MQIFX vs. SPY
Compare and contrast key facts about Franklin Mutual Quest Fund (MQIFX) and State Street SPDR S&P 500 ETF (SPY).
MQIFX is managed by Franklin Templeton. It was launched on Sep 25, 1980. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
MQIFX vs. SPY - Performance Comparison
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MQIFX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MQIFX Franklin Mutual Quest Fund | 0.69% | 17.66% | 8.84% | 10.46% | -6.85% | 11.50% | -1.84% | 12.40% | -7.33% | 6.99% |
SPY State Street SPDR S&P 500 ETF | -3.65% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, MQIFX achieves a 0.69% return, which is significantly higher than SPY's -3.65% return. Over the past 10 years, MQIFX has underperformed SPY with an annualized return of 5.63%, while SPY has yielded a comparatively higher 14.06% annualized return.
MQIFX
- 1D
- 1.64%
- 1M
- -5.46%
- YTD
- 0.69%
- 6M
- 3.72%
- 1Y
- 12.06%
- 3Y*
- 12.80%
- 5Y*
- 6.75%
- 10Y*
- 5.63%
SPY
- 1D
- 0.75%
- 1M
- -4.28%
- YTD
- -3.65%
- 6M
- -1.42%
- 1Y
- 18.14%
- 3Y*
- 18.48%
- 5Y*
- 11.86%
- 10Y*
- 14.06%
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MQIFX vs. SPY - Expense Ratio Comparison
MQIFX has a 0.78% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
MQIFX vs. SPY — Risk / Return Rank
MQIFX
SPY
MQIFX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Mutual Quest Fund (MQIFX) and State Street SPDR S&P 500 ETF (SPY). 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.
| MQIFX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.96 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.49 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.23 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.53 | -0.37 |
Martin ratioReturn relative to average drawdown | 4.39 | 7.27 | -2.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MQIFX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.96 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.70 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.79 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.56 | +0.27 |
Correlation
The correlation between MQIFX and SPY is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MQIFX vs. SPY - Dividend Comparison
MQIFX's dividend yield for the trailing twelve months is around 4.15%, more than SPY's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MQIFX Franklin Mutual Quest Fund | 4.15% | 4.18% | 5.10% | 4.60% | 3.80% | 2.59% | 3.66% | 3.52% | 13.76% | 4.53% | 1.24% | 5.75% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
MQIFX vs. SPY - Drawdown Comparison
The maximum MQIFX drawdown since its inception was -34.60%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MQIFX and SPY.
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Drawdown Indicators
| MQIFX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.60% | -55.19% | +20.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.29% | -12.05% | +1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -19.91% | -24.50% | +4.59% |
Max Drawdown (10Y)Largest decline over 10 years | -30.59% | -33.72% | +3.13% |
Current DrawdownCurrent decline from peak | -6.61% | -5.53% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -4.88% | -9.09% | +4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.54% | +0.19% |
Volatility
MQIFX vs. SPY - Volatility Comparison
The current volatility for Franklin Mutual Quest Fund (MQIFX) is 4.69%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.35%. This indicates that MQIFX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MQIFX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 5.35% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 9.50% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 19.06% | -6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.63% | 17.06% | -5.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.90% | 17.92% | -6.02% |