MCDS vs. QIDX

Last updated Jul 14, 2026

MCDS (JPMorgan Fundamental Data Science Mid Core ETF) and QIDX (Indexperts Quality Earnings Focused ETF) are both Mid Cap Blend Equities funds. Both are actively managed. Over the past year, MCDS returned 19.72% vs 12.51% for QIDX. Their correlation of 0.89 suggests significant overlap in exposure. MCDS charges 0.35%/yr vs 0.50%/yr for QIDX.

Performance

MCDS vs. QIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Mid Core ETF (MCDS) and Indexperts Quality Earnings Focused ETF (QIDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MCDS achieves a 15.40% return, which is significantly higher than QIDX's 10.08% return.

MCDS

• 1D: -0.32%
• 1M: 1.50%
• 6M: 11.46%
• YTD: 15.40%
• 1Y: 19.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

QIDX

• 1D: -0.39%
• 1M: 0.78%
• 6M: 6.77%
• YTD: 10.08%
• 1Y: 12.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MCDS vs. QIDX - Yearly Performance Comparison

	2026 (YTD)	2025
MCDS JPMorgan Fundamental Data Science Mid Core ETF	15.40%	6.51%
QIDX Indexperts Quality Earnings Focused ETF	10.08%	6.60%

Correlation

The correlation between MCDS and QIDX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (All Time) Calculated using the full available price history since Jan 2, 2025	0.89

The correlation between MCDS and QIDX has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

Return for Risk

MCDS vs. QIDX — Risk / Return Rank

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

MCDS

MCDS Risk / Return Rank: 60
MCDS Sharpe Ratio Rank: 54
MCDS Sortino Ratio Rank: 57
MCDS Omega Ratio Rank: 51
MCDS Calmar Ratio Rank: 67
MCDS Martin Ratio Rank: 68

QIDX

QIDX Risk / Return Rank: 41
QIDX Sharpe Ratio Rank: 40
QIDX Sortino Ratio Rank: 40
QIDX Omega Ratio Rank: 37
QIDX Calmar Ratio Rank: 44
QIDX Martin Ratio Rank: 46

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.

MCDS vs. QIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Mid Core ETF (MCDS) and Indexperts Quality Earnings Focused ETF (QIDX). 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.

	MCDS	QIDX	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.14	+0.33
Sortino ratio: Return per unit of downside risk	2.18	1.69	+0.49
Omega ratio: Gain probability vs. loss probability	1.26	1.20	+0.06
Calmar ratio: Return relative to maximum drawdown	2.65	1.81	+0.84
Martin ratio: Return relative to average drawdown	9.80	6.08	+3.72

MCDS vs. QIDX - Sharpe Ratio Comparison

The current MCDS Sharpe Ratio is 1.47, which is comparable to the QIDX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of MCDS and QIDX, 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

MCDS vs. QIDX - Drawdown Comparison

The maximum MCDS drawdown since its inception was -22.50%, which is greater than QIDX's maximum drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for MCDS and QIDX.

Drawdown Indicators

	MCDS	QIDX	Difference
Max Drawdown Largest peak-to-trough decline	-22.50%	-14.99%	-7.51%
Max Drawdown (1Y) Largest decline over 1 year	-7.47%	-6.92%	-0.55%
Current Drawdown Current decline from peak	-0.91%	-0.49%	-0.42%
Average Drawdown Average peak-to-trough decline	-3.80%	-2.17%	-1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	2.06%	-0.04%

Volatility

MCDS vs. QIDX - Volatility Comparison

JPMorgan Fundamental Data Science Mid Core ETF (MCDS) has a higher volatility of 3.57% compared to Indexperts Quality Earnings Focused ETF (QIDX) at 2.83%. This indicates that MCDS's price experiences larger fluctuations and is considered to be riskier than QIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MCDS	QIDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.57%	2.83%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	10.15%	8.47%	+1.68%
Volatility (1Y) Calculated over the trailing 1-year period	13.50%	11.02%	+2.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.77%	14.36%	+2.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.77%	14.36%	+2.41%

MCDS vs. QIDX - Expense Ratio Comparison

MCDS has a 0.35% expense ratio, which is lower than QIDX's 0.50% expense ratio.

Dividends

MCDS vs. QIDX - Dividend Comparison

MCDS's dividend yield for the trailing twelve months is around 1.04%, more than QIDX's 0.86% yield.

Position	TTM	2025	2024
MCDS JPMorgan Fundamental Data Science Mid Core ETF	1.04%	1.23%	0.64%
QIDX Indexperts Quality Earnings Focused ETF	0.86%	0.84%	0.00%

Frequently Asked Questions

Can I hold both MCDS and QIDX in my portfolio?

MCDS and QIDX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MCDS or QIDX?

MCDS has higher volatility (3.57%) compared to QIDX (2.83%). In terms of maximum drawdown, MCDS dropped -22.50% vs QIDX's -14.99%.

Which ETF is better, MCDS or QIDX?

On 1-year performance, MCDS leads with 19.72% vs 12.51% for QIDX. On fees, MCDS is cheaper at 0.35% per year. On volatility, QIDX has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MCDS or QIDX?

Over the 1-year period, MCDS has performed better with a 19.72% return vs 12.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MCDS or QIDX?

MCDS is cheaper with a 0.35% expense ratio, compared with 0.50% for QIDX.

Which ETF pays a higher dividend yield, MCDS or QIDX?

MCDS has the higher dividend yield at 1.04%, compared with 0.86% for QIDX.

What is the main difference between MCDS and QIDX?

They also come from different issuers: JPMorgan and Indexperts. Their fees differ too: 0.35% for MCDS and 0.50% for QIDX.

Which has better risk-adjusted returns?

MCDS currently has the higher Sharpe Ratio (1.47 vs 1.14), 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.