QUAL vs. EFT
QUAL (iShares MSCI USA Quality Factor ETF) is Large Cap Blend Equities 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 14.14%/yr vs 5.66%/yr for EFT. At a 0.32 correlation, their price movements are largely independent.
Performance
QUAL vs. EFT - Performance Comparison
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Returns By Period
In the year-to-date period, QUAL achieves a 10.81% return, which is significantly higher than EFT's -1.09% return. Over the past 10 years, QUAL has outperformed EFT with an annualized return of 14.14%, while EFT has yielded a comparatively lower 5.66% annualized return.
QUAL
- 1D
- 0.27%
- 1M
- 1.25%
- 6M
- 8.14%
- YTD
- 10.81%
- 1Y
- 20.35%
- 3Y*
- 18.14%
- 5Y*
- 11.48%
- 10Y*
- 14.14%
EFT
- 1D
- 0.37%
- 1M
- 0.81%
- 6M
- -3.31%
- YTD
- -1.09%
- 1Y
- -7.19%
- 3Y*
- 7.02%
- 5Y*
- 3.57%
- 10Y*
- 5.66%
QUAL vs. EFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | 10.81% | 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 | -1.09% | -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 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +3.48 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.86 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | -0.55 | +2.82 |
| Martin ratioReturn relative to average drawdown | 10.17 | -1.04 | +11.21 |
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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% | -13.02% | +3.99% |
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 | -0.20% | -9.88% | +9.68% |
Average DrawdownAverage peak-to-trough decline | -4.08% | -8.82% | +4.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 6.96% | -4.95% |
Volatility
QUAL vs. EFT - Volatility Comparison
iShares MSCI USA Quality Factor ETF (QUAL) has a higher volatility of 3.53% compared to Eaton Vance Floating-Rate Income Trust (EFT) at 1.16%. 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 | 3.53% | 1.16% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 7.39% | +2.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.15% | 9.20% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 12.75% | +4.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 15.73% | +2.35% |
Dividends
QUAL vs. EFT - Dividend Comparison
QUAL's dividend yield for the trailing twelve months is around 0.86%, less than EFT's 9.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFT Eaton Vance Floating-Rate Income Trust | 9.01% | 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 | 0.86% | 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 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QUAL has higher volatility (3.53%) compared to EFT (1.16%). In terms of maximum drawdown, QUAL dropped -34.06% vs EFT's -60.58%.
QUAL currently has the higher Sharpe Ratio (1.68 vs -0.79), 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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