QUAL vs. EFT
Compare and contrast key facts about iShares MSCI USA Quality Factor ETF (QUAL) and Eaton Vance Floating-Rate Income Trust (EFT).
QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality Index. It was launched on Jul 18, 2013.
Performance
QUAL vs. EFT - Performance Comparison
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QUAL vs. EFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | -2.54% | 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 | -5.02% | -3.77% | 13.17% | 27.14% | -19.69% | 21.00% | 2.41% | 16.85% | -6.14% | 1.63% |
Returns By Period
In the year-to-date period, QUAL achieves a -2.54% return, which is significantly higher than EFT's -5.02% return. Over the past 10 years, QUAL has outperformed EFT with an annualized return of 13.06%, while EFT has yielded a comparatively lower 5.74% annualized return.
QUAL
- 1D
- 0.20%
- 1M
- -4.31%
- YTD
- -2.54%
- 6M
- -1.12%
- 1Y
- 13.24%
- 3Y*
- 17.00%
- 5Y*
- 10.75%
- 10Y*
- 13.06%
EFT
- 1D
- -0.66%
- 1M
- -1.28%
- YTD
- -5.02%
- 6M
- -6.39%
- 1Y
- -6.79%
- 3Y*
- 7.19%
- 5Y*
- 3.39%
- 10Y*
- 5.74%
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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.
| QUAL | EFT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | -0.49 | +1.25 |
Sortino ratioReturn per unit of downside risk | 1.21 | -0.58 | +1.79 |
Omega ratioGain probability vs. loss probability | 1.17 | 0.90 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | -0.56 | +1.76 |
Martin ratioReturn relative to average drawdown | 5.43 | -1.27 | +6.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUAL | EFT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | -0.49 | +1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.27 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.37 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.26 | +0.49 |
Correlation
The correlation between QUAL and EFT is 0.32, 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
QUAL vs. EFT - Dividend Comparison
QUAL's dividend yield for the trailing twelve months is around 0.98%, less than EFT's 9.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | 0.98% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
EFT Eaton Vance Floating-Rate Income Trust | 9.92% | 9.55% | 10.52% | 11.09% | 9.81% | 5.24% | 5.88% | 7.41% | 6.77% | 5.73% | 5.54% | 6.57% |
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% | -13.02% | +3.99% |
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 | -5.78% | -13.46% | +7.68% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -8.80% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 5.70% | -3.14% |
Volatility
QUAL vs. EFT - Volatility Comparison
iShares MSCI USA Quality Factor ETF (QUAL) and Eaton Vance Floating-Rate Income Trust (EFT) have volatilities of 5.32% and 5.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 5.32% | 5.12% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 6.98% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 13.97% | +3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 12.67% | +4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 15.74% | +2.34% |