QDEF vs. ^SP500TR
Compare and contrast key facts about FlexShares Quality Dividend Defensive Index Fund (QDEF) and S&P 500 Total Return (^SP500TR).
QDEF is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust Quality Dividend Defensive Index. It was launched on Dec 14, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QDEF or ^SP500TR.
Correlation
The correlation between QDEF and ^SP500TR is 0.91, 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.
Performance
QDEF vs. ^SP500TR - Performance Comparison
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Key characteristics
QDEF:
0.94
^SP500TR:
0.72
QDEF:
1.38
^SP500TR:
1.11
QDEF:
1.20
^SP500TR:
1.16
QDEF:
0.96
^SP500TR:
0.74
QDEF:
4.20
^SP500TR:
2.85
QDEF:
3.31%
^SP500TR:
4.87%
QDEF:
15.12%
^SP500TR:
19.65%
QDEF:
-35.74%
^SP500TR:
-55.25%
QDEF:
-0.98%
^SP500TR:
-2.60%
Returns By Period
In the year-to-date period, QDEF achieves a 3.31% return, which is significantly higher than ^SP500TR's 1.92% return. Over the past 10 years, QDEF has underperformed ^SP500TR with an annualized return of 10.19%, while ^SP500TR has yielded a comparatively higher 12.86% annualized return.
QDEF
3.31%
9.09%
1.95%
14.14%
14.63%
14.65%
10.19%
^SP500TR
1.92%
13.03%
1.88%
13.97%
16.97%
16.71%
12.86%
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Risk-Adjusted Performance
QDEF vs. ^SP500TR — Risk-Adjusted Performance Rank
QDEF
^SP500TR
QDEF vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Quality Dividend Defensive Index Fund (QDEF) and S&P 500 Total Return (^SP500TR). 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.
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Drawdowns
QDEF vs. ^SP500TR - Drawdown Comparison
The maximum QDEF drawdown since its inception was -35.74%, smaller than the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for QDEF and ^SP500TR. For additional features, visit the drawdowns tool.
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Volatility
QDEF vs. ^SP500TR - Volatility Comparison
The current volatility for FlexShares Quality Dividend Defensive Index Fund (QDEF) is 4.17%, while S&P 500 Total Return (^SP500TR) has a volatility of 5.42%. This indicates that QDEF experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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