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QIDX vs. YFFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIDX vs. YFFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indexperts Quality Earnings Focused ETF (QIDX) and Indexperts Yield Focused Fixed Income ETF (YFFI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QIDX achieves a 7.45% return, which is significantly higher than YFFI's 0.39% return.


QIDX

1D
0.36%
1M
1.25%
YTD
7.45%
6M
7.61%
1Y
12.24%
3Y*
5Y*
10Y*

YFFI

1D
0.58%
1M
0.33%
YTD
0.39%
6M
0.54%
1Y
6.58%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIDX vs. YFFI - Yearly Performance Comparison


Correlation

The correlation between QIDX and YFFI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2025

0.29

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Return for Risk

QIDX vs. YFFI — Risk / Return Rank

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

QIDX
QIDX Risk / Return Rank: 3232
Overall Rank
QIDX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QIDX Sortino Ratio Rank: 3030
Sortino Ratio Rank
QIDX Omega Ratio Rank: 2828
Omega Ratio Rank
QIDX Calmar Ratio Rank: 3535
Calmar Ratio Rank
QIDX Martin Ratio Rank: 3737
Martin Ratio Rank

YFFI
YFFI Risk / Return Rank: 3232
Overall Rank
YFFI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
YFFI Sortino Ratio Rank: 3131
Sortino Ratio Rank
YFFI Omega Ratio Rank: 2929
Omega Ratio Rank
YFFI Calmar Ratio Rank: 3434
Calmar Ratio Rank
YFFI Martin Ratio Rank: 3434
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.

QIDX vs. YFFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indexperts Quality Earnings Focused ETF (QIDX) and Indexperts Yield Focused Fixed Income ETF (YFFI). 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.


QIDXYFFIDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.15

-0.03

Sortino ratio

Return per unit of downside risk

1.66

1.70

-0.03

Omega ratio

Gain probability vs. loss probability

1.20

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.78

1.74

+0.04

Martin ratio

Return relative to average drawdown

5.89

5.25

+0.64

QIDX vs. YFFI - Sharpe Ratio Comparison

The current QIDX Sharpe Ratio is 1.12, which is comparable to the YFFI Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of QIDX and YFFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QIDXYFFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.15

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.61

+0.17

Drawdowns

QIDX vs. YFFI - Drawdown Comparison

The maximum QIDX drawdown since its inception was -14.99%, which is greater than YFFI's maximum drawdown of -4.31%. Use the drawdown chart below to compare losses from any high point for QIDX and YFFI.


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Drawdown Indicators


QIDXYFFIDifference

Max Drawdown

Largest peak-to-trough decline

-14.99%

-4.31%

-10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.92%

-3.50%

-3.42%

Current Drawdown

Current decline from peak

0.00%

-1.50%

+1.50%

Average Drawdown

Average peak-to-trough decline

-2.30%

-0.99%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

1.16%

+0.94%

Volatility

QIDX vs. YFFI - Volatility Comparison

Indexperts Quality Earnings Focused ETF (QIDX) has a higher volatility of 2.95% compared to Indexperts Yield Focused Fixed Income ETF (YFFI) at 2.08%. This indicates that QIDX's price experiences larger fluctuations and is considered to be riskier than YFFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QIDXYFFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

2.08%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

4.15%

+4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

10.97%

5.78%

+5.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

7.42%

+7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

7.42%

+7.20%

QIDX vs. YFFI - Expense Ratio Comparison

Both QIDX and YFFI have an expense ratio of 0.50%.


Dividends

QIDX vs. YFFI - Dividend Comparison

QIDX's dividend yield for the trailing twelve months is around 0.86%, less than YFFI's 4.77% yield.


Frequently Asked Questions


QIDX and YFFI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QIDX has higher volatility (2.95%) compared to YFFI (2.08%). In terms of maximum drawdown, QIDX dropped -14.99% vs YFFI's -4.31%.

On 1-year performance, QIDX leads with 12.24% vs 6.58% for YFFI. Both ETFs have the same 0.50% expense ratio. On volatility, YFFI has been the lower-risk option at 2.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QIDX has performed better with a 12.24% return vs 6.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QIDX and YFFI have the same expense ratio: 0.50% per year.

YFFI has the higher dividend yield at 4.77%, compared with 0.86% for QIDX.

QIDX is categorized as Mid Cap Blend Equities, while YFFI is Intermediate Core Bond.

YFFI currently has the higher Sharpe Ratio (1.15 vs 1.12), 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.

Portfolio Optimizer

Find the right allocation for QIDX and YFFI

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