QDIV vs. SVAIX

Last updated Apr 1, 2026

Compare and contrast key facts about Global X S&P 500 Quality Dividend ETF (QDIV) and Federated Hermes Strategic Value Dividend Fund (SVAIX).

QDIV is a passively managed fund by Global X that tracks the performance of the S&P 500 Quality High Dividend Index. It was launched on Jul 13, 2018. SVAIX is managed by Federated. It was launched on Mar 30, 2005.

Performance

QDIV vs. SVAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X S&P 500 Quality Dividend ETF (QDIV) and Federated Hermes Strategic Value Dividend Fund (SVAIX). The values are adjusted to include any dividend payments, if applicable.

QDIV vs. SVAIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QDIV Global X S&P 500 Quality Dividend ETF	6.62%	3.16%	10.62%	5.18%	-0.50%	28.99%	0.03%	29.00%	-12.20%
SVAIX Federated Hermes Strategic Value Dividend Fund	8.28%	15.26%	16.47%	-1.81%	8.47%	21.52%	-7.88%	19.59%	-5.29%

Returns By Period

In the year-to-date period, QDIV achieves a 6.62% return, which is significantly lower than SVAIX's 8.28% return.

QDIV

• 1D: 0.44%
• 1M: -4.13%
• YTD: 6.62%
• 6M: 6.17%
• 1Y: 8.04%
• 3Y*: 8.20%
• 5Y*: 7.53%
• 10Y*: —

SVAIX

• 1D: 0.29%
• 1M: -3.41%
• YTD: 8.28%
• 6M: 10.68%
• 1Y: 16.18%
• 3Y*: 13.50%
• 5Y*: 11.56%
• 10Y*: 8.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QDIV vs. SVAIX - Expense Ratio Comparison

QDIV has a 0.20% expense ratio, which is lower than SVAIX's 0.81% expense ratio.

SVAIX

Federated Hermes Strategic Value Dividend Fund

QDIV

Global X S&P 500 Quality Dividend ETF

Return for Risk

QDIV vs. SVAIX — Risk / Return Rank

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

QDIV

QDIV Risk / Return Rank: 29
QDIV Sharpe Ratio Rank: 28
QDIV Sortino Ratio Rank: 29
QDIV Omega Ratio Rank: 28
QDIV Calmar Ratio Rank: 31
QDIV Martin Ratio Rank: 31

SVAIX

SVAIX Risk / Return Rank: 77
SVAIX Sharpe Ratio Rank: 77
SVAIX Sortino Ratio Rank: 81
SVAIX Omega Ratio Rank: 76
SVAIX Calmar Ratio Rank: 72
SVAIX Martin Ratio Rank: 80

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.

QDIV vs. SVAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Quality Dividend ETF (QDIV) and Federated Hermes Strategic Value Dividend Fund (SVAIX). 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.

	QDIV	SVAIX	Difference
Sharpe ratio Return per unit of total volatility	0.48	1.38	-0.89
Sortino ratio Return per unit of downside risk	0.80	2.05	-1.25
Omega ratio Gain probability vs. loss probability	1.11	1.28	-0.18
Calmar ratio Return relative to maximum drawdown	0.72	1.64	-0.92
Martin ratio Return relative to average drawdown	2.62	7.78	-5.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QDIV vs. SVAIX - Sharpe Ratio Comparison

The current QDIV Sharpe Ratio is 0.48, which is lower than the SVAIX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of QDIV and SVAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	QDIV	SVAIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	1.38	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.89	-0.40
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.52	-0.09

Correlation

The correlation between QDIV and SVAIX is 0.76, 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

QDIV vs. SVAIX - Dividend Comparison

QDIV's dividend yield for the trailing twelve months is around 2.99%, less than SVAIX's 5.98% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QDIV Global X S&P 500 Quality Dividend ETF	2.99%	3.13%	2.88%	3.26%	3.02%	2.44%	3.06%	2.84%	1.30%	0.00%	0.00%	0.00%
SVAIX Federated Hermes Strategic Value Dividend Fund	5.98%	6.41%	7.58%	4.32%	9.68%	3.72%	4.28%	8.75%	8.54%	10.36%	5.24%	8.67%

Drawdowns

QDIV vs. SVAIX - Drawdown Comparison

The maximum QDIV drawdown since its inception was -41.20%, smaller than the maximum SVAIX drawdown of -50.62%. Use the drawdown chart below to compare losses from any high point for QDIV and SVAIX.

Drawdown Indicators

	QDIV	SVAIX	Difference
Max Drawdown Largest peak-to-trough decline	-41.20%	-50.62%	+9.42%
Max Drawdown (1Y) Largest decline over 1 year	-12.82%	-11.78%	-1.04%
Max Drawdown (5Y) Largest decline over 5 years	-18.52%	-16.13%	-2.39%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.53%	—
Current Drawdown Current decline from peak	-5.38%	-3.68%	-1.70%
Average Drawdown Average peak-to-trough decline	-5.55%	-7.75%	+2.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	2.66%	+0.87%

Volatility

QDIV vs. SVAIX - Volatility Comparison

Global X S&P 500 Quality Dividend ETF (QDIV) has a higher volatility of 3.04% compared to Federated Hermes Strategic Value Dividend Fund (SVAIX) at 2.80%. This indicates that QDIV's price experiences larger fluctuations and is considered to be riskier than SVAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QDIV	SVAIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	2.80%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	8.81%	6.96%	+1.85%
Volatility (1Y) Calculated over the trailing 1-year period	16.71%	15.78%	+0.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.35%	13.57%	+1.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.59%	15.42%	+4.17%