MSIF vs. QLTY
MSIF (MSC Income Fund, Inc.) is a stock, while QLTY (GMO U.S. Quality ETF) is Quality Factor fund tracking the S&P 500. Over the past year, MSIF returned -17.28% vs 25.15% for QLTY. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
MSIF vs. QLTY - Performance Comparison
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Returns By Period
In the year-to-date period, MSIF achieves a -11.42% return, which is significantly lower than QLTY's 9.02% return.
MSIF
- 1D
- -0.27%
- 1M
- -2.86%
- 6M
- -12.09%
- YTD
- -11.42%
- 1Y
- -17.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -11.50%
QLTY
- 1D
- 0.70%
- 1M
- 0.19%
- 6M
- 6.82%
- YTD
- 9.02%
- 1Y
- 25.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.51M | $3.23M | $3.47M | |
| $14.32M | $16.07M | $19.07M |
MSIF vs. QLTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSIF MSC Income Fund, Inc. | -11.42% | -6.00% |
QLTY GMO U.S. Quality ETF | 9.02% | 16.38% |
Correlation
The correlation between MSIF and QLTY is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2025 | 0.33 |
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Return for Risk
MSIF vs. QLTY — Risk / Return Rank
MSIF
QLTY
MSIF vs. QLTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MSC Income Fund, Inc. (MSIF) and GMO U.S. Quality ETF (QLTY). 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.
| MSIF | QLTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.59 | ||
| Sortino ratioReturn per unit of downside risk | -3.59 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.33 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.01 | -3.00 |
| Martin ratioReturn relative to average drawdown | -1.86 | 8.13 | -9.99 |
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Drawdowns
MSIF vs. QLTY - Drawdown Comparison
The maximum MSIF drawdown since its inception was -31.84%, which is greater than QLTY's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for MSIF and QLTY.
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Drawdown Indicators
| MSIF | QLTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.84% | -17.00% | -14.84% |
Max Drawdown (1Y)Largest decline over 1 year | -20.21% | -11.71% | -8.50% |
Current DrawdownCurrent decline from peak | -30.10% | -0.41% | -29.69% |
Average DrawdownAverage peak-to-trough decline | -17.61% | -2.00% | -15.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.28% | 2.90% | +9.38% |
Volatility
MSIF vs. QLTY - Volatility Comparison
MSC Income Fund, Inc. (MSIF) has a higher volatility of 7.50% compared to GMO U.S. Quality ETF (QLTY) at 2.90%. This indicates that MSIF's price experiences larger fluctuations and is considered to be riskier than QLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSIF | QLTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.50% | 2.90% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 18.59% | 9.63% | +8.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.16% | 12.76% | +14.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.19% | 14.52% | +14.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.19% | 14.52% | +14.67% |
Dividends
MSIF vs. QLTY - Dividend Comparison
MSIF's dividend yield for the trailing twelve months is around 10.63%, more than QLTY's 0.72% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
MSIF MSC Income Fund, Inc. | 10.63% | 10.96% | 0.00% | 0.00% |
QLTY GMO U.S. Quality ETF | 0.72% | 0.73% | 0.79% | 0.15% |
Frequently Asked Questions
MSIF and QLTY have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSIF has higher volatility (7.50%) compared to QLTY (2.90%). In terms of maximum drawdown, MSIF dropped -31.84% vs QLTY's -17.00%.
QLTY currently has the higher Sharpe Ratio (1.86 vs -0.73), 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.
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