PortfoliosLab logoPortfoliosLab logo
QDF vs. RAVI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QDF vs. RAVI - Performance Comparison

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

Loading graphics...

QDF vs. RAVI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDF
FlexShares Quality Dividend Index Fund
-1.88%16.58%16.95%19.71%-12.13%26.65%4.86%25.71%-7.97%17.42%
RAVI
FlexShares Ultra-Short Income ETF
0.72%4.98%5.67%5.55%0.15%-0.04%2.06%3.49%1.65%1.22%

Returns By Period

In the year-to-date period, QDF achieves a -1.88% return, which is significantly lower than RAVI's 0.72% return. Over the past 10 years, QDF has outperformed RAVI with an annualized return of 11.00%, while RAVI has yielded a comparatively lower 2.61% annualized return.


QDF

1D
2.43%
1M
-4.83%
YTD
-1.88%
6M
0.44%
1Y
17.72%
3Y*
15.49%
5Y*
10.28%
10Y*
11.00%

RAVI

1D
0.06%
1M
0.03%
YTD
0.72%
6M
1.90%
1Y
4.36%
3Y*
5.24%
5Y*
3.38%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QDF vs. RAVI - Expense Ratio Comparison

QDF has a 0.37% expense ratio, which is higher than RAVI's 0.25% expense ratio.


Return for Risk

QDF vs. RAVI — Risk / Return Rank

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

QDF
QDF Risk / Return Rank: 6363
Overall Rank
QDF Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
QDF Sortino Ratio Rank: 6060
Sortino Ratio Rank
QDF Omega Ratio Rank: 6464
Omega Ratio Rank
QDF Calmar Ratio Rank: 6060
Calmar Ratio Rank
QDF Martin Ratio Rank: 7171
Martin Ratio Rank

RAVI
RAVI Risk / Return Rank: 9999
Overall Rank
RAVI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RAVI Sortino Ratio Rank: 9999
Sortino Ratio Rank
RAVI Omega Ratio Rank: 9999
Omega Ratio Rank
RAVI Calmar Ratio Rank: 9999
Calmar Ratio Rank
RAVI Martin Ratio Rank: 9999
Martin Ratio Rank
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.

QDF vs. RAVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Quality Dividend Index Fund (QDF) and FlexShares Ultra-Short Income ETF (RAVI). 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.


QDFRAVIDifference

Sharpe ratio

Return per unit of total volatility

1.01

8.55

-7.54

Sortino ratio

Return per unit of downside risk

1.52

14.44

-12.92

Omega ratio

Gain probability vs. loss probability

1.23

3.86

-2.63

Calmar ratio

Return relative to maximum drawdown

1.47

12.19

-10.73

Martin ratio

Return relative to average drawdown

7.12

78.58

-71.47

QDF vs. RAVI - Sharpe Ratio Comparison

The current QDF Sharpe Ratio is 1.01, which is lower than the RAVI Sharpe Ratio of 8.55. The chart below compares the historical Sharpe Ratios of QDF and RAVI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


QDFRAVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

8.55

-7.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

2.40

-1.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

2.04

-1.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.99

-1.26

Correlation

The correlation between QDF and RAVI is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QDF vs. RAVI - Dividend Comparison

QDF's dividend yield for the trailing twelve months is around 1.69%, less than RAVI's 4.50% yield.


TTM20252024202320222021202020192018201720162015
QDF
FlexShares Quality Dividend Index Fund
1.69%1.65%1.93%2.19%2.45%1.90%2.38%3.05%4.29%2.70%3.07%3.04%
RAVI
FlexShares Ultra-Short Income ETF
4.50%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%0.00%

Drawdowns

QDF vs. RAVI - Drawdown Comparison

The maximum QDF drawdown since its inception was -36.67%, which is greater than RAVI's maximum drawdown of -3.72%. Use the drawdown chart below to compare losses from any high point for QDF and RAVI.


Loading graphics...

Drawdown Indicators


QDFRAVIDifference

Max Drawdown

Largest peak-to-trough decline

-36.67%

-3.72%

-32.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-0.36%

-12.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-3.28%

-18.78%

Max Drawdown (10Y)

Largest decline over 10 years

-36.67%

-3.72%

-32.95%

Current Drawdown

Current decline from peak

-5.66%

0.00%

-5.66%

Average Drawdown

Average peak-to-trough decline

-3.68%

-0.18%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

0.06%

+2.58%

Volatility

QDF vs. RAVI - Volatility Comparison

FlexShares Quality Dividend Index Fund (QDF) has a higher volatility of 4.79% compared to FlexShares Ultra-Short Income ETF (RAVI) at 0.16%. This indicates that QDF's price experiences larger fluctuations and is considered to be riskier than RAVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


QDFRAVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

0.16%

+4.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

0.28%

+8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

0.51%

+17.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

1.41%

+14.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

1.29%

+16.09%