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RAVI vs. QDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAVI vs. QDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Ultra-Short Income ETF (RAVI) and FlexShares Quality Dividend Index Fund (QDF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RAVI achieves a 1.69% return, which is significantly lower than QDF's 9.88% return. Over the past 10 years, RAVI has underperformed QDF with an annualized return of 2.67%, while QDF has yielded a comparatively higher 12.35% annualized return.


RAVI

1D
0.05%
1M
0.30%
YTD
1.69%
6M
1.79%
1Y
4.37%
3Y*
5.17%
5Y*
3.54%
10Y*
2.67%

QDF

1D
-1.18%
1M
-0.24%
YTD
9.88%
6M
8.92%
1Y
25.86%
3Y*
18.58%
5Y*
11.94%
10Y*
12.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAVI vs. QDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RAVI
FlexShares Ultra-Short Income ETF
1.69%4.98%5.67%5.55%0.15%-0.04%2.06%3.49%1.65%1.22%
QDF
FlexShares Quality Dividend Index Fund
9.88%16.58%16.95%19.71%-12.13%26.65%4.86%25.71%-7.97%17.42%

Correlation

The correlation between RAVI and QDF is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.05

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Return for Risk

RAVI vs. QDF — Risk / Return Rank

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

RAVI
RAVI Risk / Return Rank: 9999
Overall Rank
RAVI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
RAVI Sortino Ratio Rank: 9999
Sortino Ratio Rank
RAVI Omega Ratio Rank: 9999
Omega Ratio Rank
RAVI Calmar Ratio Rank: 9999
Calmar Ratio Rank
RAVI Martin Ratio Rank: 9999
Martin Ratio Rank

QDF
QDF Risk / Return Rank: 7272
Overall Rank
QDF Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QDF Sortino Ratio Rank: 7171
Sortino Ratio Rank
QDF Omega Ratio Rank: 7171
Omega Ratio Rank
QDF Calmar Ratio Rank: 7070
Calmar Ratio Rank
QDF Martin Ratio Rank: 7878
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.

RAVI vs. QDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Ultra-Short Income ETF (RAVI) and FlexShares Quality Dividend Index Fund (QDF). 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.


RAVIQDFDifference
Sharpe ratioReturn per unit of total volatility

+8.57

Sortino ratioReturn per unit of downside risk

+20.46

Omega ratioGain probability vs. loss probability

5.23

1.39

+3.84

Calmar ratioReturn relative to maximum drawdown

37.51

3.29

+34.22

Martin ratioReturn relative to average drawdown

214.85

14.15

+200.70

RAVI vs. QDF - Sharpe Ratio Comparison

The current RAVI Sharpe Ratio is 10.73, which is higher than the QDF Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of RAVI and QDF, 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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Drawdowns

RAVI vs. QDF - Drawdown Comparison

The maximum RAVI drawdown since its inception was -3.72%, smaller than the maximum QDF drawdown of -36.67%. Use the drawdown chart below to compare losses from any high point for RAVI and QDF.


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Drawdown Indicators


RAVIQDFDifference

Max Drawdown

Largest peak-to-trough decline

-3.72%

-36.67%

+32.95%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

-7.90%

+7.78%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

-18.01%

+17.65%

Max Drawdown (5Y)

Largest decline over 5 years

-3.28%

-22.06%

+18.78%

Max Drawdown (10Y)

Largest decline over 10 years

-3.72%

-36.67%

+32.95%

Current Drawdown

Current decline from peak

0.00%

-1.50%

+1.50%

Average Drawdown

Average peak-to-trough decline

-0.17%

-3.63%

+3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

1.83%

-1.81%

Volatility

RAVI vs. QDF - Volatility Comparison

The current volatility for FlexShares Ultra-Short Income ETF (RAVI) is 0.13%, while FlexShares Quality Dividend Index Fund (QDF) has a volatility of 4.23%. This indicates that RAVI experiences smaller price fluctuations and is considered to be less risky than QDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAVIQDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

4.23%

-4.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.31%

9.40%

-9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

0.41%

12.04%

-11.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.41%

15.66%

-14.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.28%

17.40%

-16.12%

RAVI vs. QDF - Expense Ratio Comparison

RAVI has a 0.25% expense ratio, which is lower than QDF's 0.37% expense ratio.


Dividends

RAVI vs. QDF - Dividend Comparison

RAVI's dividend yield for the trailing twelve months is around 4.37%, more than QDF's 1.53% yield.


PositionTTM20252024202320222021202020192018201720162015
QDF
FlexShares Quality Dividend Index Fund
1.53%1.65%1.93%2.19%2.45%1.90%2.38%3.05%4.29%2.70%3.07%3.04%
RAVI
FlexShares Ultra-Short Income ETF
4.37%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%0.00%

Frequently Asked Questions


RAVI and QDF have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QDF has higher volatility (4.23%) compared to RAVI (0.13%). In terms of maximum drawdown, RAVI dropped -3.72% vs QDF's -36.67%.

On 10-year performance, QDF leads with 12.35% vs 2.67% for RAVI. On fees, RAVI is cheaper at 0.25% per year. On volatility, RAVI has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, QDF has performed better with a 12.35% return vs 2.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RAVI is cheaper with a 0.25% expense ratio, compared with 0.37% for QDF.

RAVI has the higher dividend yield at 4.37%, compared with 1.53% for QDF.

RAVI is categorized as Ultrashort Bond, while QDF is Large Cap Value Equities. Their fees differ too: 0.25% for RAVI and 0.37% for QDF.

RAVI currently has the higher Sharpe Ratio (10.73 vs 2.16), 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

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