FMY vs QLVD

Comparison between First Trust Mortgage Income Fund (FMY, ETF) and FLEXSHARES DEVELOPED MARKETS EX-US QUALITY LOW VOLATILITY INDEX FUND (QLVD, ETF).

5-Year PerformanceQLVD has outperformed FMY, delivering a return of +5.8% compared to +3.5%

FMY vs QLVD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FMY(ETF)	QLVD(ETF)
Net Assets	$53M	$53M
Expense Ratio	N/A	0.12%
Max Drawdown	51.81%	28.36%
Sharpe Ratio	-0.00	0.34
5Y Beta	0.02	0.39
5Y Dividends CAGR	2.09%	10.95%

Net Assets

Winner

FMY

$53M

QLVD

$53M

Expense Ratio

FMY

N/A

QLVD

0.12%

Max Drawdown

FMY

51.81%

Winner

QLVD

28.36%

Sharpe Ratio

FMY

-0.00

Winner

QLVD

0.34

5Y Beta

Winner

FMY

0.02

QLVD

0.39

5Y Dividends CAGR

FMY

2.09%

Winner

QLVD

10.95%

FMY vs QLVD - Historical Returns

Returns include dividend reinvestment.

Period	FMY	QLVD
1 month	-1.88%	-1.46%
3 months	-0.96%	-2.34%
6 months	-0.21%	+4.41%
1 year	+3.04%	+6.86%
5 years(CAGR)	+3.46%	+5.78%
10 years(CAGR)	+3.90%	N/A
Max(CAGR)	+4.32%	+6.67%

FMY

-1.88%

Winner

QLVD

-1.46%

Winner

FMY

-0.96%

QLVD

-2.34%

FMY

-0.21%

Winner

QLVD

+4.41%

FMY

+3.04%

Winner

QLVD

+6.86%

5Y(CAGR)

FMY

+3.46%

Winner

QLVD

+5.78%

10Y(CAGR)

FMY

+3.90%

QLVD

N/A

Max(CAGR)

FMY

+4.32%

Winner

QLVD

+6.67%

FMY vs QLVD - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	FMY	QLVD
2026	-1.06%	+2.11%
2025	+9.95%	+24.46%
2024	+7.94%	+5.52%
2023	+14.58%	+11.27%
2022	-13.27%	-12.00%
2021	+4.35%	+8.30%
2020	+5.06%	+2.65%
2019	+12.12%	+6.34%
2018	-3.98%	N/A
2017	+6.47%	N/A
2016	+3.26%	N/A
2015	+4.38%	N/A
2014	+1.33%	N/A
2013	-6.38%	N/A
2012	+1.54%	N/A
2011	+10.13%	N/A
2010	+15.87%	N/A
2009	+20.93%	N/A
2008	+6.49%	N/A
2007	+9.45%	N/A
2006	+10.87%	N/A
2005	-18.78%	N/A

FMY vs QLVD Drawdown Comparison

The maximum drawdown for FMY was -27.99%, occurring on Oct 9, 2008. Recovery took 131 trading sessions.

The maximum drawdown for QLVD was -28.19%, occurring on Mar 23, 2020. Recovery took 209 trading sessions.

The current FMY drawdown is -3.90%. The current QLVD drawdown is -6.48%.

Rank	FMY	QLVD
#1	-27.99% May 29, 2008 - Dec 3, 2008	-28.19% Feb 19, 2020 - Dec 15, 2020
#2	-21.58% Oct 8, 2012 - May 15, 2019	-23.97% Sep 3, 2021 - Mar 20, 2024
#3	-20.84% Jun 24, 2005 - Feb 20, 2008	-9.18% Sep 26, 2024 - Mar 5, 2025
#4	-19.97% Sep 15, 2021 - Mar 13, 2024	-8.14% Feb 27, 2026 - Mar 27, 2026
#5	-18.89% Jun 27, 2011 - Jan 31, 2012	-7.88% Mar 19, 2025 - Apr 15, 2025
#6	-12.96% Sep 23, 2010 - Apr 25, 2011	-5.29% Jan 8, 2021 - Apr 5, 2021
#7	-12.38% Feb 28, 2020 - Oct 5, 2020	-5.06% Mar 20, 2024 - May 15, 2024
#8	-11.28% Dec 4, 2008 - Jun 10, 2009	-4.15% Jul 18, 2019 - Sep 13, 2019
#9	-7.12% Feb 27, 2026 - Mar 13, 2026	-4.14% Jul 31, 2024 - Aug 15, 2024
#10	-6.12% Feb 28, 2008 - Apr 28, 2008	-3.89% Jul 23, 2025 - Aug 19, 2025
#11	-5.48% Aug 2, 2019 - Sep 25, 2019	-3.62% Jun 15, 2021 - Aug 11, 2021
#12	-5.12% Sep 25, 2024 - Feb 11, 2025	-3.57% Nov 12, 2025 - Dec 11, 2025
#13	-5.08% Feb 1, 2012 - Apr 24, 2012	-3.01% Sep 11, 2025 - Nov 12, 2025
#14	-4.73% Oct 5, 2020 - Dec 30, 2020	-2.85% Jun 6, 2024 - Jul 11, 2024
#15	-4.66% May 17, 2024 - Jun 14, 2024	-2.47% May 7, 2021 - May 18, 2021

Correlation

Correlation between FMY and QLVD is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2005 - 2026)

FMY vs QLVD dividend yield comparison.

Year	FMY	QLVD
2026	2.80%	0.16%
2025	6.91%	2.87%
2024	7.95%	3.01%
2023	6.64%	3.33%
2022	5.89%	2.47%
2021	5.21%	3.06%
2020	5.18%	1.78%
2019	5.14%	1.06%
2018	5.66%	0.00%
2017	5.45%	0.00%
2016	6.17%	0.00%
2015	6.43%	0.00%
2014	6.86%	0.00%
2013	6.94%	0.00%
2012	10.53%	0.00%
2011	10.66%	0.00%
2010	9.23%	0.00%
2009	7.89%	0.00%
2008	8.00%	0.00%
2007	5.95%	0.00%
2006	6.13%	0.00%
2005	3.30%	0.00%