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QDF vs. FDVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QDF and FDVV is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

QDF vs. FDVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Quality Dividend Index Fund (QDF) and Fidelity High Dividend ETF (FDVV). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
128.53%
164.04%
QDF
FDVV

Key characteristics

Sharpe Ratio

QDF:

0.61

FDVV:

0.86

Sortino Ratio

QDF:

0.96

FDVV:

1.27

Omega Ratio

QDF:

1.15

FDVV:

1.19

Calmar Ratio

QDF:

0.60

FDVV:

0.87

Martin Ratio

QDF:

2.51

FDVV:

3.82

Ulcer Index

QDF:

4.30%

FDVV:

3.62%

Daily Std Dev

QDF:

17.70%

FDVV:

16.00%

Max Drawdown

QDF:

-36.66%

FDVV:

-40.25%

Current Drawdown

QDF:

-7.20%

FDVV:

-5.99%

Returns By Period

In the year-to-date period, QDF achieves a -3.49% return, which is significantly lower than FDVV's -1.58% return.


QDF

YTD

-3.49%

1M

-1.34%

6M

-2.71%

1Y

10.52%

5Y*

14.16%

10Y*

9.28%

FDVV

YTD

-1.58%

1M

-2.01%

6M

-1.37%

1Y

13.33%

5Y*

18.12%

10Y*

N/A

*Annualized

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QDF vs. FDVV - Expense Ratio Comparison

QDF has a 0.37% expense ratio, which is higher than FDVV's 0.29% expense ratio.


Expense ratio chart for QDF: current value is 0.37%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QDF: 0.37%
Expense ratio chart for FDVV: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDVV: 0.29%

Risk-Adjusted Performance

QDF vs. FDVV — Risk-Adjusted Performance Rank

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

QDF
The Risk-Adjusted Performance Rank of QDF is 6363
Overall Rank
The Sharpe Ratio Rank of QDF is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of QDF is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QDF is 6464
Omega Ratio Rank
The Calmar Ratio Rank of QDF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of QDF is 6464
Martin Ratio Rank

FDVV
The Risk-Adjusted Performance Rank of FDVV is 7777
Overall Rank
The Sharpe Ratio Rank of FDVV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FDVV is 7575
Sortino Ratio Rank
The Omega Ratio Rank of FDVV is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FDVV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of FDVV is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QDF vs. FDVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Quality Dividend Index Fund (QDF) and Fidelity High Dividend ETF (FDVV). 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.


The chart of Sharpe ratio for QDF, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.00
QDF: 0.61
FDVV: 0.86
The chart of Sortino ratio for QDF, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.00
QDF: 0.96
FDVV: 1.27
The chart of Omega ratio for QDF, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
QDF: 1.15
FDVV: 1.19
The chart of Calmar ratio for QDF, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.00
QDF: 0.60
FDVV: 0.87
The chart of Martin ratio for QDF, currently valued at 2.51, compared to the broader market0.0020.0040.0060.00
QDF: 2.51
FDVV: 3.82

The current QDF Sharpe Ratio is 0.61, which is comparable to the FDVV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of QDF and FDVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
0.61
0.86
QDF
FDVV

Dividends

QDF vs. FDVV - Dividend Comparison

QDF's dividend yield for the trailing twelve months is around 2.00%, less than FDVV's 3.11% yield.


TTM20242023202220212020201920182017201620152014
QDF
FlexShares Quality Dividend Index Fund
2.00%1.93%2.18%2.45%1.90%2.38%3.05%4.30%2.70%3.07%3.04%2.69%
FDVV
Fidelity High Dividend ETF
3.11%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.63%1.04%0.00%0.00%

Drawdowns

QDF vs. FDVV - Drawdown Comparison

The maximum QDF drawdown since its inception was -36.66%, smaller than the maximum FDVV drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for QDF and FDVV. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.20%
-5.99%
QDF
FDVV

Volatility

QDF vs. FDVV - Volatility Comparison

FlexShares Quality Dividend Index Fund (QDF) has a higher volatility of 13.46% compared to Fidelity High Dividend ETF (FDVV) at 12.13%. This indicates that QDF's price experiences larger fluctuations and is considered to be riskier than FDVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
13.46%
12.13%
QDF
FDVV