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YFFI vs. QIDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YFFI vs. QIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Indexperts Yield Focused Fixed Income ETF (YFFI) and Indexperts Quality Earnings Focused ETF (QIDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YFFI achieves a 0.19% return, which is significantly lower than QIDX's 8.19% return.


YFFI

1D
-0.70%
1M
0.86%
YTD
0.19%
6M
0.39%
1Y
5.11%
3Y*
5Y*
10Y*

QIDX

1D
0.09%
1M
1.61%
YTD
8.19%
6M
7.35%
1Y
14.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YFFI vs. QIDX - Yearly Performance Comparison


Correlation

The correlation between YFFI and QIDX is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2025

0.30

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Return for Risk

YFFI vs. QIDX — Risk / Return Rank

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

YFFI
YFFI Risk / Return Rank: 2727
Overall Rank
YFFI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
YFFI Sortino Ratio Rank: 2424
Sortino Ratio Rank
YFFI Omega Ratio Rank: 2323
Omega Ratio Rank
YFFI Calmar Ratio Rank: 3030
Calmar Ratio Rank
YFFI Martin Ratio Rank: 3030
Martin Ratio Rank

QIDX
QIDX Risk / Return Rank: 3838
Overall Rank
QIDX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
QIDX Sortino Ratio Rank: 3737
Sortino Ratio Rank
QIDX Omega Ratio Rank: 3434
Omega Ratio Rank
QIDX Calmar Ratio Rank: 4242
Calmar Ratio Rank
QIDX Martin Ratio Rank: 4343
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.

YFFI vs. QIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Indexperts Yield Focused Fixed Income ETF (YFFI) and Indexperts Quality Earnings Focused ETF (QIDX). 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.


YFFIQIDXDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.15

1.22

-0.07

Calmar ratioReturn relative to maximum drawdown

1.47

2.03

-0.56

Martin ratioReturn relative to average drawdown

4.21

6.72

-2.51

YFFI vs. QIDX - Sharpe Ratio Comparison

The current YFFI Sharpe Ratio is 0.88, which is comparable to the QIDX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of YFFI and QIDX, 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

YFFI vs. QIDX - Drawdown Comparison

The maximum YFFI drawdown since its inception was -4.31%, smaller than the maximum QIDX drawdown of -14.99%. Use the drawdown chart below to compare losses from any high point for YFFI and QIDX.


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Drawdown Indicators


YFFIQIDXDifference

Max Drawdown

Largest peak-to-trough decline

-4.31%

-14.99%

+10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.50%

-6.92%

+3.42%

Current Drawdown

Current decline from peak

-1.70%

-0.97%

-0.73%

Average Drawdown

Average peak-to-trough decline

-1.07%

-2.24%

+1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

2.09%

-0.87%

Volatility

YFFI vs. QIDX - Volatility Comparison

The current volatility for Indexperts Yield Focused Fixed Income ETF (YFFI) is 1.99%, while Indexperts Quality Earnings Focused ETF (QIDX) has a volatility of 2.99%. This indicates that YFFI experiences smaller price fluctuations and is considered to be less risky than QIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YFFIQIDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

2.99%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.30%

8.53%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

11.17%

-5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.40%

14.56%

-7.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.40%

14.56%

-7.16%

YFFI vs. QIDX - Expense Ratio Comparison

Both YFFI and QIDX have an expense ratio of 0.50%.


Dividends

YFFI vs. QIDX - Dividend Comparison

YFFI's dividend yield for the trailing twelve months is around 4.78%, more than QIDX's 0.85% yield.


Frequently Asked Questions


YFFI and QIDX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QIDX has higher volatility (2.99%) compared to YFFI (1.99%). In terms of maximum drawdown, YFFI dropped -4.31% vs QIDX's -14.99%.

On 1-year performance, QIDX leads with 14.00% vs 5.11% for YFFI. Both ETFs have the same 0.50% expense ratio. On volatility, YFFI has been the lower-risk option at 1.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QIDX has performed better with a 14.00% return vs 5.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

YFFI and QIDX have the same expense ratio: 0.50% per year.

YFFI has the higher dividend yield at 4.78%, compared with 0.85% for QIDX.

YFFI is categorized as Intermediate Core Bond, while QIDX is Mid Cap Blend Equities.

QIDX currently has the higher Sharpe Ratio (1.26 vs 0.88), 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

Find the right allocation for YFFI and QIDX

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