QLVD vs FMY

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

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

QLVD vs FMY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

QLVD

$53M

Winner

FMY

$53M

Expense Ratio

QLVD

0.12%

FMY

N/A

Max Drawdown

Winner

QLVD

28.36%

FMY

51.81%

Sharpe Ratio

Winner

QLVD

0.34

FMY

-0.00

5Y Beta

QLVD

0.39

Winner

FMY

0.02

5Y Dividends CAGR

Winner

QLVD

10.95%

FMY

2.09%

QLVD vs FMY - Historical Returns

Returns include dividend reinvestment.

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

Winner

QLVD

-1.46%

FMY

-1.88%

QLVD

-2.34%

Winner

FMY

-0.96%

Winner

QLVD

+4.41%

FMY

-0.21%

Winner

QLVD

+6.86%

FMY

+3.04%

5Y(CAGR)

Winner

QLVD

+5.78%

FMY

+3.46%

10Y(CAGR)

QLVD

N/A

FMY

+3.90%

Max(CAGR)

Winner

QLVD

+6.67%

FMY

+4.32%

QLVD vs FMY - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

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

QLVD vs FMY Drawdown Comparison

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

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

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

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

Correlation

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

0.94

-101

Dividend Comparison (2005 - 2026)

QLVD vs FMY dividend yield comparison.

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