QUAL vs. EFT
QUAL (iShares MSCI USA Quality Factor ETF) is Quality Factor fund tracking the MSCI USA Sector Neutral Quality Index, while EFT (Eaton Vance Floating-Rate Income Trust) is a stock. Over the past 10 years, QUAL returned 14.16%/yr vs 5.19%/yr for EFT. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
QUAL vs. EFT - Performance Comparison
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Returns By Period
In the year-to-date period, QUAL achieves a 12.08% return, which is significantly higher than EFT's -1.58% return. Over the past 10 years, QUAL has outperformed EFT with an annualized return of 14.16%, while EFT has yielded a comparatively lower 5.19% annualized return.
QUAL
- 1D
- 1.10%
- 1M
- 1.52%
- 6M
- 9.27%
- YTD
- 12.08%
- 1Y
- 22.77%
- 3Y*
- 18.73%
- 5Y*
- 11.26%
- 10Y*
- 14.16%
- ALL TIME*
- 13.75%
EFT
- 1D
- 0.47%
- 1M
- -0.32%
- 6M
- -2.53%
- YTD
- -1.58%
- 1Y
- -5.34%
- 3Y*
- 5.54%
- 5Y*
- 2.96%
- 10Y*
- 5.19%
- ALL TIME*
- 4.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $756.55K | $613.03K | $760.70K | |
| $217.13M | $238.90M | $384.89M |
QUAL vs. EFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | 12.08% | 12.65% | 22.29% | 30.88% | -20.50% | 26.94% | 17.04% | 33.89% | -5.70% | 22.26% |
EFT Eaton Vance Floating-Rate Income Trust | -1.58% | -3.77% | 13.17% | 27.14% | -19.69% | 21.00% | 2.41% | 16.85% | -6.14% | 1.63% |
Correlation
The correlation between QUAL and EFT is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.33 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2013 | 0.32 |
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Return for Risk
QUAL vs. EFT — Risk / Return Rank
QUAL
EFT
QUAL vs. EFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Quality Factor ETF (QUAL) and Eaton Vance Floating-Rate Income Trust (EFT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QUAL | EFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.48 | ||
| Sortino ratioReturn per unit of downside risk | +3.50 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.90 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | -0.52 | +3.05 |
| Martin ratioReturn relative to average drawdown | 11.33 | -1.18 | +12.52 |
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Drawdowns
QUAL vs. EFT - Drawdown Comparison
The maximum QUAL drawdown since its inception was -34.06%, smaller than the maximum EFT drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for QUAL and EFT.
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Drawdown Indicators
| QUAL | EFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.06% | -60.58% | +26.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -10.32% | +1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -18.00% | -17.49% | -0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -28.23% | -24.98% | -3.25% |
Max Drawdown (10Y)Largest decline over 10 years | -34.06% | -45.51% | +11.45% |
Current DrawdownCurrent decline from peak | 0.00% | -10.33% | +10.33% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -8.82% | +4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 4.72% | -2.71% |
Volatility
QUAL vs. EFT - Volatility Comparison
iShares MSCI USA Quality Factor ETF (QUAL) has a higher volatility of 3.07% compared to Eaton Vance Floating-Rate Income Trust (EFT) at 1.45%. This indicates that QUAL's price experiences larger fluctuations and is considered to be riskier than EFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUAL | EFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.07% | 1.45% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 7.15% | +2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.33% | 8.66% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 12.72% | +4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 15.72% | +2.38% |
Dividends
QUAL vs. EFT - Dividend Comparison
QUAL's dividend yield for the trailing twelve months is around 0.85%, less than EFT's 8.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | 8.87% | 9.55% | 10.52% | 11.09% | 9.81% | 5.24% | 5.88% | 7.41% | 6.77% | 5.73% | 5.54% | 6.57% |
QUAL iShares MSCI USA Quality Factor ETF | 0.85% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
Frequently Asked Questions
QUAL and EFT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QUAL has higher volatility (3.07%) compared to EFT (1.45%). In terms of maximum drawdown, QUAL dropped -34.06% vs EFT's -60.58%.
QUAL currently has the higher Sharpe Ratio (1.86 vs -0.62), 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.
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