Drawdown Comparison

The maximum MBSD drawdown since its inception was -14.36%, smaller than the maximum QLV drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for MBSD and QLV.


Loading charts...

Drawdown Indicators


MBSDQLVDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-33.71%

+19.35%

Max Drawdown (1Y)

Largest decline over 1 year

-2.17%

-6.19%

+4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-4.68%

-12.05%

+7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-14.10%

-17.93%

+3.83%

Max Drawdown (10Y)

Largest decline over 10 years

-14.36%

Current Drawdown

Current decline from peak

-1.19%

-0.81%

-0.38%

Average Drawdown

Average peak-to-trough decline

-2.81%

-4.00%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

1.45%

-0.77%

Volatility

MBSD vs. QLV - Volatility Comparison

The current volatility for FlexShares Disciplined Duration MBS Index Fund (MBSD) is 1.15%, while FlexShares US Quality Low Volatility Index Fund (QLV) has a volatility of 1.61%. This indicates that MBSD experiences smaller price fluctuations and is considered to be less risky than QLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MBSDQLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.61%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.47%

5.34%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.53%

7.65%

-4.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.15%

12.64%

-7.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.26%

16.57%

-12.31%

MBSD vs. QLV - Expense Ratio Comparison

MBSD has a 0.20% expense ratio, which is lower than QLV's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MBSD vs. QLV - Dividend Comparison

MBSD's dividend yield for the trailing twelve months is around 4.19%, more than QLV's 1.52% yield.


PositionTTM20252024202320222021202020192018201720162015
MBSD
FlexShares Disciplined Duration MBS Index Fund
4.19%4.23%3.91%3.39%3.03%2.41%2.78%3.42%3.22%3.30%3.02%3.46%
QLV
FlexShares US Quality Low Volatility Index Fund
1.52%1.60%1.66%1.60%1.74%0.96%1.24%0.58%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MBSD and QLV have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QLV has higher volatility (1.61%) compared to MBSD (1.15%). In terms of maximum drawdown, MBSD dropped -14.36% vs QLV's -33.71%.

On 5-year performance, QLV leads with 10.73% vs 0.62% for MBSD. On fees, MBSD is cheaper at 0.20% per year. On volatility, MBSD has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QLV has performed better with a 10.73% return vs 0.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MBSD is cheaper with a 0.20% expense ratio, compared with 0.22% for QLV.

MBSD has the higher dividend yield at 4.19%, compared with 1.52% for QLV.

MBSD is categorized as Mortgage Backed Securities, while QLV is Volatility Hedged Equity. MBSD tracks ICE BofA Constrained Duration US Mortgage Backed Securities, while QLV tracks Northern Trust Quality Low Volatility Index. Their fees differ too: 0.20% for MBSD and 0.22% for QLV.

QLV currently has the higher Sharpe Ratio (1.85 vs 1.50), 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.

Portfolio Optimizer

Find the right allocation for MBSD and QLV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer