SVAIX vs. QDIV
Compare and contrast key facts about Federated Hermes Strategic Value Dividend Fund (SVAIX) and Global X S&P 500 Quality Dividend ETF (QDIV).
SVAIX is managed by Federated. It was launched on Mar 30, 2005. QDIV is a passively managed fund by Global X that tracks the performance of the S&P 500 Quality High Dividend Index. It was launched on Jul 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVAIX or QDIV.
Key characteristics
| SVAIX | QDIV | |
|---|---|---|
| YTD Return | 19.23% | 15.70% |
| 1Y Return | 30.34% | 27.16% |
| 3Y Return (Ann) | 7.59% | 7.12% |
| 5Y Return (Ann) | 5.70% | 9.94% |
| Sharpe Ratio | 2.65 | 2.54 |
| Sortino Ratio | 3.68 | 3.68 |
| Omega Ratio | 1.49 | 1.44 |
| Calmar Ratio | 1.70 | 2.53 |
| Martin Ratio | 14.23 | 12.36 |
| Ulcer Index | 2.06% | 2.14% |
| Daily Std Dev | 11.08% | 10.39% |
| Max Drawdown | -50.87% | -41.20% |
| Current Drawdown | -0.81% | -0.08% |
Correlation
The correlation between SVAIX and QDIV is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SVAIX vs. QDIV - Performance Comparison
In the year-to-date period, SVAIX achieves a 19.23% return, which is significantly higher than QDIV's 15.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SVAIX vs. QDIV - Expense Ratio Comparison
SVAIX has a 0.81% expense ratio, which is higher than QDIV's 0.20% expense ratio.
Risk-Adjusted Performance
SVAIX vs. QDIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Strategic Value Dividend Fund (SVAIX) and Global X S&P 500 Quality Dividend ETF (QDIV). 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.
Dividends
SVAIX vs. QDIV - Dividend Comparison
SVAIX's dividend yield for the trailing twelve months is around 3.78%, more than QDIV's 2.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVAIX Federated Hermes Strategic Value Dividend Fund | 3.78% | 4.31% | 4.16% | 3.72% | 4.31% | 3.97% | 4.35% | 3.74% | 3.11% | 3.60% | 5.47% | 3.41% |
QDIV Global X S&P 500 Quality Dividend ETF | 2.84% | 3.26% | 3.02% | 2.44% | 3.06% | 2.85% | 1.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SVAIX vs. QDIV - Drawdown Comparison
The maximum SVAIX drawdown since its inception was -50.87%, which is greater than QDIV's maximum drawdown of -41.20%. Use the drawdown chart below to compare losses from any high point for SVAIX and QDIV. For additional features, visit the drawdowns tool.
Volatility
SVAIX vs. QDIV - Volatility Comparison
Federated Hermes Strategic Value Dividend Fund (SVAIX) and Global X S&P 500 Quality Dividend ETF (QDIV) have volatilities of 2.85% and 2.85%, 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.